NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.77 |
78.24 |
-0.53 |
-0.7% |
82.09 |
High |
79.12 |
78.22 |
-0.90 |
-1.1% |
82.47 |
Low |
78.48 |
78.00 |
-0.48 |
-0.6% |
77.20 |
Close |
78.77 |
78.24 |
-0.53 |
-0.7% |
77.56 |
Range |
0.64 |
0.22 |
-0.42 |
-65.6% |
5.27 |
ATR |
1.40 |
1.36 |
-0.05 |
-3.2% |
0.00 |
Volume |
3,048 |
4,065 |
1,017 |
33.4% |
16,587 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.81 |
78.75 |
78.36 |
|
R3 |
78.59 |
78.53 |
78.30 |
|
R2 |
78.37 |
78.37 |
78.28 |
|
R1 |
78.31 |
78.31 |
78.26 |
78.35 |
PP |
78.15 |
78.15 |
78.15 |
78.18 |
S1 |
78.09 |
78.09 |
78.22 |
78.13 |
S2 |
77.93 |
77.93 |
78.20 |
|
S3 |
77.71 |
77.87 |
78.18 |
|
S4 |
77.49 |
77.65 |
78.12 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.89 |
91.49 |
80.46 |
|
R3 |
89.62 |
86.22 |
79.01 |
|
R2 |
84.35 |
84.35 |
78.53 |
|
R1 |
80.95 |
80.95 |
78.04 |
80.02 |
PP |
79.08 |
79.08 |
79.08 |
78.61 |
S1 |
75.68 |
75.68 |
77.08 |
74.75 |
S2 |
73.81 |
73.81 |
76.59 |
|
S3 |
68.54 |
70.41 |
76.11 |
|
S4 |
63.27 |
65.14 |
74.66 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.16 |
2.618 |
78.80 |
1.618 |
78.58 |
1.000 |
78.44 |
0.618 |
78.36 |
HIGH |
78.22 |
0.618 |
78.14 |
0.500 |
78.11 |
0.382 |
78.08 |
LOW |
78.00 |
0.618 |
77.86 |
1.000 |
77.78 |
1.618 |
77.64 |
2.618 |
77.42 |
4.250 |
77.07 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.20 |
78.34 |
PP |
78.15 |
78.30 |
S1 |
78.11 |
78.27 |
|