NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
83.32 |
82.53 |
-0.79 |
-0.9% |
81.82 |
High |
84.32 |
83.84 |
-0.48 |
-0.6% |
83.66 |
Low |
83.32 |
81.96 |
-1.36 |
-1.6% |
79.03 |
Close |
83.88 |
82.53 |
-1.35 |
-1.6% |
81.49 |
Range |
1.00 |
1.88 |
0.88 |
88.0% |
4.63 |
ATR |
1.91 |
1.91 |
0.00 |
0.1% |
0.00 |
Volume |
4,277 |
3,369 |
-908 |
-21.2% |
13,402 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.42 |
87.35 |
83.56 |
|
R3 |
86.54 |
85.47 |
83.05 |
|
R2 |
84.66 |
84.66 |
82.87 |
|
R1 |
83.59 |
83.59 |
82.70 |
83.47 |
PP |
82.78 |
82.78 |
82.78 |
82.72 |
S1 |
81.71 |
81.71 |
82.36 |
81.59 |
S2 |
80.90 |
80.90 |
82.19 |
|
S3 |
79.02 |
79.83 |
82.01 |
|
S4 |
77.14 |
77.95 |
81.50 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.28 |
93.02 |
84.04 |
|
R3 |
90.65 |
88.39 |
82.76 |
|
R2 |
86.02 |
86.02 |
82.34 |
|
R1 |
83.76 |
83.76 |
81.91 |
82.58 |
PP |
81.39 |
81.39 |
81.39 |
80.80 |
S1 |
79.13 |
79.13 |
81.07 |
77.95 |
S2 |
76.76 |
76.76 |
80.64 |
|
S3 |
72.13 |
74.50 |
80.22 |
|
S4 |
67.50 |
69.87 |
78.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.32 |
79.03 |
5.29 |
6.4% |
1.86 |
2.3% |
66% |
False |
False |
4,218 |
10 |
84.47 |
79.03 |
5.44 |
6.6% |
1.65 |
2.0% |
64% |
False |
False |
3,208 |
20 |
84.50 |
79.03 |
5.47 |
6.6% |
1.60 |
1.9% |
64% |
False |
False |
3,048 |
40 |
85.24 |
72.49 |
12.75 |
15.4% |
1.67 |
2.0% |
79% |
False |
False |
3,227 |
60 |
85.24 |
70.06 |
15.18 |
18.4% |
1.62 |
2.0% |
82% |
False |
False |
3,082 |
80 |
85.24 |
70.06 |
15.18 |
18.4% |
1.62 |
2.0% |
82% |
False |
False |
2,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.83 |
2.618 |
88.76 |
1.618 |
86.88 |
1.000 |
85.72 |
0.618 |
85.00 |
HIGH |
83.84 |
0.618 |
83.12 |
0.500 |
82.90 |
0.382 |
82.68 |
LOW |
81.96 |
0.618 |
80.80 |
1.000 |
80.08 |
1.618 |
78.92 |
2.618 |
77.04 |
4.250 |
73.97 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
82.90 |
82.85 |
PP |
82.78 |
82.74 |
S1 |
82.65 |
82.64 |
|