NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
83.92 |
84.00 |
0.08 |
0.1% |
82.20 |
| High |
84.00 |
84.00 |
0.00 |
0.0% |
84.81 |
| Low |
83.92 |
81.76 |
-2.16 |
-2.6% |
81.32 |
| Close |
83.92 |
82.10 |
-1.82 |
-2.2% |
82.02 |
| Range |
0.08 |
2.24 |
2.16 |
2,700.0% |
3.49 |
| ATR |
|
|
|
|
|
| Volume |
2,546 |
2,076 |
-470 |
-18.5% |
15,132 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.34 |
87.96 |
83.33 |
|
| R3 |
87.10 |
85.72 |
82.72 |
|
| R2 |
84.86 |
84.86 |
82.51 |
|
| R1 |
83.48 |
83.48 |
82.31 |
83.05 |
| PP |
82.62 |
82.62 |
82.62 |
82.41 |
| S1 |
81.24 |
81.24 |
81.89 |
80.81 |
| S2 |
80.38 |
80.38 |
81.69 |
|
| S3 |
78.14 |
79.00 |
81.48 |
|
| S4 |
75.90 |
76.76 |
80.87 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.19 |
91.09 |
83.94 |
|
| R3 |
89.70 |
87.60 |
82.98 |
|
| R2 |
86.21 |
86.21 |
82.66 |
|
| R1 |
84.11 |
84.11 |
82.34 |
83.42 |
| PP |
82.72 |
82.72 |
82.72 |
82.37 |
| S1 |
80.62 |
80.62 |
81.70 |
79.93 |
| S2 |
79.23 |
79.23 |
81.38 |
|
| S3 |
75.74 |
77.13 |
81.06 |
|
| S4 |
72.25 |
73.64 |
80.10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.52 |
|
2.618 |
89.86 |
|
1.618 |
87.62 |
|
1.000 |
86.24 |
|
0.618 |
85.38 |
|
HIGH |
84.00 |
|
0.618 |
83.14 |
|
0.500 |
82.88 |
|
0.382 |
82.62 |
|
LOW |
81.76 |
|
0.618 |
80.38 |
|
1.000 |
79.52 |
|
1.618 |
78.14 |
|
2.618 |
75.90 |
|
4.250 |
72.24 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.88 |
83.08 |
| PP |
82.62 |
82.75 |
| S1 |
82.36 |
82.43 |
|