NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
70.78 |
72.74 |
1.96 |
2.8% |
75.80 |
High |
73.55 |
73.13 |
-0.42 |
-0.6% |
76.10 |
Low |
70.59 |
71.21 |
0.62 |
0.9% |
69.46 |
Close |
72.66 |
72.65 |
-0.01 |
0.0% |
69.87 |
Range |
2.96 |
1.92 |
-1.04 |
-35.1% |
6.64 |
ATR |
2.41 |
2.38 |
-0.04 |
-1.5% |
0.00 |
Volume |
262,945 |
298,377 |
35,432 |
13.5% |
2,130,223 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.09 |
77.29 |
73.71 |
|
R3 |
76.17 |
75.37 |
73.18 |
|
R2 |
74.25 |
74.25 |
73.00 |
|
R1 |
73.45 |
73.45 |
72.83 |
72.89 |
PP |
72.33 |
72.33 |
72.33 |
72.05 |
S1 |
71.53 |
71.53 |
72.47 |
70.97 |
S2 |
70.41 |
70.41 |
72.30 |
|
S3 |
68.49 |
69.61 |
72.12 |
|
S4 |
66.57 |
67.69 |
71.59 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.73 |
87.44 |
73.52 |
|
R3 |
85.09 |
80.80 |
71.70 |
|
R2 |
78.45 |
78.45 |
71.09 |
|
R1 |
74.16 |
74.16 |
70.48 |
72.99 |
PP |
71.81 |
71.81 |
71.81 |
71.22 |
S1 |
67.52 |
67.52 |
69.26 |
66.35 |
S2 |
65.17 |
65.17 |
68.65 |
|
S3 |
58.53 |
60.88 |
68.04 |
|
S4 |
51.89 |
54.24 |
66.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.55 |
68.59 |
4.96 |
6.8% |
2.02 |
2.8% |
82% |
False |
False |
316,264 |
10 |
77.90 |
68.59 |
9.31 |
12.8% |
2.27 |
3.1% |
44% |
False |
False |
365,567 |
20 |
80.40 |
68.59 |
11.81 |
16.3% |
2.49 |
3.4% |
34% |
False |
False |
343,099 |
40 |
82.43 |
68.59 |
13.84 |
19.1% |
2.46 |
3.4% |
29% |
False |
False |
224,916 |
60 |
82.58 |
66.10 |
16.48 |
22.7% |
2.41 |
3.3% |
40% |
False |
False |
166,208 |
80 |
82.58 |
66.10 |
16.48 |
22.7% |
2.37 |
3.3% |
40% |
False |
False |
128,496 |
100 |
82.58 |
66.10 |
16.48 |
22.7% |
2.34 |
3.2% |
40% |
False |
False |
104,904 |
120 |
82.58 |
63.01 |
19.57 |
26.9% |
2.24 |
3.1% |
49% |
False |
False |
88,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.29 |
2.618 |
78.16 |
1.618 |
76.24 |
1.000 |
75.05 |
0.618 |
74.32 |
HIGH |
73.13 |
0.618 |
72.40 |
0.500 |
72.17 |
0.382 |
71.94 |
LOW |
71.21 |
0.618 |
70.02 |
1.000 |
69.29 |
1.618 |
68.10 |
2.618 |
66.18 |
4.250 |
63.05 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
72.49 |
72.24 |
PP |
72.33 |
71.84 |
S1 |
72.17 |
71.43 |
|