NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
81.85 |
82.68 |
0.83 |
1.0% |
78.13 |
High |
81.81 |
82.66 |
0.85 |
1.0% |
81.81 |
Low |
80.30 |
82.56 |
2.26 |
2.8% |
77.51 |
Close |
81.85 |
82.68 |
0.83 |
1.0% |
81.85 |
Range |
1.51 |
0.10 |
-1.41 |
-93.4% |
4.30 |
ATR |
1.35 |
1.31 |
-0.04 |
-2.8% |
0.00 |
Volume |
1,332 |
515 |
-817 |
-61.3% |
9,313 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.93 |
82.91 |
82.74 |
|
R3 |
82.83 |
82.81 |
82.71 |
|
R2 |
82.73 |
82.73 |
82.70 |
|
R1 |
82.71 |
82.71 |
82.69 |
82.73 |
PP |
82.63 |
82.63 |
82.63 |
82.65 |
S1 |
82.61 |
82.61 |
82.67 |
82.63 |
S2 |
82.53 |
82.53 |
82.66 |
|
S3 |
82.43 |
82.51 |
82.65 |
|
S4 |
82.33 |
82.41 |
82.63 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.29 |
91.87 |
84.22 |
|
R3 |
88.99 |
87.57 |
83.03 |
|
R2 |
84.69 |
84.69 |
82.64 |
|
R1 |
83.27 |
83.27 |
82.24 |
83.98 |
PP |
80.39 |
80.39 |
80.39 |
80.75 |
S1 |
78.97 |
78.97 |
81.46 |
79.68 |
S2 |
76.09 |
76.09 |
81.06 |
|
S3 |
71.79 |
74.67 |
80.67 |
|
S4 |
67.49 |
70.37 |
79.49 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.09 |
2.618 |
82.92 |
1.618 |
82.82 |
1.000 |
82.76 |
0.618 |
82.72 |
HIGH |
82.66 |
0.618 |
82.62 |
0.500 |
82.61 |
0.382 |
82.60 |
LOW |
82.56 |
0.618 |
82.50 |
1.000 |
82.46 |
1.618 |
82.40 |
2.618 |
82.30 |
4.250 |
82.14 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
82.66 |
81.99 |
PP |
82.63 |
81.29 |
S1 |
82.61 |
80.60 |
|