NYMEX Light Sweet Crude Oil Future July 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 |
81.38 |
81.95 |
0.57 |
0.7% |
78.26 |
| High |
82.40 |
82.60 |
0.20 |
0.2% |
80.56 |
| Low |
81.38 |
81.66 |
0.28 |
0.3% |
76.17 |
| Close |
81.96 |
82.31 |
0.35 |
0.4% |
80.93 |
| Range |
1.02 |
0.94 |
-0.08 |
-7.8% |
4.39 |
| ATR |
1.70 |
1.64 |
-0.05 |
-3.2% |
0.00 |
| Volume |
1,930 |
2,518 |
588 |
30.5% |
11,831 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.01 |
84.60 |
82.83 |
|
| R3 |
84.07 |
83.66 |
82.57 |
|
| R2 |
83.13 |
83.13 |
82.48 |
|
| R1 |
82.72 |
82.72 |
82.40 |
82.93 |
| PP |
82.19 |
82.19 |
82.19 |
82.29 |
| S1 |
81.78 |
81.78 |
82.22 |
81.99 |
| S2 |
81.25 |
81.25 |
82.14 |
|
| S3 |
80.31 |
80.84 |
82.05 |
|
| S4 |
79.37 |
79.90 |
81.79 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.39 |
91.05 |
83.34 |
|
| R3 |
88.00 |
86.66 |
82.14 |
|
| R2 |
83.61 |
83.61 |
81.73 |
|
| R1 |
82.27 |
82.27 |
81.33 |
82.94 |
| PP |
79.22 |
79.22 |
79.22 |
79.56 |
| S1 |
77.88 |
77.88 |
80.53 |
78.55 |
| S2 |
74.83 |
74.83 |
80.13 |
|
| S3 |
70.44 |
73.49 |
79.72 |
|
| S4 |
66.05 |
69.10 |
78.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.60 |
77.62 |
4.98 |
6.1% |
1.38 |
1.7% |
94% |
True |
False |
2,372 |
| 10 |
82.60 |
76.17 |
6.43 |
7.8% |
1.59 |
1.9% |
95% |
True |
False |
3,121 |
| 20 |
84.05 |
75.83 |
8.22 |
10.0% |
1.62 |
2.0% |
79% |
False |
False |
3,451 |
| 40 |
84.50 |
75.83 |
8.67 |
10.5% |
1.63 |
2.0% |
75% |
False |
False |
3,247 |
| 60 |
85.24 |
72.49 |
12.75 |
15.5% |
1.64 |
2.0% |
77% |
False |
False |
3,292 |
| 80 |
85.24 |
70.06 |
15.18 |
18.4% |
1.62 |
2.0% |
81% |
False |
False |
3,163 |
| 100 |
85.24 |
70.06 |
15.18 |
18.4% |
1.61 |
2.0% |
81% |
False |
False |
3,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.60 |
|
2.618 |
85.06 |
|
1.618 |
84.12 |
|
1.000 |
83.54 |
|
0.618 |
83.18 |
|
HIGH |
82.60 |
|
0.618 |
82.24 |
|
0.500 |
82.13 |
|
0.382 |
82.02 |
|
LOW |
81.66 |
|
0.618 |
81.08 |
|
1.000 |
80.72 |
|
1.618 |
80.14 |
|
2.618 |
79.20 |
|
4.250 |
77.67 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.25 |
82.09 |
| PP |
82.19 |
81.86 |
| S1 |
82.13 |
81.64 |
|