NYMEX Light Sweet Crude Oil Future September 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 |
82.68 |
82.82 |
0.14 |
0.2% |
78.13 |
| High |
82.66 |
83.03 |
0.37 |
0.4% |
81.81 |
| Low |
82.56 |
82.64 |
0.08 |
0.1% |
77.51 |
| Close |
82.68 |
82.82 |
0.14 |
0.2% |
81.85 |
| Range |
0.10 |
0.39 |
0.29 |
290.0% |
4.30 |
| ATR |
1.31 |
1.24 |
-0.07 |
-5.0% |
0.00 |
| Volume |
515 |
1,173 |
658 |
127.8% |
9,313 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.00 |
83.80 |
83.03 |
|
| R3 |
83.61 |
83.41 |
82.93 |
|
| R2 |
83.22 |
83.22 |
82.89 |
|
| R1 |
83.02 |
83.02 |
82.86 |
83.02 |
| PP |
82.83 |
82.83 |
82.83 |
82.83 |
| S1 |
82.63 |
82.63 |
82.78 |
82.63 |
| S2 |
82.44 |
82.44 |
82.75 |
|
| S3 |
82.05 |
82.24 |
82.71 |
|
| S4 |
81.66 |
81.85 |
82.61 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.29 |
91.87 |
84.22 |
|
| R3 |
88.99 |
87.57 |
83.03 |
|
| R2 |
84.69 |
84.69 |
82.64 |
|
| R1 |
83.27 |
83.27 |
82.24 |
83.98 |
| PP |
80.39 |
80.39 |
80.39 |
80.75 |
| S1 |
78.97 |
78.97 |
81.46 |
79.68 |
| S2 |
76.09 |
76.09 |
81.06 |
|
| S3 |
71.79 |
74.67 |
80.67 |
|
| S4 |
67.49 |
70.37 |
79.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.69 |
|
2.618 |
84.05 |
|
1.618 |
83.66 |
|
1.000 |
83.42 |
|
0.618 |
83.27 |
|
HIGH |
83.03 |
|
0.618 |
82.88 |
|
0.500 |
82.84 |
|
0.382 |
82.79 |
|
LOW |
82.64 |
|
0.618 |
82.40 |
|
1.000 |
82.25 |
|
1.618 |
82.01 |
|
2.618 |
81.62 |
|
4.250 |
80.98 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.84 |
82.44 |
| PP |
82.83 |
82.05 |
| S1 |
82.83 |
81.67 |
|