NYMEX Light Sweet Crude Oil Future September 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 |
82.82 |
83.15 |
0.33 |
0.4% |
78.13 |
High |
83.03 |
83.39 |
0.36 |
0.4% |
81.81 |
Low |
82.64 |
82.57 |
-0.07 |
-0.1% |
77.51 |
Close |
82.82 |
83.15 |
0.33 |
0.4% |
81.85 |
Range |
0.39 |
0.82 |
0.43 |
110.3% |
4.30 |
ATR |
1.24 |
1.21 |
-0.03 |
-2.4% |
0.00 |
Volume |
1,173 |
778 |
-395 |
-33.7% |
9,313 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.50 |
85.14 |
83.60 |
|
R3 |
84.68 |
84.32 |
83.38 |
|
R2 |
83.86 |
83.86 |
83.30 |
|
R1 |
83.50 |
83.50 |
83.23 |
83.56 |
PP |
83.04 |
83.04 |
83.04 |
83.07 |
S1 |
82.68 |
82.68 |
83.07 |
82.74 |
S2 |
82.22 |
82.22 |
83.00 |
|
S3 |
81.40 |
81.86 |
82.92 |
|
S4 |
80.58 |
81.04 |
82.70 |
|
|
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 |
86.88 |
2.618 |
85.54 |
1.618 |
84.72 |
1.000 |
84.21 |
0.618 |
83.90 |
HIGH |
83.39 |
0.618 |
83.08 |
0.500 |
82.98 |
0.382 |
82.88 |
LOW |
82.57 |
0.618 |
82.06 |
1.000 |
81.75 |
1.618 |
81.24 |
2.618 |
80.42 |
4.250 |
79.09 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
83.09 |
83.09 |
PP |
83.04 |
83.03 |
S1 |
82.98 |
82.98 |
|