NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
83.23 |
82.33 |
-0.90 |
-1.1% |
81.87 |
| High |
83.31 |
83.00 |
-0.31 |
-0.4% |
83.51 |
| Low |
81.36 |
81.42 |
0.06 |
0.1% |
77.81 |
| Close |
81.96 |
82.29 |
0.33 |
0.4% |
80.87 |
| Range |
1.95 |
1.58 |
-0.37 |
-19.0% |
5.70 |
| ATR |
2.22 |
2.17 |
-0.05 |
-2.1% |
0.00 |
| Volume |
26,330 |
22,752 |
-3,578 |
-13.6% |
86,589 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.98 |
86.21 |
83.16 |
|
| R3 |
85.40 |
84.63 |
82.72 |
|
| R2 |
83.82 |
83.82 |
82.58 |
|
| R1 |
83.05 |
83.05 |
82.43 |
82.65 |
| PP |
82.24 |
82.24 |
82.24 |
82.03 |
| S1 |
81.47 |
81.47 |
82.15 |
81.07 |
| S2 |
80.66 |
80.66 |
82.00 |
|
| S3 |
79.08 |
79.89 |
81.86 |
|
| S4 |
77.50 |
78.31 |
81.42 |
|
|
| 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 |
7.3% |
2.40 |
2.9% |
75% |
False |
False |
23,078 |
| 10 |
83.78 |
77.81 |
5.97 |
7.3% |
2.21 |
2.7% |
75% |
False |
False |
19,692 |
| 20 |
84.08 |
77.81 |
6.27 |
7.6% |
2.09 |
2.5% |
71% |
False |
False |
17,383 |
| 40 |
84.85 |
72.65 |
12.20 |
14.8% |
2.08 |
2.5% |
79% |
False |
False |
16,019 |
| 60 |
84.85 |
69.40 |
15.45 |
18.8% |
2.04 |
2.5% |
83% |
False |
False |
14,676 |
| 80 |
84.85 |
69.40 |
15.45 |
18.8% |
1.99 |
2.4% |
83% |
False |
False |
13,112 |
| 100 |
84.85 |
66.69 |
18.16 |
22.1% |
1.96 |
2.4% |
86% |
False |
False |
12,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.72 |
|
2.618 |
87.14 |
|
1.618 |
85.56 |
|
1.000 |
84.58 |
|
0.618 |
83.98 |
|
HIGH |
83.00 |
|
0.618 |
82.40 |
|
0.500 |
82.21 |
|
0.382 |
82.02 |
|
LOW |
81.42 |
|
0.618 |
80.44 |
|
1.000 |
79.84 |
|
1.618 |
78.86 |
|
2.618 |
77.28 |
|
4.250 |
74.71 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.26 |
82.57 |
| PP |
82.24 |
82.48 |
| S1 |
82.21 |
82.38 |
|