NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
83.14 |
83.59 |
0.45 |
0.5% |
82.20 |
High |
83.14 |
83.60 |
0.46 |
0.6% |
84.73 |
Low |
83.00 |
83.39 |
0.39 |
0.5% |
81.01 |
Close |
83.14 |
83.59 |
0.45 |
0.5% |
81.69 |
Range |
0.14 |
0.21 |
0.07 |
50.0% |
3.72 |
ATR |
1.47 |
1.40 |
-0.07 |
-4.9% |
0.00 |
Volume |
3,538 |
2,272 |
-1,266 |
-35.8% |
12,289 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.16 |
84.08 |
83.71 |
|
R3 |
83.95 |
83.87 |
83.65 |
|
R2 |
83.74 |
83.74 |
83.63 |
|
R1 |
83.66 |
83.66 |
83.61 |
83.70 |
PP |
83.53 |
83.53 |
83.53 |
83.54 |
S1 |
83.45 |
83.45 |
83.57 |
83.49 |
S2 |
83.32 |
83.32 |
83.55 |
|
S3 |
83.11 |
83.24 |
83.53 |
|
S4 |
82.90 |
83.03 |
83.47 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.64 |
91.38 |
83.74 |
|
R3 |
89.92 |
87.66 |
82.71 |
|
R2 |
86.20 |
86.20 |
82.37 |
|
R1 |
83.94 |
83.94 |
82.03 |
83.21 |
PP |
82.48 |
82.48 |
82.48 |
82.11 |
S1 |
80.22 |
80.22 |
81.35 |
79.49 |
S2 |
78.76 |
78.76 |
81.01 |
|
S3 |
75.04 |
76.50 |
80.67 |
|
S4 |
71.32 |
72.78 |
79.64 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.49 |
2.618 |
84.15 |
1.618 |
83.94 |
1.000 |
83.81 |
0.618 |
83.73 |
HIGH |
83.60 |
0.618 |
83.52 |
0.500 |
83.50 |
0.382 |
83.47 |
LOW |
83.39 |
0.618 |
83.26 |
1.000 |
83.18 |
1.618 |
83.05 |
2.618 |
82.84 |
4.250 |
82.50 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
83.56 |
83.54 |
PP |
83.53 |
83.49 |
S1 |
83.50 |
83.44 |
|