NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
82.54 |
81.56 |
-0.98 |
-1.2% |
83.36 |
High |
83.97 |
82.22 |
-1.75 |
-2.1% |
84.67 |
Low |
82.22 |
81.47 |
-0.75 |
-0.9% |
81.86 |
Close |
82.54 |
81.56 |
-0.98 |
-1.2% |
82.54 |
Range |
1.75 |
0.75 |
-1.00 |
-57.1% |
2.81 |
ATR |
1.47 |
1.45 |
-0.03 |
-2.0% |
0.00 |
Volume |
4,151 |
4,115 |
-36 |
-0.9% |
12,119 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.00 |
83.53 |
81.97 |
|
R3 |
83.25 |
82.78 |
81.77 |
|
R2 |
82.50 |
82.50 |
81.70 |
|
R1 |
82.03 |
82.03 |
81.63 |
81.94 |
PP |
81.75 |
81.75 |
81.75 |
81.70 |
S1 |
81.28 |
81.28 |
81.49 |
81.19 |
S2 |
81.00 |
81.00 |
81.42 |
|
S3 |
80.25 |
80.53 |
81.35 |
|
S4 |
79.50 |
79.78 |
81.15 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.45 |
89.81 |
84.09 |
|
R3 |
88.64 |
87.00 |
83.31 |
|
R2 |
85.83 |
85.83 |
83.06 |
|
R1 |
84.19 |
84.19 |
82.80 |
83.61 |
PP |
83.02 |
83.02 |
83.02 |
82.73 |
S1 |
81.38 |
81.38 |
82.28 |
80.80 |
S2 |
80.21 |
80.21 |
82.02 |
|
S3 |
77.40 |
78.57 |
81.77 |
|
S4 |
74.59 |
75.76 |
80.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.67 |
81.47 |
3.20 |
3.9% |
1.01 |
1.2% |
3% |
False |
True |
3,246 |
10 |
84.67 |
80.23 |
4.44 |
5.4% |
0.96 |
1.2% |
30% |
False |
False |
2,877 |
20 |
84.67 |
80.23 |
4.44 |
5.4% |
0.80 |
1.0% |
30% |
False |
False |
2,424 |
40 |
84.95 |
76.14 |
8.81 |
10.8% |
0.80 |
1.0% |
62% |
False |
False |
2,215 |
60 |
84.95 |
70.69 |
14.26 |
17.5% |
0.79 |
1.0% |
76% |
False |
False |
1,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.41 |
2.618 |
84.18 |
1.618 |
83.43 |
1.000 |
82.97 |
0.618 |
82.68 |
HIGH |
82.22 |
0.618 |
81.93 |
0.500 |
81.85 |
0.382 |
81.76 |
LOW |
81.47 |
0.618 |
81.01 |
1.000 |
80.72 |
1.618 |
80.26 |
2.618 |
79.51 |
4.250 |
78.28 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
81.85 |
82.72 |
PP |
81.75 |
82.33 |
S1 |
81.66 |
81.95 |
|