NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
81.02 |
83.84 |
2.82 |
3.5% |
83.97 |
| High |
82.10 |
84.05 |
1.95 |
2.4% |
84.39 |
| Low |
81.02 |
81.76 |
0.74 |
0.9% |
81.02 |
| Close |
81.48 |
83.84 |
2.36 |
2.9% |
81.48 |
| Range |
1.08 |
2.29 |
1.21 |
112.0% |
3.37 |
| ATR |
0.00 |
1.70 |
1.70 |
|
0.00 |
| Volume |
3,588 |
1,767 |
-1,821 |
-50.8% |
13,031 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.09 |
89.25 |
85.10 |
|
| R3 |
87.80 |
86.96 |
84.47 |
|
| R2 |
85.51 |
85.51 |
84.26 |
|
| R1 |
84.67 |
84.67 |
84.05 |
84.99 |
| PP |
83.22 |
83.22 |
83.22 |
83.37 |
| S1 |
82.38 |
82.38 |
83.63 |
82.70 |
| S2 |
80.93 |
80.93 |
83.42 |
|
| S3 |
78.64 |
80.09 |
83.21 |
|
| S4 |
76.35 |
77.80 |
82.58 |
|
|
| 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 |
93.78 |
|
2.618 |
90.05 |
|
1.618 |
87.76 |
|
1.000 |
86.34 |
|
0.618 |
85.47 |
|
HIGH |
84.05 |
|
0.618 |
83.18 |
|
0.500 |
82.91 |
|
0.382 |
82.63 |
|
LOW |
81.76 |
|
0.618 |
80.34 |
|
1.000 |
79.47 |
|
1.618 |
78.05 |
|
2.618 |
75.76 |
|
4.250 |
72.03 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.53 |
83.41 |
| PP |
83.22 |
82.97 |
| S1 |
82.91 |
82.54 |
|