NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
79.63 |
77.59 |
-2.04 |
-2.6% |
76.58 |
| High |
79.87 |
77.99 |
-1.88 |
-2.4% |
80.33 |
| Low |
77.06 |
76.20 |
-0.86 |
-1.1% |
76.20 |
| Close |
77.46 |
76.72 |
-0.74 |
-1.0% |
76.72 |
| Range |
2.81 |
1.79 |
-1.02 |
-36.3% |
4.13 |
| ATR |
2.45 |
2.40 |
-0.05 |
-1.9% |
0.00 |
| Volume |
253,658 |
175,227 |
-78,431 |
-30.9% |
1,444,878 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.34 |
81.32 |
77.70 |
|
| R3 |
80.55 |
79.53 |
77.21 |
|
| R2 |
78.76 |
78.76 |
77.05 |
|
| R1 |
77.74 |
77.74 |
76.88 |
77.36 |
| PP |
76.97 |
76.97 |
76.97 |
76.78 |
| S1 |
75.95 |
75.95 |
76.56 |
75.57 |
| S2 |
75.18 |
75.18 |
76.39 |
|
| S3 |
73.39 |
74.16 |
76.23 |
|
| S4 |
71.60 |
72.37 |
75.74 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.14 |
87.56 |
78.99 |
|
| R3 |
86.01 |
83.43 |
77.86 |
|
| R2 |
81.88 |
81.88 |
77.48 |
|
| R1 |
79.30 |
79.30 |
77.10 |
80.59 |
| PP |
77.75 |
77.75 |
77.75 |
78.40 |
| S1 |
75.17 |
75.17 |
76.34 |
76.46 |
| S2 |
73.62 |
73.62 |
75.96 |
|
| S3 |
69.49 |
71.04 |
75.58 |
|
| S4 |
65.36 |
66.91 |
74.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.33 |
76.20 |
4.13 |
5.4% |
2.19 |
2.8% |
13% |
False |
True |
288,975 |
| 10 |
80.51 |
75.57 |
4.94 |
6.4% |
2.28 |
3.0% |
23% |
False |
False |
285,872 |
| 20 |
81.58 |
75.57 |
6.01 |
7.8% |
2.50 |
3.3% |
19% |
False |
False |
319,658 |
| 40 |
82.00 |
65.85 |
16.15 |
21.1% |
2.42 |
3.2% |
67% |
False |
False |
256,781 |
| 60 |
82.00 |
65.55 |
16.45 |
21.4% |
2.43 |
3.2% |
68% |
False |
False |
196,004 |
| 80 |
82.00 |
65.55 |
16.45 |
21.4% |
2.44 |
3.2% |
68% |
False |
False |
160,746 |
| 100 |
82.00 |
62.21 |
19.79 |
25.8% |
2.42 |
3.1% |
73% |
False |
False |
137,498 |
| 120 |
82.00 |
62.21 |
19.79 |
25.8% |
2.41 |
3.1% |
73% |
False |
False |
120,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.60 |
|
2.618 |
82.68 |
|
1.618 |
80.89 |
|
1.000 |
79.78 |
|
0.618 |
79.10 |
|
HIGH |
77.99 |
|
0.618 |
77.31 |
|
0.500 |
77.10 |
|
0.382 |
76.88 |
|
LOW |
76.20 |
|
0.618 |
75.09 |
|
1.000 |
74.41 |
|
1.618 |
73.30 |
|
2.618 |
71.51 |
|
4.250 |
68.59 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.10 |
78.27 |
| PP |
76.97 |
77.75 |
| S1 |
76.85 |
77.24 |
|