NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
80.50 |
82.47 |
1.97 |
2.4% |
82.52 |
High |
82.31 |
82.96 |
0.65 |
0.8% |
83.36 |
Low |
80.08 |
81.48 |
1.40 |
1.7% |
79.27 |
Close |
82.20 |
82.47 |
0.27 |
0.3% |
79.81 |
Range |
2.23 |
1.48 |
-0.75 |
-33.6% |
4.09 |
ATR |
1.85 |
1.83 |
-0.03 |
-1.4% |
0.00 |
Volume |
4,642 |
3,358 |
-1,284 |
-27.7% |
28,959 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.74 |
86.09 |
83.28 |
|
R3 |
85.26 |
84.61 |
82.88 |
|
R2 |
83.78 |
83.78 |
82.74 |
|
R1 |
83.13 |
83.13 |
82.61 |
83.21 |
PP |
82.30 |
82.30 |
82.30 |
82.35 |
S1 |
81.65 |
81.65 |
82.33 |
81.73 |
S2 |
80.82 |
80.82 |
82.20 |
|
S3 |
79.34 |
80.17 |
82.06 |
|
S4 |
77.86 |
78.69 |
81.66 |
|
|
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 |
82.96 |
79.27 |
3.69 |
4.5% |
1.59 |
1.9% |
87% |
True |
False |
5,349 |
10 |
83.67 |
79.27 |
4.40 |
5.3% |
1.68 |
2.0% |
73% |
False |
False |
5,728 |
20 |
84.42 |
79.27 |
5.15 |
6.2% |
1.79 |
2.2% |
62% |
False |
False |
5,426 |
40 |
84.42 |
68.84 |
15.58 |
18.9% |
1.55 |
1.9% |
87% |
False |
False |
4,826 |
60 |
84.42 |
68.84 |
15.58 |
18.9% |
1.20 |
1.4% |
87% |
False |
False |
4,058 |
80 |
84.42 |
68.84 |
15.58 |
18.9% |
1.07 |
1.3% |
87% |
False |
False |
3,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.25 |
2.618 |
86.83 |
1.618 |
85.35 |
1.000 |
84.44 |
0.618 |
83.87 |
HIGH |
82.96 |
0.618 |
82.39 |
0.500 |
82.22 |
0.382 |
82.05 |
LOW |
81.48 |
0.618 |
80.57 |
1.000 |
80.00 |
1.618 |
79.09 |
2.618 |
77.61 |
4.250 |
75.19 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
82.39 |
82.02 |
PP |
82.30 |
81.57 |
S1 |
82.22 |
81.12 |
|