NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
78.24 |
78.94 |
0.70 |
0.9% |
77.54 |
| High |
78.22 |
79.25 |
1.03 |
1.3% |
79.25 |
| Low |
78.00 |
78.03 |
0.03 |
0.0% |
77.51 |
| Close |
78.24 |
78.94 |
0.70 |
0.9% |
78.94 |
| Range |
0.22 |
1.22 |
1.00 |
454.5% |
1.74 |
| ATR |
1.36 |
1.35 |
-0.01 |
-0.7% |
0.00 |
| Volume |
4,065 |
2,116 |
-1,949 |
-47.9% |
12,486 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.40 |
81.89 |
79.61 |
|
| R3 |
81.18 |
80.67 |
79.28 |
|
| R2 |
79.96 |
79.96 |
79.16 |
|
| R1 |
79.45 |
79.45 |
79.05 |
79.55 |
| PP |
78.74 |
78.74 |
78.74 |
78.79 |
| S1 |
78.23 |
78.23 |
78.83 |
78.33 |
| S2 |
77.52 |
77.52 |
78.72 |
|
| S3 |
76.30 |
77.01 |
78.60 |
|
| S4 |
75.08 |
75.79 |
78.27 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.79 |
83.10 |
79.90 |
|
| R3 |
82.05 |
81.36 |
79.42 |
|
| R2 |
80.31 |
80.31 |
79.26 |
|
| R1 |
79.62 |
79.62 |
79.10 |
79.97 |
| PP |
78.57 |
78.57 |
78.57 |
78.74 |
| S1 |
77.88 |
77.88 |
78.78 |
78.23 |
| S2 |
76.83 |
76.83 |
78.62 |
|
| S3 |
75.09 |
76.14 |
78.46 |
|
| S4 |
73.35 |
74.40 |
77.98 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.44 |
|
2.618 |
82.44 |
|
1.618 |
81.22 |
|
1.000 |
80.47 |
|
0.618 |
80.00 |
|
HIGH |
79.25 |
|
0.618 |
78.78 |
|
0.500 |
78.64 |
|
0.382 |
78.50 |
|
LOW |
78.03 |
|
0.618 |
77.28 |
|
1.000 |
76.81 |
|
1.618 |
76.06 |
|
2.618 |
74.84 |
|
4.250 |
72.85 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.84 |
78.84 |
| PP |
78.74 |
78.73 |
| S1 |
78.64 |
78.63 |
|