NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
80.46 |
80.37 |
-0.09 |
-0.1% |
82.52 |
High |
82.25 |
80.37 |
-1.88 |
-2.3% |
83.36 |
Low |
80.32 |
79.27 |
-1.05 |
-1.3% |
79.27 |
Close |
80.46 |
79.81 |
-0.65 |
-0.8% |
79.81 |
Range |
1.93 |
1.10 |
-0.83 |
-43.0% |
4.09 |
ATR |
1.85 |
1.80 |
-0.05 |
-2.6% |
0.00 |
Volume |
4,083 |
8,325 |
4,242 |
103.9% |
28,959 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.12 |
82.56 |
80.42 |
|
R3 |
82.02 |
81.46 |
80.11 |
|
R2 |
80.92 |
80.92 |
80.01 |
|
R1 |
80.36 |
80.36 |
79.91 |
80.09 |
PP |
79.82 |
79.82 |
79.82 |
79.68 |
S1 |
79.26 |
79.26 |
79.71 |
78.99 |
S2 |
78.72 |
78.72 |
79.61 |
|
S3 |
77.62 |
78.16 |
79.51 |
|
S4 |
76.52 |
77.06 |
79.21 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.08 |
90.54 |
82.06 |
|
R3 |
88.99 |
86.45 |
80.93 |
|
R2 |
84.90 |
84.90 |
80.56 |
|
R1 |
82.36 |
82.36 |
80.18 |
81.59 |
PP |
80.81 |
80.81 |
80.81 |
80.43 |
S1 |
78.27 |
78.27 |
79.44 |
77.50 |
S2 |
76.72 |
76.72 |
79.06 |
|
S3 |
72.63 |
74.18 |
78.69 |
|
S4 |
68.54 |
70.09 |
77.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.36 |
79.27 |
4.09 |
5.1% |
1.62 |
2.0% |
13% |
False |
True |
5,791 |
10 |
83.67 |
79.27 |
4.40 |
5.5% |
1.78 |
2.2% |
12% |
False |
True |
5,942 |
20 |
84.42 |
79.27 |
5.15 |
6.5% |
1.73 |
2.2% |
10% |
False |
True |
5,475 |
40 |
84.42 |
68.84 |
15.58 |
19.5% |
1.47 |
1.8% |
70% |
False |
False |
4,779 |
60 |
84.42 |
68.84 |
15.58 |
19.5% |
1.14 |
1.4% |
70% |
False |
False |
3,991 |
80 |
84.42 |
68.84 |
15.58 |
19.5% |
1.04 |
1.3% |
70% |
False |
False |
3,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.05 |
2.618 |
83.25 |
1.618 |
82.15 |
1.000 |
81.47 |
0.618 |
81.05 |
HIGH |
80.37 |
0.618 |
79.95 |
0.500 |
79.82 |
0.382 |
79.69 |
LOW |
79.27 |
0.618 |
78.59 |
1.000 |
78.17 |
1.618 |
77.49 |
2.618 |
76.39 |
4.250 |
74.60 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
79.82 |
81.12 |
PP |
79.82 |
80.68 |
S1 |
79.81 |
80.25 |
|