NYMEX Light Sweet Crude Oil Future July 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 |
82.85 |
83.80 |
0.95 |
1.1% |
83.31 |
High |
83.78 |
84.47 |
0.69 |
0.8% |
84.14 |
Low |
82.47 |
83.40 |
0.93 |
1.1% |
80.14 |
Close |
83.42 |
83.90 |
0.48 |
0.6% |
80.73 |
Range |
1.31 |
1.07 |
-0.24 |
-18.3% |
4.00 |
ATR |
1.90 |
1.84 |
-0.06 |
-3.1% |
0.00 |
Volume |
1,502 |
2,753 |
1,251 |
83.3% |
15,587 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.13 |
86.59 |
84.49 |
|
R3 |
86.06 |
85.52 |
84.19 |
|
R2 |
84.99 |
84.99 |
84.10 |
|
R1 |
84.45 |
84.45 |
84.00 |
84.72 |
PP |
83.92 |
83.92 |
83.92 |
84.06 |
S1 |
83.38 |
83.38 |
83.80 |
83.65 |
S2 |
82.85 |
82.85 |
83.70 |
|
S3 |
81.78 |
82.31 |
83.61 |
|
S4 |
80.71 |
81.24 |
83.31 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.67 |
91.20 |
82.93 |
|
R3 |
89.67 |
87.20 |
81.83 |
|
R2 |
85.67 |
85.67 |
81.46 |
|
R1 |
83.20 |
83.20 |
81.10 |
82.44 |
PP |
81.67 |
81.67 |
81.67 |
81.29 |
S1 |
79.20 |
79.20 |
80.36 |
78.44 |
S2 |
77.67 |
77.67 |
80.00 |
|
S3 |
73.67 |
75.20 |
79.63 |
|
S4 |
69.67 |
71.20 |
78.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.47 |
80.14 |
4.33 |
5.2% |
1.53 |
1.8% |
87% |
True |
False |
2,437 |
10 |
84.47 |
80.14 |
4.33 |
5.2% |
1.55 |
1.9% |
87% |
True |
False |
2,757 |
20 |
85.24 |
80.14 |
5.10 |
6.1% |
1.72 |
2.0% |
74% |
False |
False |
3,277 |
40 |
85.24 |
70.06 |
15.18 |
18.1% |
1.65 |
2.0% |
91% |
False |
False |
3,064 |
60 |
85.24 |
70.06 |
15.18 |
18.1% |
1.56 |
1.9% |
91% |
False |
False |
3,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.02 |
2.618 |
87.27 |
1.618 |
86.20 |
1.000 |
85.54 |
0.618 |
85.13 |
HIGH |
84.47 |
0.618 |
84.06 |
0.500 |
83.94 |
0.382 |
83.81 |
LOW |
83.40 |
0.618 |
82.74 |
1.000 |
82.33 |
1.618 |
81.67 |
2.618 |
80.60 |
4.250 |
78.85 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
83.94 |
83.54 |
PP |
83.92 |
83.18 |
S1 |
83.91 |
82.82 |
|