NYMEX Light Sweet Crude Oil Future June 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 |
81.02 |
82.47 |
1.45 |
1.8% |
82.96 |
| High |
83.16 |
83.52 |
0.36 |
0.4% |
83.79 |
| Low |
80.74 |
82.08 |
1.34 |
1.7% |
79.72 |
| Close |
82.71 |
83.00 |
0.29 |
0.4% |
80.32 |
| Range |
2.42 |
1.44 |
-0.98 |
-40.5% |
4.07 |
| ATR |
2.19 |
2.13 |
-0.05 |
-2.4% |
0.00 |
| Volume |
14,948 |
13,579 |
-1,369 |
-9.2% |
77,814 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.19 |
86.53 |
83.79 |
|
| R3 |
85.75 |
85.09 |
83.40 |
|
| R2 |
84.31 |
84.31 |
83.26 |
|
| R1 |
83.65 |
83.65 |
83.13 |
83.98 |
| PP |
82.87 |
82.87 |
82.87 |
83.03 |
| S1 |
82.21 |
82.21 |
82.87 |
82.54 |
| S2 |
81.43 |
81.43 |
82.74 |
|
| S3 |
79.99 |
80.77 |
82.60 |
|
| S4 |
78.55 |
79.33 |
82.21 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.49 |
90.97 |
82.56 |
|
| R3 |
89.42 |
86.90 |
81.44 |
|
| R2 |
85.35 |
85.35 |
81.07 |
|
| R1 |
82.83 |
82.83 |
80.69 |
82.06 |
| PP |
81.28 |
81.28 |
81.28 |
80.89 |
| S1 |
78.76 |
78.76 |
79.95 |
77.99 |
| S2 |
77.21 |
77.21 |
79.57 |
|
| S3 |
73.14 |
74.69 |
79.20 |
|
| S4 |
69.07 |
70.62 |
78.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.52 |
79.72 |
3.80 |
4.6% |
1.93 |
2.3% |
86% |
True |
False |
16,375 |
| 10 |
84.20 |
79.72 |
4.48 |
5.4% |
1.97 |
2.4% |
73% |
False |
False |
15,108 |
| 20 |
84.85 |
79.72 |
5.13 |
6.2% |
2.21 |
2.7% |
64% |
False |
False |
15,430 |
| 40 |
84.85 |
69.40 |
15.45 |
18.6% |
2.05 |
2.5% |
88% |
False |
False |
14,255 |
| 60 |
84.85 |
69.40 |
15.45 |
18.6% |
1.99 |
2.4% |
88% |
False |
False |
12,769 |
| 80 |
84.85 |
69.40 |
15.45 |
18.6% |
1.96 |
2.4% |
88% |
False |
False |
11,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.64 |
|
2.618 |
87.29 |
|
1.618 |
85.85 |
|
1.000 |
84.96 |
|
0.618 |
84.41 |
|
HIGH |
83.52 |
|
0.618 |
82.97 |
|
0.500 |
82.80 |
|
0.382 |
82.63 |
|
LOW |
82.08 |
|
0.618 |
81.19 |
|
1.000 |
80.64 |
|
1.618 |
79.75 |
|
2.618 |
78.31 |
|
4.250 |
75.96 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.93 |
82.54 |
| PP |
82.87 |
82.08 |
| S1 |
82.80 |
81.62 |
|