NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 21-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.94 |
78.13 |
-0.81 |
-1.0% |
77.54 |
High |
79.25 |
78.73 |
-0.52 |
-0.7% |
79.25 |
Low |
78.03 |
78.73 |
0.70 |
0.9% |
77.51 |
Close |
78.94 |
78.13 |
-0.81 |
-1.0% |
78.94 |
Range |
1.22 |
0.00 |
-1.22 |
-100.0% |
1.74 |
ATR |
1.35 |
1.27 |
-0.08 |
-6.0% |
0.00 |
Volume |
2,116 |
4,011 |
1,895 |
89.6% |
12,486 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.53 |
78.33 |
78.13 |
|
R3 |
78.53 |
78.33 |
78.13 |
|
R2 |
78.53 |
78.53 |
78.13 |
|
R1 |
78.33 |
78.33 |
78.13 |
78.13 |
PP |
78.53 |
78.53 |
78.53 |
78.43 |
S1 |
78.33 |
78.33 |
78.13 |
78.13 |
S2 |
78.53 |
78.53 |
78.13 |
|
S3 |
78.53 |
78.33 |
78.13 |
|
S4 |
78.53 |
78.33 |
78.13 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.79 |
83.10 |
79.90 |
|
R3 |
82.05 |
81.36 |
79.42 |
|
R2 |
80.31 |
80.31 |
79.26 |
|
R1 |
79.62 |
79.62 |
79.10 |
79.97 |
PP |
78.57 |
78.57 |
78.57 |
78.74 |
S1 |
77.88 |
77.88 |
78.78 |
78.23 |
S2 |
76.83 |
76.83 |
78.62 |
|
S3 |
75.09 |
76.14 |
78.46 |
|
S4 |
73.35 |
74.40 |
77.98 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.73 |
2.618 |
78.73 |
1.618 |
78.73 |
1.000 |
78.73 |
0.618 |
78.73 |
HIGH |
78.73 |
0.618 |
78.73 |
0.500 |
78.73 |
0.382 |
78.73 |
LOW |
78.73 |
0.618 |
78.73 |
1.000 |
78.73 |
1.618 |
78.73 |
2.618 |
78.73 |
4.250 |
78.73 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.73 |
78.63 |
PP |
78.53 |
78.46 |
S1 |
78.33 |
78.30 |
|