NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
83.05 |
82.09 |
-0.96 |
-1.2% |
83.86 |
| High |
84.79 |
82.47 |
-2.32 |
-2.7% |
85.15 |
| Low |
82.99 |
81.96 |
-1.03 |
-1.2% |
82.13 |
| Close |
83.05 |
82.09 |
-0.96 |
-1.2% |
83.05 |
| Range |
1.80 |
0.51 |
-1.29 |
-71.7% |
3.02 |
| ATR |
1.58 |
1.55 |
-0.04 |
-2.2% |
0.00 |
| Volume |
3,280 |
2,546 |
-734 |
-22.4% |
15,437 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.70 |
83.41 |
82.37 |
|
| R3 |
83.19 |
82.90 |
82.23 |
|
| R2 |
82.68 |
82.68 |
82.18 |
|
| R1 |
82.39 |
82.39 |
82.14 |
82.35 |
| PP |
82.17 |
82.17 |
82.17 |
82.15 |
| S1 |
81.88 |
81.88 |
82.04 |
81.84 |
| S2 |
81.66 |
81.66 |
82.00 |
|
| S3 |
81.15 |
81.37 |
81.95 |
|
| S4 |
80.64 |
80.86 |
81.81 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.50 |
90.80 |
84.71 |
|
| R3 |
89.48 |
87.78 |
83.88 |
|
| R2 |
86.46 |
86.46 |
83.60 |
|
| R1 |
84.76 |
84.76 |
83.33 |
84.10 |
| PP |
83.44 |
83.44 |
83.44 |
83.12 |
| S1 |
81.74 |
81.74 |
82.77 |
81.08 |
| S2 |
80.42 |
80.42 |
82.50 |
|
| S3 |
77.40 |
78.72 |
82.22 |
|
| S4 |
74.38 |
75.70 |
81.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.64 |
|
2.618 |
83.81 |
|
1.618 |
83.30 |
|
1.000 |
82.98 |
|
0.618 |
82.79 |
|
HIGH |
82.47 |
|
0.618 |
82.28 |
|
0.500 |
82.22 |
|
0.382 |
82.15 |
|
LOW |
81.96 |
|
0.618 |
81.64 |
|
1.000 |
81.45 |
|
1.618 |
81.13 |
|
2.618 |
80.62 |
|
4.250 |
79.79 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.22 |
83.38 |
| PP |
82.17 |
82.95 |
| S1 |
82.13 |
82.52 |
|