NYMEX Light Sweet Crude Oil Future May 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 |
82.47 |
83.10 |
0.63 |
0.8% |
82.52 |
High |
82.96 |
83.45 |
0.49 |
0.6% |
83.36 |
Low |
81.48 |
82.14 |
0.66 |
0.8% |
79.27 |
Close |
82.47 |
82.91 |
0.44 |
0.5% |
79.81 |
Range |
1.48 |
1.31 |
-0.17 |
-11.5% |
4.09 |
ATR |
1.83 |
1.79 |
-0.04 |
-2.0% |
0.00 |
Volume |
3,358 |
3,803 |
445 |
13.3% |
28,959 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.76 |
86.15 |
83.63 |
|
R3 |
85.45 |
84.84 |
83.27 |
|
R2 |
84.14 |
84.14 |
83.15 |
|
R1 |
83.53 |
83.53 |
83.03 |
83.18 |
PP |
82.83 |
82.83 |
82.83 |
82.66 |
S1 |
82.22 |
82.22 |
82.79 |
81.87 |
S2 |
81.52 |
81.52 |
82.67 |
|
S3 |
80.21 |
80.91 |
82.55 |
|
S4 |
78.90 |
79.60 |
82.19 |
|
|
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 |
83.45 |
79.27 |
4.18 |
5.0% |
1.61 |
1.9% |
87% |
True |
False |
4,842 |
10 |
83.45 |
79.27 |
4.18 |
5.0% |
1.69 |
2.0% |
87% |
True |
False |
5,529 |
20 |
84.40 |
79.27 |
5.13 |
6.2% |
1.75 |
2.1% |
71% |
False |
False |
5,293 |
40 |
84.42 |
68.84 |
15.58 |
18.8% |
1.53 |
1.8% |
90% |
False |
False |
4,867 |
60 |
84.42 |
68.84 |
15.58 |
18.8% |
1.22 |
1.5% |
90% |
False |
False |
4,086 |
80 |
84.42 |
68.84 |
15.58 |
18.8% |
1.08 |
1.3% |
90% |
False |
False |
3,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.02 |
2.618 |
86.88 |
1.618 |
85.57 |
1.000 |
84.76 |
0.618 |
84.26 |
HIGH |
83.45 |
0.618 |
82.95 |
0.500 |
82.80 |
0.382 |
82.64 |
LOW |
82.14 |
0.618 |
81.33 |
1.000 |
80.83 |
1.618 |
80.02 |
2.618 |
78.71 |
4.250 |
76.57 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
82.87 |
82.53 |
PP |
82.83 |
82.15 |
S1 |
82.80 |
81.77 |
|