NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
82.52 |
82.67 |
0.15 |
0.2% |
83.84 |
| High |
82.53 |
83.60 |
1.07 |
1.3% |
84.86 |
| Low |
82.52 |
82.67 |
0.15 |
0.2% |
81.76 |
| Close |
82.52 |
82.67 |
0.15 |
0.2% |
82.52 |
| Range |
0.01 |
0.93 |
0.92 |
9,200.0% |
3.10 |
| ATR |
1.49 |
1.46 |
-0.03 |
-2.0% |
0.00 |
| Volume |
1,595 |
2,542 |
947 |
59.4% |
8,269 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.77 |
85.15 |
83.18 |
|
| R3 |
84.84 |
84.22 |
82.93 |
|
| R2 |
83.91 |
83.91 |
82.84 |
|
| R1 |
83.29 |
83.29 |
82.76 |
83.14 |
| PP |
82.98 |
82.98 |
82.98 |
82.90 |
| S1 |
82.36 |
82.36 |
82.58 |
82.21 |
| S2 |
82.05 |
82.05 |
82.50 |
|
| S3 |
81.12 |
81.43 |
82.41 |
|
| S4 |
80.19 |
80.50 |
82.16 |
|
|
| 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 |
87.55 |
|
2.618 |
86.03 |
|
1.618 |
85.10 |
|
1.000 |
84.53 |
|
0.618 |
84.17 |
|
HIGH |
83.60 |
|
0.618 |
83.24 |
|
0.500 |
83.14 |
|
0.382 |
83.03 |
|
LOW |
82.67 |
|
0.618 |
82.10 |
|
1.000 |
81.74 |
|
1.618 |
81.17 |
|
2.618 |
80.24 |
|
4.250 |
78.72 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.14 |
83.35 |
| PP |
82.98 |
83.12 |
| S1 |
82.83 |
82.90 |
|