NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
84.70 |
82.89 |
-1.81 |
-2.1% |
83.97 |
| High |
84.86 |
84.17 |
-0.69 |
-0.8% |
84.39 |
| Low |
84.24 |
82.64 |
-1.60 |
-1.9% |
81.02 |
| Close |
84.70 |
82.89 |
-1.81 |
-2.1% |
81.48 |
| Range |
0.62 |
1.53 |
0.91 |
146.8% |
3.37 |
| ATR |
1.54 |
1.57 |
0.04 |
2.4% |
0.00 |
| Volume |
1,269 |
2,383 |
1,114 |
87.8% |
13,031 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.82 |
86.89 |
83.73 |
|
| R3 |
86.29 |
85.36 |
83.31 |
|
| R2 |
84.76 |
84.76 |
83.17 |
|
| R1 |
83.83 |
83.83 |
83.03 |
83.66 |
| PP |
83.23 |
83.23 |
83.23 |
83.15 |
| S1 |
82.30 |
82.30 |
82.75 |
82.13 |
| S2 |
81.70 |
81.70 |
82.61 |
|
| S3 |
80.17 |
80.77 |
82.47 |
|
| S4 |
78.64 |
79.24 |
82.05 |
|
|
| 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 |
90.67 |
|
2.618 |
88.18 |
|
1.618 |
86.65 |
|
1.000 |
85.70 |
|
0.618 |
85.12 |
|
HIGH |
84.17 |
|
0.618 |
83.59 |
|
0.500 |
83.41 |
|
0.382 |
83.22 |
|
LOW |
82.64 |
|
0.618 |
81.69 |
|
1.000 |
81.11 |
|
1.618 |
80.16 |
|
2.618 |
78.63 |
|
4.250 |
76.14 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.41 |
83.75 |
| PP |
83.23 |
83.46 |
| S1 |
83.06 |
83.18 |
|