NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
82.74 |
82.53 |
-0.21 |
-0.3% |
77.65 |
High |
82.79 |
83.31 |
0.52 |
0.6% |
81.00 |
Low |
82.14 |
82.78 |
0.64 |
0.8% |
76.94 |
Close |
82.74 |
82.53 |
-0.21 |
-0.3% |
81.40 |
Range |
0.65 |
0.53 |
-0.12 |
-18.5% |
4.06 |
ATR |
1.23 |
1.18 |
-0.05 |
-3.8% |
0.00 |
Volume |
634 |
868 |
234 |
36.9% |
6,312 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.46 |
84.03 |
82.82 |
|
R3 |
83.93 |
83.50 |
82.68 |
|
R2 |
83.40 |
83.40 |
82.63 |
|
R1 |
82.97 |
82.97 |
82.58 |
82.80 |
PP |
82.87 |
82.87 |
82.87 |
82.79 |
S1 |
82.44 |
82.44 |
82.48 |
82.27 |
S2 |
82.34 |
82.34 |
82.43 |
|
S3 |
81.81 |
81.91 |
82.38 |
|
S4 |
81.28 |
81.38 |
82.24 |
|
|
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 |
83.31 |
79.86 |
3.45 |
4.2% |
0.65 |
0.8% |
77% |
True |
False |
843 |
10 |
83.31 |
76.94 |
6.37 |
7.7% |
0.86 |
1.0% |
88% |
True |
False |
1,286 |
20 |
83.97 |
76.35 |
7.62 |
9.2% |
0.96 |
1.2% |
81% |
False |
False |
1,971 |
40 |
84.73 |
76.35 |
8.38 |
10.2% |
0.84 |
1.0% |
74% |
False |
False |
2,127 |
60 |
84.95 |
73.35 |
11.60 |
14.1% |
0.86 |
1.0% |
79% |
False |
False |
2,028 |
80 |
84.95 |
70.69 |
14.26 |
17.3% |
0.83 |
1.0% |
83% |
False |
False |
1,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.56 |
2.618 |
84.70 |
1.618 |
84.17 |
1.000 |
83.84 |
0.618 |
83.64 |
HIGH |
83.31 |
0.618 |
83.11 |
0.500 |
83.05 |
0.382 |
82.98 |
LOW |
82.78 |
0.618 |
82.45 |
1.000 |
82.25 |
1.618 |
81.92 |
2.618 |
81.39 |
4.250 |
80.53 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
83.05 |
82.67 |
PP |
82.87 |
82.62 |
S1 |
82.70 |
82.58 |
|