NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
80.08 |
80.16 |
0.08 |
0.1% |
76.12 |
High |
80.83 |
81.13 |
0.30 |
0.4% |
79.49 |
Low |
79.60 |
79.95 |
0.35 |
0.4% |
74.28 |
Close |
80.31 |
80.73 |
0.42 |
0.5% |
79.32 |
Range |
1.23 |
1.18 |
-0.05 |
-4.1% |
5.21 |
ATR |
1.92 |
1.87 |
-0.05 |
-2.8% |
0.00 |
Volume |
11,030 |
16,571 |
5,541 |
50.2% |
88,455 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.14 |
83.62 |
81.38 |
|
R3 |
82.96 |
82.44 |
81.05 |
|
R2 |
81.78 |
81.78 |
80.95 |
|
R1 |
81.26 |
81.26 |
80.84 |
81.52 |
PP |
80.60 |
80.60 |
80.60 |
80.74 |
S1 |
80.08 |
80.08 |
80.62 |
80.34 |
S2 |
79.42 |
79.42 |
80.51 |
|
S3 |
78.24 |
78.90 |
80.41 |
|
S4 |
77.06 |
77.72 |
80.08 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.33 |
91.53 |
82.19 |
|
R3 |
88.12 |
86.32 |
80.75 |
|
R2 |
82.91 |
82.91 |
80.28 |
|
R1 |
81.11 |
81.11 |
79.80 |
82.01 |
PP |
77.70 |
77.70 |
77.70 |
78.15 |
S1 |
75.90 |
75.90 |
78.84 |
76.80 |
S2 |
72.49 |
72.49 |
78.36 |
|
S3 |
67.28 |
70.69 |
77.89 |
|
S4 |
62.07 |
65.48 |
76.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.13 |
75.62 |
5.51 |
6.8% |
1.67 |
2.1% |
93% |
True |
False |
16,285 |
10 |
81.13 |
74.28 |
6.85 |
8.5% |
1.79 |
2.2% |
94% |
True |
False |
19,237 |
20 |
82.00 |
73.72 |
8.28 |
10.3% |
1.84 |
2.3% |
85% |
False |
False |
20,509 |
40 |
83.20 |
73.72 |
9.48 |
11.7% |
1.98 |
2.5% |
74% |
False |
False |
14,722 |
60 |
84.09 |
71.19 |
12.90 |
16.0% |
1.95 |
2.4% |
74% |
False |
False |
11,647 |
80 |
84.09 |
68.38 |
15.71 |
19.5% |
1.81 |
2.2% |
79% |
False |
False |
9,678 |
100 |
84.09 |
68.38 |
15.71 |
19.5% |
1.65 |
2.0% |
79% |
False |
False |
8,197 |
120 |
84.09 |
65.05 |
19.04 |
23.6% |
1.51 |
1.9% |
82% |
False |
False |
7,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.15 |
2.618 |
84.22 |
1.618 |
83.04 |
1.000 |
82.31 |
0.618 |
81.86 |
HIGH |
81.13 |
0.618 |
80.68 |
0.500 |
80.54 |
0.382 |
80.40 |
LOW |
79.95 |
0.618 |
79.22 |
1.000 |
78.77 |
1.618 |
78.04 |
2.618 |
76.86 |
4.250 |
74.94 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
80.67 |
80.55 |
PP |
80.60 |
80.36 |
S1 |
80.54 |
80.18 |
|