NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
77.92 |
78.66 |
0.74 |
0.9% |
74.39 |
High |
79.12 |
79.39 |
0.27 |
0.3% |
78.25 |
Low |
77.76 |
78.02 |
0.26 |
0.3% |
72.72 |
Close |
78.77 |
78.87 |
0.10 |
0.1% |
78.05 |
Range |
1.36 |
1.37 |
0.01 |
0.7% |
5.53 |
ATR |
2.20 |
2.14 |
-0.06 |
-2.7% |
0.00 |
Volume |
102,484 |
108,894 |
6,410 |
6.3% |
870,323 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.87 |
82.24 |
79.62 |
|
R3 |
81.50 |
80.87 |
79.25 |
|
R2 |
80.13 |
80.13 |
79.12 |
|
R1 |
79.50 |
79.50 |
79.00 |
79.82 |
PP |
78.76 |
78.76 |
78.76 |
78.92 |
S1 |
78.13 |
78.13 |
78.74 |
78.45 |
S2 |
77.39 |
77.39 |
78.62 |
|
S3 |
76.02 |
76.76 |
78.49 |
|
S4 |
74.65 |
75.39 |
78.12 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.93 |
91.02 |
81.09 |
|
R3 |
87.40 |
85.49 |
79.57 |
|
R2 |
81.87 |
81.87 |
79.06 |
|
R1 |
79.96 |
79.96 |
78.56 |
80.92 |
PP |
76.34 |
76.34 |
76.34 |
76.82 |
S1 |
74.43 |
74.43 |
77.54 |
75.39 |
S2 |
70.81 |
70.81 |
77.04 |
|
S3 |
65.28 |
68.90 |
76.53 |
|
S4 |
59.75 |
63.37 |
75.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.39 |
72.72 |
6.67 |
8.5% |
1.95 |
2.5% |
92% |
True |
False |
160,582 |
10 |
79.39 |
71.69 |
7.70 |
9.8% |
1.99 |
2.5% |
93% |
True |
False |
185,363 |
20 |
80.40 |
70.83 |
9.57 |
12.1% |
2.08 |
2.6% |
84% |
False |
False |
174,555 |
40 |
82.28 |
70.83 |
11.45 |
14.5% |
2.26 |
2.9% |
70% |
False |
False |
112,249 |
60 |
83.19 |
69.21 |
13.98 |
17.7% |
2.27 |
2.9% |
69% |
False |
False |
81,747 |
80 |
83.19 |
66.82 |
16.37 |
20.8% |
2.20 |
2.8% |
74% |
False |
False |
63,472 |
100 |
83.19 |
66.82 |
16.37 |
20.8% |
2.10 |
2.7% |
74% |
False |
False |
51,802 |
120 |
83.19 |
63.61 |
19.58 |
24.8% |
1.97 |
2.5% |
78% |
False |
False |
43,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.21 |
2.618 |
82.98 |
1.618 |
81.61 |
1.000 |
80.76 |
0.618 |
80.24 |
HIGH |
79.39 |
0.618 |
78.87 |
0.500 |
78.71 |
0.382 |
78.54 |
LOW |
78.02 |
0.618 |
77.17 |
1.000 |
76.65 |
1.618 |
75.80 |
2.618 |
74.43 |
4.250 |
72.20 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.82 |
78.51 |
PP |
78.76 |
78.15 |
S1 |
78.71 |
77.79 |
|