NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
81.95 |
82.10 |
0.15 |
0.2% |
78.26 |
High |
82.60 |
82.80 |
0.20 |
0.2% |
80.56 |
Low |
81.66 |
82.05 |
0.39 |
0.5% |
76.17 |
Close |
82.31 |
82.10 |
-0.21 |
-0.3% |
80.93 |
Range |
0.94 |
0.75 |
-0.19 |
-20.2% |
4.39 |
ATR |
1.64 |
1.58 |
-0.06 |
-3.9% |
0.00 |
Volume |
2,518 |
3,538 |
1,020 |
40.5% |
11,831 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.57 |
84.08 |
82.51 |
|
R3 |
83.82 |
83.33 |
82.31 |
|
R2 |
83.07 |
83.07 |
82.24 |
|
R1 |
82.58 |
82.58 |
82.17 |
82.48 |
PP |
82.32 |
82.32 |
82.32 |
82.26 |
S1 |
81.83 |
81.83 |
82.03 |
81.73 |
S2 |
81.57 |
81.57 |
81.96 |
|
S3 |
80.82 |
81.08 |
81.89 |
|
S4 |
80.07 |
80.33 |
81.69 |
|
|
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 |
82.80 |
79.07 |
3.73 |
4.5% |
1.11 |
1.4% |
81% |
True |
False |
2,591 |
10 |
82.80 |
76.17 |
6.63 |
8.1% |
1.52 |
1.9% |
89% |
True |
False |
2,968 |
20 |
84.05 |
75.83 |
8.22 |
10.0% |
1.56 |
1.9% |
76% |
False |
False |
3,460 |
40 |
84.50 |
75.83 |
8.67 |
10.6% |
1.58 |
1.9% |
72% |
False |
False |
3,254 |
60 |
85.24 |
72.49 |
12.75 |
15.5% |
1.63 |
2.0% |
75% |
False |
False |
3,305 |
80 |
85.24 |
70.06 |
15.18 |
18.5% |
1.60 |
2.0% |
79% |
False |
False |
3,177 |
100 |
85.24 |
70.06 |
15.18 |
18.5% |
1.61 |
2.0% |
79% |
False |
False |
3,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.99 |
2.618 |
84.76 |
1.618 |
84.01 |
1.000 |
83.55 |
0.618 |
83.26 |
HIGH |
82.80 |
0.618 |
82.51 |
0.500 |
82.43 |
0.382 |
82.34 |
LOW |
82.05 |
0.618 |
81.59 |
1.000 |
81.30 |
1.618 |
80.84 |
2.618 |
80.09 |
4.250 |
78.86 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
82.43 |
82.10 |
PP |
82.32 |
82.09 |
S1 |
82.21 |
82.09 |
|