NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
83.46 |
83.92 |
0.46 |
0.6% |
82.20 |
| High |
84.39 |
84.00 |
-0.39 |
-0.5% |
84.81 |
| Low |
82.60 |
83.92 |
1.32 |
1.6% |
81.32 |
| Close |
83.46 |
83.92 |
0.46 |
0.6% |
82.02 |
| Range |
1.79 |
0.08 |
-1.71 |
-95.5% |
3.49 |
| ATR |
|
|
|
|
|
| Volume |
2,932 |
2,546 |
-386 |
-13.2% |
15,132 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.19 |
84.13 |
83.96 |
|
| R3 |
84.11 |
84.05 |
83.94 |
|
| R2 |
84.03 |
84.03 |
83.93 |
|
| R1 |
83.97 |
83.97 |
83.93 |
83.96 |
| PP |
83.95 |
83.95 |
83.95 |
83.94 |
| S1 |
83.89 |
83.89 |
83.91 |
83.88 |
| S2 |
83.87 |
83.87 |
83.91 |
|
| S3 |
83.79 |
83.81 |
83.90 |
|
| S4 |
83.71 |
83.73 |
83.88 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.19 |
91.09 |
83.94 |
|
| R3 |
89.70 |
87.60 |
82.98 |
|
| R2 |
86.21 |
86.21 |
82.66 |
|
| R1 |
84.11 |
84.11 |
82.34 |
83.42 |
| PP |
82.72 |
82.72 |
82.72 |
82.37 |
| S1 |
80.62 |
80.62 |
81.70 |
79.93 |
| S2 |
79.23 |
79.23 |
81.38 |
|
| S3 |
75.74 |
77.13 |
81.06 |
|
| S4 |
72.25 |
73.64 |
80.10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.34 |
|
2.618 |
84.21 |
|
1.618 |
84.13 |
|
1.000 |
84.08 |
|
0.618 |
84.05 |
|
HIGH |
84.00 |
|
0.618 |
83.97 |
|
0.500 |
83.96 |
|
0.382 |
83.95 |
|
LOW |
83.92 |
|
0.618 |
83.87 |
|
1.000 |
83.84 |
|
1.618 |
83.79 |
|
2.618 |
83.71 |
|
4.250 |
83.58 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.96 |
83.78 |
| PP |
83.95 |
83.64 |
| S1 |
83.93 |
83.50 |
|