NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
82.53 |
83.43 |
0.90 |
1.1% |
81.82 |
High |
83.84 |
83.57 |
-0.27 |
-0.3% |
83.66 |
Low |
81.96 |
82.07 |
0.11 |
0.1% |
79.03 |
Close |
82.53 |
82.87 |
0.34 |
0.4% |
81.49 |
Range |
1.88 |
1.50 |
-0.38 |
-20.2% |
4.63 |
ATR |
1.91 |
1.88 |
-0.03 |
-1.5% |
0.00 |
Volume |
3,369 |
2,744 |
-625 |
-18.6% |
13,402 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.34 |
86.60 |
83.70 |
|
R3 |
85.84 |
85.10 |
83.28 |
|
R2 |
84.34 |
84.34 |
83.15 |
|
R1 |
83.60 |
83.60 |
83.01 |
83.22 |
PP |
82.84 |
82.84 |
82.84 |
82.65 |
S1 |
82.10 |
82.10 |
82.73 |
81.72 |
S2 |
81.34 |
81.34 |
82.60 |
|
S3 |
79.84 |
80.60 |
82.46 |
|
S4 |
78.34 |
79.10 |
82.05 |
|
|
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% |
1.74 |
2.1% |
73% |
False |
False |
3,913 |
10 |
84.32 |
79.03 |
5.29 |
6.4% |
1.70 |
2.0% |
73% |
False |
False |
3,207 |
20 |
84.47 |
79.03 |
5.44 |
6.6% |
1.62 |
2.0% |
71% |
False |
False |
2,982 |
40 |
85.24 |
72.94 |
12.30 |
14.8% |
1.66 |
2.0% |
81% |
False |
False |
3,227 |
60 |
85.24 |
70.06 |
15.18 |
18.3% |
1.62 |
2.0% |
84% |
False |
False |
3,064 |
80 |
85.24 |
70.06 |
15.18 |
18.3% |
1.61 |
1.9% |
84% |
False |
False |
3,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.95 |
2.618 |
87.50 |
1.618 |
86.00 |
1.000 |
85.07 |
0.618 |
84.50 |
HIGH |
83.57 |
0.618 |
83.00 |
0.500 |
82.82 |
0.382 |
82.64 |
LOW |
82.07 |
0.618 |
81.14 |
1.000 |
80.57 |
1.618 |
79.64 |
2.618 |
78.14 |
4.250 |
75.70 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
82.85 |
83.14 |
PP |
82.84 |
83.05 |
S1 |
82.82 |
82.96 |
|