NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
82.40 |
82.74 |
0.34 |
0.4% |
77.65 |
High |
82.59 |
82.79 |
0.20 |
0.2% |
81.00 |
Low |
82.03 |
82.14 |
0.11 |
0.1% |
76.94 |
Close |
82.40 |
82.74 |
0.34 |
0.4% |
81.40 |
Range |
0.56 |
0.65 |
0.09 |
16.1% |
4.06 |
ATR |
1.27 |
1.23 |
-0.04 |
-3.5% |
0.00 |
Volume |
630 |
634 |
4 |
0.6% |
6,312 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.51 |
84.27 |
83.10 |
|
R3 |
83.86 |
83.62 |
82.92 |
|
R2 |
83.21 |
83.21 |
82.86 |
|
R1 |
82.97 |
82.97 |
82.80 |
83.07 |
PP |
82.56 |
82.56 |
82.56 |
82.60 |
S1 |
82.32 |
82.32 |
82.68 |
82.42 |
S2 |
81.91 |
81.91 |
82.62 |
|
S3 |
81.26 |
81.67 |
82.56 |
|
S4 |
80.61 |
81.02 |
82.38 |
|
|
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 |
82.79 |
78.07 |
4.72 |
5.7% |
0.97 |
1.2% |
99% |
True |
False |
931 |
10 |
82.79 |
76.94 |
5.85 |
7.1% |
0.91 |
1.1% |
99% |
True |
False |
1,416 |
20 |
84.67 |
76.35 |
8.32 |
10.1% |
0.95 |
1.1% |
77% |
False |
False |
2,020 |
40 |
84.73 |
76.35 |
8.38 |
10.1% |
0.83 |
1.0% |
76% |
False |
False |
2,164 |
60 |
84.95 |
73.35 |
11.60 |
14.0% |
0.85 |
1.0% |
81% |
False |
False |
2,025 |
80 |
84.95 |
70.69 |
14.26 |
17.2% |
0.82 |
1.0% |
85% |
False |
False |
1,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.55 |
2.618 |
84.49 |
1.618 |
83.84 |
1.000 |
83.44 |
0.618 |
83.19 |
HIGH |
82.79 |
0.618 |
82.54 |
0.500 |
82.47 |
0.382 |
82.39 |
LOW |
82.14 |
0.618 |
81.74 |
1.000 |
81.49 |
1.618 |
81.09 |
2.618 |
80.44 |
4.250 |
79.38 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
82.65 |
82.62 |
PP |
82.56 |
82.50 |
S1 |
82.47 |
82.38 |
|