NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
82.24 |
82.40 |
0.16 |
0.2% |
77.65 |
High |
82.36 |
82.59 |
0.23 |
0.3% |
81.00 |
Low |
81.97 |
82.03 |
0.06 |
0.1% |
76.94 |
Close |
82.26 |
82.40 |
0.14 |
0.2% |
81.40 |
Range |
0.39 |
0.56 |
0.17 |
43.6% |
4.06 |
ATR |
1.33 |
1.27 |
-0.05 |
-4.1% |
0.00 |
Volume |
647 |
630 |
-17 |
-2.6% |
6,312 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.02 |
83.77 |
82.71 |
|
R3 |
83.46 |
83.21 |
82.55 |
|
R2 |
82.90 |
82.90 |
82.50 |
|
R1 |
82.65 |
82.65 |
82.45 |
82.68 |
PP |
82.34 |
82.34 |
82.34 |
82.36 |
S1 |
82.09 |
82.09 |
82.35 |
82.12 |
S2 |
81.78 |
81.78 |
82.30 |
|
S3 |
81.22 |
81.53 |
82.25 |
|
S4 |
80.66 |
80.97 |
82.09 |
|
|
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 |
82.59 |
76.94 |
5.65 |
6.9% |
1.12 |
1.4% |
97% |
True |
False |
1,025 |
10 |
82.59 |
76.94 |
5.65 |
6.9% |
0.86 |
1.0% |
97% |
True |
False |
1,501 |
20 |
84.67 |
76.35 |
8.32 |
10.1% |
1.00 |
1.2% |
73% |
False |
False |
2,169 |
40 |
84.73 |
76.35 |
8.38 |
10.2% |
0.86 |
1.0% |
72% |
False |
False |
2,206 |
60 |
84.95 |
73.35 |
11.60 |
14.1% |
0.85 |
1.0% |
78% |
False |
False |
2,036 |
80 |
84.95 |
70.69 |
14.26 |
17.3% |
0.82 |
1.0% |
82% |
False |
False |
1,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.97 |
2.618 |
84.06 |
1.618 |
83.50 |
1.000 |
83.15 |
0.618 |
82.94 |
HIGH |
82.59 |
0.618 |
82.38 |
0.500 |
82.31 |
0.382 |
82.24 |
LOW |
82.03 |
0.618 |
81.68 |
1.000 |
81.47 |
1.618 |
81.12 |
2.618 |
80.56 |
4.250 |
79.65 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
82.37 |
82.01 |
PP |
82.34 |
81.62 |
S1 |
82.31 |
81.23 |
|