NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
84.35 |
83.38 |
-0.97 |
-1.1% |
82.26 |
High |
84.67 |
83.50 |
-1.17 |
-1.4% |
83.35 |
Low |
84.28 |
82.85 |
-1.43 |
-1.7% |
80.23 |
Close |
84.35 |
83.38 |
-0.97 |
-1.1% |
82.00 |
Range |
0.39 |
0.65 |
0.26 |
66.7% |
3.12 |
ATR |
1.45 |
1.45 |
0.00 |
0.2% |
0.00 |
Volume |
1,850 |
2,505 |
655 |
35.4% |
11,373 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.19 |
84.94 |
83.74 |
|
R3 |
84.54 |
84.29 |
83.56 |
|
R2 |
83.89 |
83.89 |
83.50 |
|
R1 |
83.64 |
83.64 |
83.44 |
83.71 |
PP |
83.24 |
83.24 |
83.24 |
83.28 |
S1 |
82.99 |
82.99 |
83.32 |
83.06 |
S2 |
82.59 |
82.59 |
83.26 |
|
S3 |
81.94 |
82.34 |
83.20 |
|
S4 |
81.29 |
81.69 |
83.02 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.22 |
89.73 |
83.72 |
|
R3 |
88.10 |
86.61 |
82.86 |
|
R2 |
84.98 |
84.98 |
82.57 |
|
R1 |
83.49 |
83.49 |
82.29 |
82.68 |
PP |
81.86 |
81.86 |
81.86 |
81.45 |
S1 |
80.37 |
80.37 |
81.71 |
79.56 |
S2 |
78.74 |
78.74 |
81.43 |
|
S3 |
75.62 |
77.25 |
81.14 |
|
S4 |
72.50 |
74.13 |
80.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.67 |
80.23 |
4.44 |
5.3% |
1.25 |
1.5% |
71% |
False |
False |
2,936 |
10 |
84.67 |
80.23 |
4.44 |
5.3% |
0.82 |
1.0% |
71% |
False |
False |
2,313 |
20 |
84.73 |
80.23 |
4.50 |
5.4% |
0.70 |
0.8% |
70% |
False |
False |
2,324 |
40 |
84.95 |
73.35 |
11.60 |
13.9% |
0.81 |
1.0% |
86% |
False |
False |
2,082 |
60 |
84.95 |
70.69 |
14.26 |
17.1% |
0.77 |
0.9% |
89% |
False |
False |
1,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.26 |
2.618 |
85.20 |
1.618 |
84.55 |
1.000 |
84.15 |
0.618 |
83.90 |
HIGH |
83.50 |
0.618 |
83.25 |
0.500 |
83.18 |
0.382 |
83.10 |
LOW |
82.85 |
0.618 |
82.45 |
1.000 |
82.20 |
1.618 |
81.80 |
2.618 |
81.15 |
4.250 |
80.09 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
83.31 |
83.34 |
PP |
83.24 |
83.30 |
S1 |
83.18 |
83.27 |
|