NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
82.67 |
81.66 |
-1.01 |
-1.2% |
83.84 |
| High |
83.60 |
82.69 |
-0.91 |
-1.1% |
84.86 |
| Low |
82.67 |
81.62 |
-1.05 |
-1.3% |
81.76 |
| Close |
82.67 |
81.66 |
-1.01 |
-1.2% |
82.52 |
| Range |
0.93 |
1.07 |
0.14 |
15.1% |
3.10 |
| ATR |
1.46 |
1.43 |
-0.03 |
-1.9% |
0.00 |
| Volume |
2,542 |
1,512 |
-1,030 |
-40.5% |
8,269 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.20 |
84.50 |
82.25 |
|
| R3 |
84.13 |
83.43 |
81.95 |
|
| R2 |
83.06 |
83.06 |
81.86 |
|
| R1 |
82.36 |
82.36 |
81.76 |
82.20 |
| PP |
81.99 |
81.99 |
81.99 |
81.91 |
| S1 |
81.29 |
81.29 |
81.56 |
81.13 |
| S2 |
80.92 |
80.92 |
81.46 |
|
| S3 |
79.85 |
80.22 |
81.37 |
|
| S4 |
78.78 |
79.15 |
81.07 |
|
|
| 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 |
87.24 |
|
2.618 |
85.49 |
|
1.618 |
84.42 |
|
1.000 |
83.76 |
|
0.618 |
83.35 |
|
HIGH |
82.69 |
|
0.618 |
82.28 |
|
0.500 |
82.16 |
|
0.382 |
82.03 |
|
LOW |
81.62 |
|
0.618 |
80.96 |
|
1.000 |
80.55 |
|
1.618 |
79.89 |
|
2.618 |
78.82 |
|
4.250 |
77.07 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.16 |
82.61 |
| PP |
81.99 |
82.29 |
| S1 |
81.83 |
81.98 |
|