NYMEX Light Sweet Crude Oil Future September 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 |
83.15 |
82.92 |
-0.23 |
-0.3% |
78.13 |
High |
83.39 |
83.72 |
0.33 |
0.4% |
81.81 |
Low |
82.57 |
83.23 |
0.66 |
0.8% |
77.51 |
Close |
83.15 |
82.92 |
-0.23 |
-0.3% |
81.85 |
Range |
0.82 |
0.49 |
-0.33 |
-40.2% |
4.30 |
ATR |
1.21 |
1.17 |
-0.05 |
-3.8% |
0.00 |
Volume |
778 |
1,630 |
852 |
109.5% |
9,313 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.76 |
84.33 |
83.19 |
|
R3 |
84.27 |
83.84 |
83.05 |
|
R2 |
83.78 |
83.78 |
83.01 |
|
R1 |
83.35 |
83.35 |
82.96 |
83.17 |
PP |
83.29 |
83.29 |
83.29 |
83.20 |
S1 |
82.86 |
82.86 |
82.88 |
82.68 |
S2 |
82.80 |
82.80 |
82.83 |
|
S3 |
82.31 |
82.37 |
82.79 |
|
S4 |
81.82 |
81.88 |
82.65 |
|
|
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 |
85.80 |
2.618 |
85.00 |
1.618 |
84.51 |
1.000 |
84.21 |
0.618 |
84.02 |
HIGH |
83.72 |
0.618 |
83.53 |
0.500 |
83.48 |
0.382 |
83.42 |
LOW |
83.23 |
0.618 |
82.93 |
1.000 |
82.74 |
1.618 |
82.44 |
2.618 |
81.95 |
4.250 |
81.15 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
83.48 |
83.15 |
PP |
83.29 |
83.07 |
S1 |
83.11 |
83.00 |
|