NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
81.40 |
82.24 |
0.84 |
1.0% |
77.65 |
High |
81.00 |
82.36 |
1.36 |
1.7% |
81.00 |
Low |
79.86 |
81.97 |
2.11 |
2.6% |
76.94 |
Close |
81.40 |
82.26 |
0.86 |
1.1% |
81.40 |
Range |
1.14 |
0.39 |
-0.75 |
-65.8% |
4.06 |
ATR |
1.36 |
1.33 |
-0.03 |
-2.1% |
0.00 |
Volume |
1,439 |
647 |
-792 |
-55.0% |
6,312 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.37 |
83.20 |
82.47 |
|
R3 |
82.98 |
82.81 |
82.37 |
|
R2 |
82.59 |
82.59 |
82.33 |
|
R1 |
82.42 |
82.42 |
82.30 |
82.51 |
PP |
82.20 |
82.20 |
82.20 |
82.24 |
S1 |
82.03 |
82.03 |
82.22 |
82.12 |
S2 |
81.81 |
81.81 |
82.19 |
|
S3 |
81.42 |
81.64 |
82.15 |
|
S4 |
81.03 |
81.25 |
82.05 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.96 |
90.74 |
83.63 |
|
R3 |
87.90 |
86.68 |
82.52 |
|
R2 |
83.84 |
83.84 |
82.14 |
|
R1 |
82.62 |
82.62 |
81.77 |
83.23 |
PP |
79.78 |
79.78 |
79.78 |
80.09 |
S1 |
78.56 |
78.56 |
81.03 |
79.17 |
S2 |
75.72 |
75.72 |
80.66 |
|
S3 |
71.66 |
74.50 |
80.28 |
|
S4 |
67.60 |
70.44 |
79.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.36 |
76.94 |
5.42 |
6.6% |
1.28 |
1.6% |
98% |
True |
False |
1,391 |
10 |
82.36 |
76.35 |
6.01 |
7.3% |
0.89 |
1.1% |
98% |
True |
False |
1,603 |
20 |
84.67 |
76.35 |
8.32 |
10.1% |
1.05 |
1.3% |
71% |
False |
False |
2,375 |
40 |
84.73 |
76.35 |
8.38 |
10.2% |
0.88 |
1.1% |
71% |
False |
False |
2,236 |
60 |
84.95 |
73.35 |
11.60 |
14.1% |
0.85 |
1.0% |
77% |
False |
False |
2,054 |
80 |
84.95 |
70.69 |
14.26 |
17.3% |
0.82 |
1.0% |
81% |
False |
False |
1,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.02 |
2.618 |
83.38 |
1.618 |
82.99 |
1.000 |
82.75 |
0.618 |
82.60 |
HIGH |
82.36 |
0.618 |
82.21 |
0.500 |
82.17 |
0.382 |
82.12 |
LOW |
81.97 |
0.618 |
81.73 |
1.000 |
81.58 |
1.618 |
81.34 |
2.618 |
80.95 |
4.250 |
80.31 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
82.23 |
81.58 |
PP |
82.20 |
80.90 |
S1 |
82.17 |
80.22 |
|