NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
77.02 |
77.11 |
0.09 |
0.1% |
81.56 |
High |
77.23 |
77.35 |
0.12 |
0.2% |
82.22 |
Low |
76.35 |
77.29 |
0.94 |
1.2% |
76.74 |
Close |
77.02 |
77.11 |
0.09 |
0.1% |
77.04 |
Range |
0.88 |
0.06 |
-0.82 |
-93.2% |
5.48 |
ATR |
1.39 |
1.32 |
-0.08 |
-5.5% |
0.00 |
Volume |
1,648 |
1,487 |
-161 |
-9.8% |
14,614 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.43 |
77.33 |
77.14 |
|
R3 |
77.37 |
77.27 |
77.13 |
|
R2 |
77.31 |
77.31 |
77.12 |
|
R1 |
77.21 |
77.21 |
77.12 |
77.14 |
PP |
77.25 |
77.25 |
77.25 |
77.22 |
S1 |
77.15 |
77.15 |
77.10 |
77.08 |
S2 |
77.19 |
77.19 |
77.10 |
|
S3 |
77.13 |
77.09 |
77.09 |
|
S4 |
77.07 |
77.03 |
77.08 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.11 |
91.55 |
80.05 |
|
R3 |
89.63 |
86.07 |
78.55 |
|
R2 |
84.15 |
84.15 |
78.04 |
|
R1 |
80.59 |
80.59 |
77.54 |
79.63 |
PP |
78.67 |
78.67 |
78.67 |
78.19 |
S1 |
75.11 |
75.11 |
76.54 |
74.15 |
S2 |
73.19 |
73.19 |
76.04 |
|
S3 |
67.71 |
69.63 |
75.53 |
|
S4 |
62.23 |
64.15 |
74.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.69 |
76.35 |
3.34 |
4.3% |
0.86 |
1.1% |
23% |
False |
False |
2,337 |
10 |
84.67 |
76.35 |
8.32 |
10.8% |
0.99 |
1.3% |
9% |
False |
False |
2,625 |
20 |
84.67 |
76.35 |
8.32 |
10.8% |
0.88 |
1.1% |
9% |
False |
False |
2,398 |
40 |
84.95 |
76.35 |
8.60 |
11.2% |
0.89 |
1.2% |
9% |
False |
False |
2,252 |
60 |
84.95 |
70.69 |
14.26 |
18.5% |
0.84 |
1.1% |
45% |
False |
False |
2,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.61 |
2.618 |
77.51 |
1.618 |
77.45 |
1.000 |
77.41 |
0.618 |
77.39 |
HIGH |
77.35 |
0.618 |
77.33 |
0.500 |
77.32 |
0.382 |
77.31 |
LOW |
77.29 |
0.618 |
77.25 |
1.000 |
77.23 |
1.618 |
77.19 |
2.618 |
77.13 |
4.250 |
77.04 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
77.32 |
77.04 |
PP |
77.25 |
76.96 |
S1 |
77.18 |
76.89 |
|