NYMEX Light Sweet Crude Oil Future January 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 |
75.83 |
75.80 |
-0.03 |
0.0% |
76.05 |
| High |
77.90 |
76.10 |
-1.80 |
-2.3% |
79.04 |
| Low |
74.85 |
73.70 |
-1.15 |
-1.5% |
74.85 |
| Close |
75.47 |
73.93 |
-1.54 |
-2.0% |
75.47 |
| Range |
3.05 |
2.40 |
-0.65 |
-21.3% |
4.19 |
| ATR |
2.57 |
2.56 |
-0.01 |
-0.5% |
0.00 |
| Volume |
351,788 |
411,579 |
59,791 |
17.0% |
1,663,053 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.78 |
80.25 |
75.25 |
|
| R3 |
79.38 |
77.85 |
74.59 |
|
| R2 |
76.98 |
76.98 |
74.37 |
|
| R1 |
75.45 |
75.45 |
74.15 |
75.02 |
| PP |
74.58 |
74.58 |
74.58 |
74.36 |
| S1 |
73.05 |
73.05 |
73.71 |
72.62 |
| S2 |
72.18 |
72.18 |
73.49 |
|
| S3 |
69.78 |
70.65 |
73.27 |
|
| S4 |
67.38 |
68.25 |
72.61 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.02 |
86.44 |
77.77 |
|
| R3 |
84.83 |
82.25 |
76.62 |
|
| R2 |
80.64 |
80.64 |
76.24 |
|
| R1 |
78.06 |
78.06 |
75.85 |
77.26 |
| PP |
76.45 |
76.45 |
76.45 |
76.05 |
| S1 |
73.87 |
73.87 |
75.09 |
73.07 |
| S2 |
72.26 |
72.26 |
74.70 |
|
| S3 |
68.07 |
69.68 |
74.32 |
|
| S4 |
63.88 |
65.49 |
73.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.04 |
73.70 |
5.34 |
7.2% |
2.36 |
3.2% |
4% |
False |
True |
354,657 |
| 10 |
79.92 |
72.39 |
7.53 |
10.2% |
2.78 |
3.8% |
20% |
False |
False |
347,098 |
| 20 |
81.12 |
72.39 |
8.73 |
11.8% |
2.52 |
3.4% |
18% |
False |
False |
254,012 |
| 40 |
82.58 |
72.39 |
10.19 |
13.8% |
2.46 |
3.3% |
15% |
False |
False |
163,833 |
| 60 |
82.58 |
66.10 |
16.48 |
22.3% |
2.41 |
3.3% |
48% |
False |
False |
120,376 |
| 80 |
82.58 |
66.10 |
16.48 |
22.3% |
2.40 |
3.2% |
48% |
False |
False |
93,531 |
| 100 |
82.58 |
66.10 |
16.48 |
22.3% |
2.30 |
3.1% |
48% |
False |
False |
76,667 |
| 120 |
82.58 |
63.01 |
19.57 |
26.5% |
2.20 |
3.0% |
56% |
False |
False |
64,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.30 |
|
2.618 |
82.38 |
|
1.618 |
79.98 |
|
1.000 |
78.50 |
|
0.618 |
77.58 |
|
HIGH |
76.10 |
|
0.618 |
75.18 |
|
0.500 |
74.90 |
|
0.382 |
74.62 |
|
LOW |
73.70 |
|
0.618 |
72.22 |
|
1.000 |
71.30 |
|
1.618 |
69.82 |
|
2.618 |
67.42 |
|
4.250 |
63.50 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.90 |
75.80 |
| PP |
74.58 |
75.18 |
| S1 |
74.25 |
74.55 |
|