NYMEX Light Sweet Crude Oil Future April 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 |
81.75 |
79.85 |
-1.90 |
-2.3% |
81.59 |
| High |
82.30 |
80.78 |
-1.52 |
-1.8% |
82.99 |
| Low |
79.95 |
79.18 |
-0.77 |
-1.0% |
79.18 |
| Close |
80.36 |
79.85 |
-0.51 |
-0.6% |
79.85 |
| Range |
2.35 |
1.60 |
-0.75 |
-31.9% |
3.81 |
| ATR |
2.03 |
2.00 |
-0.03 |
-1.5% |
0.00 |
| Volume |
7,748 |
7,548 |
-200 |
-2.6% |
32,527 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.74 |
83.89 |
80.73 |
|
| R3 |
83.14 |
82.29 |
80.29 |
|
| R2 |
81.54 |
81.54 |
80.14 |
|
| R1 |
80.69 |
80.69 |
80.00 |
80.65 |
| PP |
79.94 |
79.94 |
79.94 |
79.92 |
| S1 |
79.09 |
79.09 |
79.70 |
79.05 |
| S2 |
78.34 |
78.34 |
79.56 |
|
| S3 |
76.74 |
77.49 |
79.41 |
|
| S4 |
75.14 |
75.89 |
78.97 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.10 |
89.79 |
81.95 |
|
| R3 |
88.29 |
85.98 |
80.90 |
|
| R2 |
84.48 |
84.48 |
80.55 |
|
| R1 |
82.17 |
82.17 |
80.20 |
81.42 |
| PP |
80.67 |
80.67 |
80.67 |
80.30 |
| S1 |
78.36 |
78.36 |
79.50 |
77.61 |
| S2 |
76.86 |
76.86 |
79.15 |
|
| S3 |
73.05 |
74.55 |
78.80 |
|
| S4 |
69.24 |
70.74 |
77.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.99 |
79.18 |
3.81 |
4.8% |
1.84 |
2.3% |
18% |
False |
True |
6,505 |
| 10 |
82.99 |
78.65 |
4.34 |
5.4% |
1.91 |
2.4% |
28% |
False |
False |
6,481 |
| 20 |
84.00 |
78.65 |
5.35 |
6.7% |
2.12 |
2.7% |
22% |
False |
False |
6,526 |
| 40 |
84.09 |
68.40 |
15.69 |
19.6% |
1.87 |
2.3% |
73% |
False |
False |
5,990 |
| 60 |
84.09 |
68.38 |
15.71 |
19.7% |
1.64 |
2.1% |
73% |
False |
False |
4,973 |
| 80 |
84.09 |
68.38 |
15.71 |
19.7% |
1.49 |
1.9% |
73% |
False |
False |
4,242 |
| 100 |
84.09 |
65.05 |
19.04 |
23.8% |
1.33 |
1.7% |
78% |
False |
False |
3,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.58 |
|
2.618 |
84.97 |
|
1.618 |
83.37 |
|
1.000 |
82.38 |
|
0.618 |
81.77 |
|
HIGH |
80.78 |
|
0.618 |
80.17 |
|
0.500 |
79.98 |
|
0.382 |
79.79 |
|
LOW |
79.18 |
|
0.618 |
78.19 |
|
1.000 |
77.58 |
|
1.618 |
76.59 |
|
2.618 |
74.99 |
|
4.250 |
72.38 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.98 |
81.09 |
| PP |
79.94 |
80.67 |
| S1 |
79.89 |
80.26 |
|