NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
77.77 |
78.43 |
0.66 |
0.8% |
77.02 |
High |
77.59 |
78.92 |
1.33 |
1.7% |
78.92 |
Low |
77.31 |
78.75 |
1.44 |
1.9% |
76.35 |
Close |
77.77 |
78.43 |
0.66 |
0.8% |
78.43 |
Range |
0.28 |
0.17 |
-0.11 |
-39.3% |
2.57 |
ATR |
1.31 |
1.30 |
-0.01 |
-0.9% |
0.00 |
Volume |
2,336 |
1,433 |
-903 |
-38.7% |
9,074 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.21 |
78.99 |
78.52 |
|
R3 |
79.04 |
78.82 |
78.48 |
|
R2 |
78.87 |
78.87 |
78.46 |
|
R1 |
78.65 |
78.65 |
78.45 |
78.52 |
PP |
78.70 |
78.70 |
78.70 |
78.63 |
S1 |
78.48 |
78.48 |
78.41 |
78.35 |
S2 |
78.53 |
78.53 |
78.40 |
|
S3 |
78.36 |
78.31 |
78.38 |
|
S4 |
78.19 |
78.14 |
78.34 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.61 |
84.59 |
79.84 |
|
R3 |
83.04 |
82.02 |
79.14 |
|
R2 |
80.47 |
80.47 |
78.90 |
|
R1 |
79.45 |
79.45 |
78.67 |
79.96 |
PP |
77.90 |
77.90 |
77.90 |
78.16 |
S1 |
76.88 |
76.88 |
78.19 |
77.39 |
S2 |
75.33 |
75.33 |
77.96 |
|
S3 |
72.76 |
74.31 |
77.72 |
|
S4 |
70.19 |
71.74 |
77.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.92 |
76.35 |
2.57 |
3.3% |
0.49 |
0.6% |
81% |
True |
False |
1,814 |
10 |
82.22 |
76.35 |
5.87 |
7.5% |
0.86 |
1.1% |
35% |
False |
False |
2,368 |
20 |
84.67 |
76.35 |
8.32 |
10.6% |
0.90 |
1.1% |
25% |
False |
False |
2,480 |
40 |
84.75 |
76.35 |
8.40 |
10.7% |
0.83 |
1.1% |
25% |
False |
False |
2,259 |
60 |
84.95 |
70.69 |
14.26 |
18.2% |
0.81 |
1.0% |
54% |
False |
False |
2,081 |
80 |
84.95 |
70.69 |
14.26 |
18.2% |
0.75 |
1.0% |
54% |
False |
False |
1,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.64 |
2.618 |
79.37 |
1.618 |
79.20 |
1.000 |
79.09 |
0.618 |
79.03 |
HIGH |
78.92 |
0.618 |
78.86 |
0.500 |
78.84 |
0.382 |
78.81 |
LOW |
78.75 |
0.618 |
78.64 |
1.000 |
78.58 |
1.618 |
78.47 |
2.618 |
78.30 |
4.250 |
78.03 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.84 |
78.33 |
PP |
78.70 |
78.22 |
S1 |
78.57 |
78.12 |
|