NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
84.35 |
84.95 |
0.60 |
0.7% |
82.67 |
| High |
85.15 |
84.95 |
-0.20 |
-0.2% |
83.81 |
| Low |
84.35 |
83.38 |
-0.97 |
-1.1% |
80.14 |
| Close |
84.81 |
83.49 |
-1.32 |
-1.6% |
82.50 |
| Range |
0.80 |
1.57 |
0.77 |
96.3% |
3.67 |
| ATR |
1.65 |
1.65 |
-0.01 |
-0.4% |
0.00 |
| Volume |
1,840 |
3,744 |
1,904 |
103.5% |
7,994 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.65 |
87.64 |
84.35 |
|
| R3 |
87.08 |
86.07 |
83.92 |
|
| R2 |
85.51 |
85.51 |
83.78 |
|
| R1 |
84.50 |
84.50 |
83.63 |
84.22 |
| PP |
83.94 |
83.94 |
83.94 |
83.80 |
| S1 |
82.93 |
82.93 |
83.35 |
82.65 |
| S2 |
82.37 |
82.37 |
83.20 |
|
| S3 |
80.80 |
81.36 |
83.06 |
|
| S4 |
79.23 |
79.79 |
82.63 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.16 |
91.50 |
84.52 |
|
| R3 |
89.49 |
87.83 |
83.51 |
|
| R2 |
85.82 |
85.82 |
83.17 |
|
| R1 |
84.16 |
84.16 |
82.84 |
83.16 |
| PP |
82.15 |
82.15 |
82.15 |
81.65 |
| S1 |
80.49 |
80.49 |
82.16 |
79.49 |
| S2 |
78.48 |
78.48 |
81.83 |
|
| S3 |
74.81 |
76.82 |
81.49 |
|
| S4 |
71.14 |
73.15 |
80.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.62 |
|
2.618 |
89.06 |
|
1.618 |
87.49 |
|
1.000 |
86.52 |
|
0.618 |
85.92 |
|
HIGH |
84.95 |
|
0.618 |
84.35 |
|
0.500 |
84.17 |
|
0.382 |
83.98 |
|
LOW |
83.38 |
|
0.618 |
82.41 |
|
1.000 |
81.81 |
|
1.618 |
80.84 |
|
2.618 |
79.27 |
|
4.250 |
76.71 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
84.17 |
83.64 |
| PP |
83.94 |
83.59 |
| S1 |
83.72 |
83.54 |
|