NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
84.00 |
81.02 |
-2.98 |
-3.5% |
83.97 |
High |
84.00 |
82.10 |
-1.90 |
-2.3% |
84.39 |
Low |
81.76 |
81.02 |
-0.74 |
-0.9% |
81.02 |
Close |
82.10 |
81.48 |
-0.62 |
-0.8% |
81.48 |
Range |
2.24 |
1.08 |
-1.16 |
-51.8% |
3.37 |
ATR |
|
|
|
|
|
Volume |
2,076 |
3,588 |
1,512 |
72.8% |
13,031 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.77 |
84.21 |
82.07 |
|
R3 |
83.69 |
83.13 |
81.78 |
|
R2 |
82.61 |
82.61 |
81.68 |
|
R1 |
82.05 |
82.05 |
81.58 |
82.33 |
PP |
81.53 |
81.53 |
81.53 |
81.68 |
S1 |
80.97 |
80.97 |
81.38 |
81.25 |
S2 |
80.45 |
80.45 |
81.28 |
|
S3 |
79.37 |
79.89 |
81.18 |
|
S4 |
78.29 |
78.81 |
80.89 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.41 |
90.31 |
83.33 |
|
R3 |
89.04 |
86.94 |
82.41 |
|
R2 |
85.67 |
85.67 |
82.10 |
|
R1 |
83.57 |
83.57 |
81.79 |
82.94 |
PP |
82.30 |
82.30 |
82.30 |
81.98 |
S1 |
80.20 |
80.20 |
81.17 |
79.57 |
S2 |
78.93 |
78.93 |
80.86 |
|
S3 |
75.56 |
76.83 |
80.55 |
|
S4 |
72.19 |
73.46 |
79.63 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.69 |
2.618 |
84.93 |
1.618 |
83.85 |
1.000 |
83.18 |
0.618 |
82.77 |
HIGH |
82.10 |
0.618 |
81.69 |
0.500 |
81.56 |
0.382 |
81.43 |
LOW |
81.02 |
0.618 |
80.35 |
1.000 |
79.94 |
1.618 |
79.27 |
2.618 |
78.19 |
4.250 |
76.43 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
81.56 |
82.51 |
PP |
81.53 |
82.17 |
S1 |
81.51 |
81.82 |
|