NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
77.29 |
77.73 |
0.44 |
0.6% |
76.30 |
High |
78.47 |
78.50 |
0.03 |
0.0% |
78.50 |
Low |
76.21 |
76.96 |
0.75 |
1.0% |
76.21 |
Close |
77.29 |
77.92 |
0.63 |
0.8% |
77.92 |
Range |
2.26 |
1.54 |
-0.72 |
-31.9% |
2.29 |
ATR |
1.77 |
1.75 |
-0.02 |
-0.9% |
0.00 |
Volume |
5,125 |
2,488 |
-2,637 |
-51.5% |
17,987 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.41 |
81.71 |
78.77 |
|
R3 |
80.87 |
80.17 |
78.34 |
|
R2 |
79.33 |
79.33 |
78.20 |
|
R1 |
78.63 |
78.63 |
78.06 |
78.98 |
PP |
77.79 |
77.79 |
77.79 |
77.97 |
S1 |
77.09 |
77.09 |
77.78 |
77.44 |
S2 |
76.25 |
76.25 |
77.64 |
|
S3 |
74.71 |
75.55 |
77.50 |
|
S4 |
73.17 |
74.01 |
77.07 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.41 |
83.46 |
79.18 |
|
R3 |
82.12 |
81.17 |
78.55 |
|
R2 |
79.83 |
79.83 |
78.34 |
|
R1 |
78.88 |
78.88 |
78.13 |
79.36 |
PP |
77.54 |
77.54 |
77.54 |
77.78 |
S1 |
76.59 |
76.59 |
77.71 |
77.07 |
S2 |
75.25 |
75.25 |
77.50 |
|
S3 |
72.96 |
74.30 |
77.29 |
|
S4 |
70.67 |
72.01 |
76.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.50 |
76.21 |
2.29 |
2.9% |
1.38 |
1.8% |
75% |
True |
False |
3,597 |
10 |
81.96 |
75.83 |
6.13 |
7.9% |
1.58 |
2.0% |
34% |
False |
False |
3,937 |
20 |
84.32 |
75.83 |
8.49 |
10.9% |
1.67 |
2.1% |
25% |
False |
False |
3,749 |
40 |
85.24 |
75.83 |
9.41 |
12.1% |
1.71 |
2.2% |
22% |
False |
False |
3,470 |
60 |
85.24 |
70.06 |
15.18 |
19.5% |
1.65 |
2.1% |
52% |
False |
False |
3,249 |
80 |
85.24 |
70.06 |
15.18 |
19.5% |
1.60 |
2.1% |
52% |
False |
False |
3,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.05 |
2.618 |
82.53 |
1.618 |
80.99 |
1.000 |
80.04 |
0.618 |
79.45 |
HIGH |
78.50 |
0.618 |
77.91 |
0.500 |
77.73 |
0.382 |
77.55 |
LOW |
76.96 |
0.618 |
76.01 |
1.000 |
75.42 |
1.618 |
74.47 |
2.618 |
72.93 |
4.250 |
70.42 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
77.86 |
77.73 |
PP |
77.79 |
77.54 |
S1 |
77.73 |
77.36 |
|