NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
78.38 |
77.86 |
-0.52 |
-0.7% |
79.10 |
| High |
79.07 |
80.69 |
1.62 |
2.0% |
81.73 |
| Low |
77.02 |
77.86 |
0.84 |
1.1% |
77.02 |
| Close |
77.75 |
80.22 |
2.47 |
3.2% |
77.75 |
| Range |
2.05 |
2.83 |
0.78 |
38.0% |
4.71 |
| ATR |
2.35 |
2.39 |
0.04 |
1.8% |
0.00 |
| Volume |
40,652 |
32,893 |
-7,759 |
-19.1% |
155,936 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.08 |
86.98 |
81.78 |
|
| R3 |
85.25 |
84.15 |
81.00 |
|
| R2 |
82.42 |
82.42 |
80.74 |
|
| R1 |
81.32 |
81.32 |
80.48 |
81.87 |
| PP |
79.59 |
79.59 |
79.59 |
79.87 |
| S1 |
78.49 |
78.49 |
79.96 |
79.04 |
| S2 |
76.76 |
76.76 |
79.70 |
|
| S3 |
73.93 |
75.66 |
79.44 |
|
| S4 |
71.10 |
72.83 |
78.66 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.96 |
90.07 |
80.34 |
|
| R3 |
88.25 |
85.36 |
79.05 |
|
| R2 |
83.54 |
83.54 |
78.61 |
|
| R1 |
80.65 |
80.65 |
78.18 |
79.74 |
| PP |
78.83 |
78.83 |
78.83 |
78.38 |
| S1 |
75.94 |
75.94 |
77.32 |
75.03 |
| S2 |
74.12 |
74.12 |
76.89 |
|
| S3 |
69.41 |
71.23 |
76.45 |
|
| S4 |
64.70 |
66.52 |
75.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.73 |
77.02 |
4.71 |
5.9% |
2.37 |
3.0% |
68% |
False |
False |
31,873 |
| 10 |
82.28 |
77.02 |
5.26 |
6.6% |
2.39 |
3.0% |
61% |
False |
False |
30,543 |
| 20 |
83.19 |
77.02 |
6.17 |
7.7% |
2.50 |
3.1% |
52% |
False |
False |
28,413 |
| 40 |
83.19 |
66.82 |
16.37 |
20.4% |
2.29 |
2.8% |
82% |
False |
False |
21,398 |
| 60 |
83.19 |
66.82 |
16.37 |
20.4% |
2.12 |
2.6% |
82% |
False |
False |
16,348 |
| 80 |
83.19 |
66.82 |
16.37 |
20.4% |
1.99 |
2.5% |
82% |
False |
False |
13,541 |
| 100 |
83.19 |
63.61 |
19.58 |
24.4% |
1.81 |
2.3% |
85% |
False |
False |
11,630 |
| 120 |
83.19 |
63.61 |
19.58 |
24.4% |
1.67 |
2.1% |
85% |
False |
False |
10,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.72 |
|
2.618 |
88.10 |
|
1.618 |
85.27 |
|
1.000 |
83.52 |
|
0.618 |
82.44 |
|
HIGH |
80.69 |
|
0.618 |
79.61 |
|
0.500 |
79.28 |
|
0.382 |
78.94 |
|
LOW |
77.86 |
|
0.618 |
76.11 |
|
1.000 |
75.03 |
|
1.618 |
73.28 |
|
2.618 |
70.45 |
|
4.250 |
65.83 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.91 |
79.81 |
| PP |
79.59 |
79.39 |
| S1 |
79.28 |
78.98 |
|