NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
82.89 |
82.52 |
-0.37 |
-0.4% |
83.84 |
High |
84.17 |
82.53 |
-1.64 |
-1.9% |
84.86 |
Low |
82.64 |
82.52 |
-0.12 |
-0.1% |
81.76 |
Close |
82.89 |
82.52 |
-0.37 |
-0.4% |
82.52 |
Range |
1.53 |
0.01 |
-1.52 |
-99.3% |
3.10 |
ATR |
1.57 |
1.49 |
-0.09 |
-5.5% |
0.00 |
Volume |
2,383 |
1,595 |
-788 |
-33.1% |
8,269 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.55 |
82.55 |
82.53 |
|
R3 |
82.54 |
82.54 |
82.52 |
|
R2 |
82.53 |
82.53 |
82.52 |
|
R1 |
82.53 |
82.53 |
82.52 |
82.53 |
PP |
82.52 |
82.52 |
82.52 |
82.52 |
S1 |
82.52 |
82.52 |
82.52 |
82.52 |
S2 |
82.51 |
82.51 |
82.52 |
|
S3 |
82.50 |
82.51 |
82.52 |
|
S4 |
82.49 |
82.50 |
82.51 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.35 |
90.53 |
84.23 |
|
R3 |
89.25 |
87.43 |
83.37 |
|
R2 |
86.15 |
86.15 |
83.09 |
|
R1 |
84.33 |
84.33 |
82.80 |
83.69 |
PP |
83.05 |
83.05 |
83.05 |
82.73 |
S1 |
81.23 |
81.23 |
82.24 |
80.59 |
S2 |
79.95 |
79.95 |
81.95 |
|
S3 |
76.85 |
78.13 |
81.67 |
|
S4 |
73.75 |
75.03 |
80.82 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.57 |
2.618 |
82.56 |
1.618 |
82.55 |
1.000 |
82.54 |
0.618 |
82.54 |
HIGH |
82.53 |
0.618 |
82.53 |
0.500 |
82.53 |
0.382 |
82.52 |
LOW |
82.52 |
0.618 |
82.51 |
1.000 |
82.51 |
1.618 |
82.50 |
2.618 |
82.49 |
4.250 |
82.48 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
82.53 |
83.69 |
PP |
82.52 |
83.30 |
S1 |
82.52 |
82.91 |
|