NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
81.46 |
82.27 |
0.81 |
1.0% |
81.23 |
| High |
82.24 |
82.99 |
0.75 |
0.9% |
82.85 |
| Low |
80.86 |
81.68 |
0.82 |
1.0% |
78.65 |
| Close |
81.84 |
82.27 |
0.43 |
0.5% |
79.18 |
| Range |
1.38 |
1.31 |
-0.07 |
-5.1% |
4.20 |
| ATR |
2.06 |
2.00 |
-0.05 |
-2.6% |
0.00 |
| Volume |
6,271 |
5,420 |
-851 |
-13.6% |
32,291 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.24 |
85.57 |
82.99 |
|
| R3 |
84.93 |
84.26 |
82.63 |
|
| R2 |
83.62 |
83.62 |
82.51 |
|
| R1 |
82.95 |
82.95 |
82.39 |
82.93 |
| PP |
82.31 |
82.31 |
82.31 |
82.30 |
| S1 |
81.64 |
81.64 |
82.15 |
81.62 |
| S2 |
81.00 |
81.00 |
82.03 |
|
| S3 |
79.69 |
80.33 |
81.91 |
|
| S4 |
78.38 |
79.02 |
81.55 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.83 |
90.20 |
81.49 |
|
| R3 |
88.63 |
86.00 |
80.34 |
|
| R2 |
84.43 |
84.43 |
79.95 |
|
| R1 |
81.80 |
81.80 |
79.57 |
81.02 |
| PP |
80.23 |
80.23 |
80.23 |
79.83 |
| S1 |
77.60 |
77.60 |
78.80 |
76.82 |
| S2 |
76.03 |
76.03 |
78.41 |
|
| S3 |
71.83 |
73.40 |
78.03 |
|
| S4 |
67.63 |
69.20 |
76.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.99 |
78.65 |
4.34 |
5.3% |
1.95 |
2.4% |
83% |
True |
False |
6,273 |
| 10 |
82.99 |
78.65 |
4.34 |
5.3% |
1.92 |
2.3% |
83% |
True |
False |
6,703 |
| 20 |
84.00 |
78.65 |
5.35 |
6.5% |
2.04 |
2.5% |
68% |
False |
False |
6,427 |
| 40 |
84.09 |
68.38 |
15.71 |
19.1% |
1.87 |
2.3% |
88% |
False |
False |
5,893 |
| 60 |
84.09 |
68.38 |
15.71 |
19.1% |
1.61 |
2.0% |
88% |
False |
False |
4,772 |
| 80 |
84.09 |
68.38 |
15.71 |
19.1% |
1.48 |
1.8% |
88% |
False |
False |
4,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.56 |
|
2.618 |
86.42 |
|
1.618 |
85.11 |
|
1.000 |
84.30 |
|
0.618 |
83.80 |
|
HIGH |
82.99 |
|
0.618 |
82.49 |
|
0.500 |
82.34 |
|
0.382 |
82.18 |
|
LOW |
81.68 |
|
0.618 |
80.87 |
|
1.000 |
80.37 |
|
1.618 |
79.56 |
|
2.618 |
78.25 |
|
4.250 |
76.11 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.34 |
81.92 |
| PP |
82.31 |
81.57 |
| S1 |
82.29 |
81.22 |
|