NYMEX Light Sweet Crude Oil Future September 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 |
84.18 |
84.70 |
0.52 |
0.6% |
83.97 |
| High |
84.19 |
84.86 |
0.67 |
0.8% |
84.39 |
| Low |
84.18 |
84.24 |
0.06 |
0.1% |
81.02 |
| Close |
84.18 |
84.70 |
0.52 |
0.6% |
81.48 |
| Range |
0.01 |
0.62 |
0.61 |
6,100.0% |
3.37 |
| ATR |
1.60 |
1.54 |
-0.07 |
-4.1% |
0.00 |
| Volume |
1,255 |
1,269 |
14 |
1.1% |
13,031 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.46 |
86.20 |
85.04 |
|
| R3 |
85.84 |
85.58 |
84.87 |
|
| R2 |
85.22 |
85.22 |
84.81 |
|
| R1 |
84.96 |
84.96 |
84.76 |
85.01 |
| PP |
84.60 |
84.60 |
84.60 |
84.63 |
| S1 |
84.34 |
84.34 |
84.64 |
84.39 |
| S2 |
83.98 |
83.98 |
84.59 |
|
| S3 |
83.36 |
83.72 |
84.53 |
|
| S4 |
82.74 |
83.10 |
84.36 |
|
|
| 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 |
87.50 |
|
2.618 |
86.48 |
|
1.618 |
85.86 |
|
1.000 |
85.48 |
|
0.618 |
85.24 |
|
HIGH |
84.86 |
|
0.618 |
84.62 |
|
0.500 |
84.55 |
|
0.382 |
84.48 |
|
LOW |
84.24 |
|
0.618 |
83.86 |
|
1.000 |
83.62 |
|
1.618 |
83.24 |
|
2.618 |
82.62 |
|
4.250 |
81.61 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
84.65 |
84.24 |
| PP |
84.60 |
83.77 |
| S1 |
84.55 |
83.31 |
|