NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
81.25 |
81.58 |
0.33 |
0.4% |
80.74 |
High |
82.52 |
82.18 |
-0.34 |
-0.4% |
82.61 |
Low |
80.71 |
80.93 |
0.22 |
0.3% |
77.01 |
Close |
81.25 |
81.58 |
0.33 |
0.4% |
80.15 |
Range |
1.81 |
1.25 |
-0.56 |
-30.9% |
5.60 |
ATR |
1.99 |
1.94 |
-0.05 |
-2.7% |
0.00 |
Volume |
11,698 |
12,420 |
722 |
6.2% |
33,223 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.31 |
84.70 |
82.27 |
|
R3 |
84.06 |
83.45 |
81.92 |
|
R2 |
82.81 |
82.81 |
81.81 |
|
R1 |
82.20 |
82.20 |
81.69 |
82.21 |
PP |
81.56 |
81.56 |
81.56 |
81.57 |
S1 |
80.95 |
80.95 |
81.47 |
80.96 |
S2 |
80.31 |
80.31 |
81.35 |
|
S3 |
79.06 |
79.70 |
81.24 |
|
S4 |
77.81 |
78.45 |
80.89 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.72 |
94.04 |
83.23 |
|
R3 |
91.12 |
88.44 |
81.69 |
|
R2 |
85.52 |
85.52 |
81.18 |
|
R1 |
82.84 |
82.84 |
80.66 |
81.38 |
PP |
79.92 |
79.92 |
79.92 |
79.20 |
S1 |
77.24 |
77.24 |
79.64 |
75.78 |
S2 |
74.32 |
74.32 |
79.12 |
|
S3 |
68.72 |
71.64 |
78.61 |
|
S4 |
63.12 |
66.04 |
77.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.05 |
77.01 |
6.04 |
7.4% |
2.12 |
2.6% |
76% |
False |
False |
10,706 |
10 |
83.05 |
77.01 |
6.04 |
7.4% |
2.00 |
2.4% |
76% |
False |
False |
8,393 |
20 |
83.45 |
77.01 |
6.44 |
7.9% |
1.84 |
2.3% |
71% |
False |
False |
6,961 |
40 |
84.42 |
72.75 |
11.67 |
14.3% |
1.70 |
2.1% |
76% |
False |
False |
5,935 |
60 |
84.42 |
68.84 |
15.58 |
19.1% |
1.46 |
1.8% |
82% |
False |
False |
5,119 |
80 |
84.42 |
68.84 |
15.58 |
19.1% |
1.25 |
1.5% |
82% |
False |
False |
4,370 |
100 |
84.42 |
67.39 |
17.03 |
20.9% |
1.14 |
1.4% |
83% |
False |
False |
3,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.49 |
2.618 |
85.45 |
1.618 |
84.20 |
1.000 |
83.43 |
0.618 |
82.95 |
HIGH |
82.18 |
0.618 |
81.70 |
0.500 |
81.56 |
0.382 |
81.41 |
LOW |
80.93 |
0.618 |
80.16 |
1.000 |
79.68 |
1.618 |
78.91 |
2.618 |
77.66 |
4.250 |
75.62 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
81.57 |
81.88 |
PP |
81.56 |
81.78 |
S1 |
81.56 |
81.68 |
|