NYMEX Light Sweet Crude Oil Future January 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 |
72.74 |
72.60 |
-0.14 |
-0.2% |
69.63 |
| High |
73.13 |
74.69 |
1.56 |
2.1% |
74.69 |
| Low |
71.21 |
72.55 |
1.34 |
1.9% |
68.59 |
| Close |
72.65 |
73.36 |
0.71 |
1.0% |
73.36 |
| Range |
1.92 |
2.14 |
0.22 |
11.5% |
6.10 |
| ATR |
2.38 |
2.36 |
-0.02 |
-0.7% |
0.00 |
| Volume |
298,377 |
173,958 |
-124,419 |
-41.7% |
1,347,622 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.95 |
78.80 |
74.54 |
|
| R3 |
77.81 |
76.66 |
73.95 |
|
| R2 |
75.67 |
75.67 |
73.75 |
|
| R1 |
74.52 |
74.52 |
73.56 |
75.10 |
| PP |
73.53 |
73.53 |
73.53 |
73.82 |
| S1 |
72.38 |
72.38 |
73.16 |
72.96 |
| S2 |
71.39 |
71.39 |
72.97 |
|
| S3 |
69.25 |
70.24 |
72.77 |
|
| S4 |
67.11 |
68.10 |
72.18 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.51 |
88.04 |
76.72 |
|
| R3 |
84.41 |
81.94 |
75.04 |
|
| R2 |
78.31 |
78.31 |
74.48 |
|
| R1 |
75.84 |
75.84 |
73.92 |
77.08 |
| PP |
72.21 |
72.21 |
72.21 |
72.83 |
| S1 |
69.74 |
69.74 |
72.80 |
70.98 |
| S2 |
66.11 |
66.11 |
72.24 |
|
| S3 |
60.01 |
63.64 |
71.68 |
|
| S4 |
53.91 |
57.54 |
70.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.69 |
68.59 |
6.10 |
8.3% |
2.10 |
2.9% |
78% |
True |
False |
269,524 |
| 10 |
76.10 |
68.59 |
7.51 |
10.2% |
2.18 |
3.0% |
64% |
False |
False |
347,784 |
| 20 |
79.92 |
68.59 |
11.33 |
15.4% |
2.45 |
3.3% |
42% |
False |
False |
342,399 |
| 40 |
82.43 |
68.59 |
13.84 |
18.9% |
2.47 |
3.4% |
34% |
False |
False |
226,789 |
| 60 |
82.58 |
66.10 |
16.48 |
22.5% |
2.39 |
3.3% |
44% |
False |
False |
168,365 |
| 80 |
82.58 |
66.10 |
16.48 |
22.5% |
2.38 |
3.2% |
44% |
False |
False |
130,518 |
| 100 |
82.58 |
66.10 |
16.48 |
22.5% |
2.33 |
3.2% |
44% |
False |
False |
106,552 |
| 120 |
82.58 |
63.01 |
19.57 |
26.7% |
2.23 |
3.0% |
53% |
False |
False |
90,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.79 |
|
2.618 |
80.29 |
|
1.618 |
78.15 |
|
1.000 |
76.83 |
|
0.618 |
76.01 |
|
HIGH |
74.69 |
|
0.618 |
73.87 |
|
0.500 |
73.62 |
|
0.382 |
73.37 |
|
LOW |
72.55 |
|
0.618 |
71.23 |
|
1.000 |
70.41 |
|
1.618 |
69.09 |
|
2.618 |
66.95 |
|
4.250 |
63.46 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.62 |
73.12 |
| PP |
73.53 |
72.88 |
| S1 |
73.45 |
72.64 |
|