NYMEX Light Sweet Crude Oil Future March 2010
| 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 |
81.59 |
79.95 |
-1.64 |
-2.0% |
78.70 |
| High |
81.86 |
80.13 |
-1.73 |
-2.1% |
82.30 |
| Low |
79.22 |
78.38 |
-0.84 |
-1.1% |
78.38 |
| Close |
79.63 |
79.11 |
-0.52 |
-0.7% |
79.11 |
| Range |
2.64 |
1.75 |
-0.89 |
-33.7% |
3.92 |
| ATR |
2.24 |
2.21 |
-0.04 |
-1.6% |
0.00 |
| Volume |
25,537 |
26,043 |
506 |
2.0% |
108,206 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.46 |
83.53 |
80.07 |
|
| R3 |
82.71 |
81.78 |
79.59 |
|
| R2 |
80.96 |
80.96 |
79.43 |
|
| R1 |
80.03 |
80.03 |
79.27 |
79.62 |
| PP |
79.21 |
79.21 |
79.21 |
79.00 |
| S1 |
78.28 |
78.28 |
78.95 |
77.87 |
| S2 |
77.46 |
77.46 |
78.79 |
|
| S3 |
75.71 |
76.53 |
78.63 |
|
| S4 |
73.96 |
74.78 |
78.15 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.69 |
89.32 |
81.27 |
|
| R3 |
87.77 |
85.40 |
80.19 |
|
| R2 |
83.85 |
83.85 |
79.83 |
|
| R1 |
81.48 |
81.48 |
79.47 |
82.67 |
| PP |
79.93 |
79.93 |
79.93 |
80.52 |
| S1 |
77.56 |
77.56 |
78.75 |
78.75 |
| S2 |
76.01 |
76.01 |
78.39 |
|
| S3 |
72.09 |
73.64 |
78.03 |
|
| S4 |
68.17 |
69.72 |
76.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.30 |
78.38 |
3.92 |
5.0% |
2.09 |
2.6% |
19% |
False |
True |
21,641 |
| 10 |
82.30 |
77.80 |
4.50 |
5.7% |
2.14 |
2.7% |
29% |
False |
False |
19,721 |
| 20 |
83.50 |
77.80 |
5.70 |
7.2% |
2.32 |
2.9% |
23% |
False |
False |
18,512 |
| 40 |
83.60 |
67.60 |
16.00 |
20.2% |
2.14 |
2.7% |
72% |
False |
False |
14,674 |
| 60 |
83.60 |
67.46 |
16.14 |
20.4% |
2.06 |
2.6% |
72% |
False |
False |
11,835 |
| 80 |
83.60 |
67.46 |
16.14 |
20.4% |
1.95 |
2.5% |
72% |
False |
False |
9,863 |
| 100 |
83.60 |
64.26 |
19.34 |
24.4% |
1.80 |
2.3% |
77% |
False |
False |
8,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.57 |
|
2.618 |
84.71 |
|
1.618 |
82.96 |
|
1.000 |
81.88 |
|
0.618 |
81.21 |
|
HIGH |
80.13 |
|
0.618 |
79.46 |
|
0.500 |
79.26 |
|
0.382 |
79.05 |
|
LOW |
78.38 |
|
0.618 |
77.30 |
|
1.000 |
76.63 |
|
1.618 |
75.55 |
|
2.618 |
73.80 |
|
4.250 |
70.94 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.26 |
80.34 |
| PP |
79.21 |
79.93 |
| S1 |
79.16 |
79.52 |
|