NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
81.42 |
82.41 |
0.99 |
1.2% |
81.87 |
| High |
82.89 |
83.78 |
0.89 |
1.1% |
83.51 |
| Low |
80.06 |
82.19 |
2.13 |
2.7% |
77.81 |
| Close |
82.24 |
83.31 |
1.07 |
1.3% |
80.87 |
| Range |
2.83 |
1.59 |
-1.24 |
-43.8% |
5.70 |
| ATR |
2.29 |
2.24 |
-0.05 |
-2.2% |
0.00 |
| Volume |
14,778 |
18,275 |
3,497 |
23.7% |
86,589 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.86 |
87.18 |
84.18 |
|
| R3 |
86.27 |
85.59 |
83.75 |
|
| R2 |
84.68 |
84.68 |
83.60 |
|
| R1 |
84.00 |
84.00 |
83.46 |
84.34 |
| PP |
83.09 |
83.09 |
83.09 |
83.27 |
| S1 |
82.41 |
82.41 |
83.16 |
82.75 |
| S2 |
81.50 |
81.50 |
83.02 |
|
| S3 |
79.91 |
80.82 |
82.87 |
|
| S4 |
78.32 |
79.23 |
82.44 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.83 |
95.05 |
84.01 |
|
| R3 |
92.13 |
89.35 |
82.44 |
|
| R2 |
86.43 |
86.43 |
81.92 |
|
| R1 |
83.65 |
83.65 |
81.39 |
82.19 |
| PP |
80.73 |
80.73 |
80.73 |
80.00 |
| S1 |
77.95 |
77.95 |
80.35 |
76.49 |
| S2 |
75.03 |
75.03 |
79.83 |
|
| S3 |
69.33 |
72.25 |
79.30 |
|
| S4 |
63.63 |
66.55 |
77.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.78 |
77.81 |
5.97 |
7.2% |
2.49 |
3.0% |
92% |
True |
False |
21,590 |
| 10 |
84.08 |
77.81 |
6.27 |
7.5% |
2.15 |
2.6% |
88% |
False |
False |
17,432 |
| 20 |
84.20 |
77.81 |
6.39 |
7.7% |
2.13 |
2.6% |
86% |
False |
False |
16,305 |
| 40 |
84.85 |
71.98 |
12.87 |
15.4% |
2.08 |
2.5% |
88% |
False |
False |
15,424 |
| 60 |
84.85 |
69.40 |
15.45 |
18.5% |
2.06 |
2.5% |
90% |
False |
False |
14,210 |
| 80 |
84.85 |
69.40 |
15.45 |
18.5% |
1.98 |
2.4% |
90% |
False |
False |
12,649 |
| 100 |
84.85 |
65.66 |
19.19 |
23.0% |
1.96 |
2.3% |
92% |
False |
False |
11,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.54 |
|
2.618 |
87.94 |
|
1.618 |
86.35 |
|
1.000 |
85.37 |
|
0.618 |
84.76 |
|
HIGH |
83.78 |
|
0.618 |
83.17 |
|
0.500 |
82.99 |
|
0.382 |
82.80 |
|
LOW |
82.19 |
|
0.618 |
81.21 |
|
1.000 |
80.60 |
|
1.618 |
79.62 |
|
2.618 |
78.03 |
|
4.250 |
75.43 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.20 |
82.47 |
| PP |
83.09 |
81.63 |
| S1 |
82.99 |
80.80 |
|