NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
79.00 |
78.56 |
-0.44 |
-0.6% |
77.86 |
| High |
79.39 |
80.77 |
1.38 |
1.7% |
81.59 |
| Low |
77.57 |
78.13 |
0.56 |
0.7% |
77.57 |
| Close |
78.30 |
78.50 |
0.20 |
0.3% |
78.30 |
| Range |
1.82 |
2.64 |
0.82 |
45.1% |
4.02 |
| ATR |
2.28 |
2.30 |
0.03 |
1.1% |
0.00 |
| Volume |
56,168 |
46,965 |
-9,203 |
-16.4% |
203,337 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.05 |
85.42 |
79.95 |
|
| R3 |
84.41 |
82.78 |
79.23 |
|
| R2 |
81.77 |
81.77 |
78.98 |
|
| R1 |
80.14 |
80.14 |
78.74 |
79.64 |
| PP |
79.13 |
79.13 |
79.13 |
78.88 |
| S1 |
77.50 |
77.50 |
78.26 |
77.00 |
| S2 |
76.49 |
76.49 |
78.02 |
|
| S3 |
73.85 |
74.86 |
77.77 |
|
| S4 |
71.21 |
72.22 |
77.05 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.21 |
88.78 |
80.51 |
|
| R3 |
87.19 |
84.76 |
79.41 |
|
| R2 |
83.17 |
83.17 |
79.04 |
|
| R1 |
80.74 |
80.74 |
78.67 |
81.96 |
| PP |
79.15 |
79.15 |
79.15 |
79.76 |
| S1 |
76.72 |
76.72 |
77.93 |
77.94 |
| S2 |
75.13 |
75.13 |
77.56 |
|
| S3 |
71.11 |
72.70 |
77.19 |
|
| S4 |
67.09 |
68.68 |
76.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.59 |
77.57 |
4.02 |
5.1% |
2.07 |
2.6% |
23% |
False |
False |
43,481 |
| 10 |
81.73 |
77.02 |
4.71 |
6.0% |
2.22 |
2.8% |
31% |
False |
False |
37,677 |
| 20 |
82.28 |
77.02 |
5.26 |
6.7% |
2.36 |
3.0% |
28% |
False |
False |
33,405 |
| 40 |
83.19 |
67.33 |
15.86 |
20.2% |
2.28 |
2.9% |
70% |
False |
False |
25,453 |
| 60 |
83.19 |
66.82 |
16.37 |
20.9% |
2.15 |
2.7% |
71% |
False |
False |
19,492 |
| 80 |
83.19 |
66.82 |
16.37 |
20.9% |
2.00 |
2.6% |
71% |
False |
False |
15,925 |
| 100 |
83.19 |
63.61 |
19.58 |
24.9% |
1.87 |
2.4% |
76% |
False |
False |
13,610 |
| 120 |
83.19 |
63.61 |
19.58 |
24.9% |
1.70 |
2.2% |
76% |
False |
False |
11,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.99 |
|
2.618 |
87.68 |
|
1.618 |
85.04 |
|
1.000 |
83.41 |
|
0.618 |
82.40 |
|
HIGH |
80.77 |
|
0.618 |
79.76 |
|
0.500 |
79.45 |
|
0.382 |
79.14 |
|
LOW |
78.13 |
|
0.618 |
76.50 |
|
1.000 |
75.49 |
|
1.618 |
73.86 |
|
2.618 |
71.22 |
|
4.250 |
66.91 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.45 |
79.34 |
| PP |
79.13 |
79.06 |
| S1 |
78.82 |
78.78 |
|