NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.46 |
76.09 |
-1.37 |
-1.8% |
77.62 |
| High |
77.84 |
76.43 |
-1.41 |
-1.8% |
80.40 |
| Low |
75.70 |
74.50 |
-1.20 |
-1.6% |
76.49 |
| Close |
75.91 |
74.62 |
-1.29 |
-1.7% |
77.25 |
| Range |
2.14 |
1.93 |
-0.21 |
-9.8% |
3.91 |
| ATR |
2.45 |
2.42 |
-0.04 |
-1.5% |
0.00 |
| Volume |
125,080 |
168,776 |
43,696 |
34.9% |
488,828 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.97 |
79.73 |
75.68 |
|
| R3 |
79.04 |
77.80 |
75.15 |
|
| R2 |
77.11 |
77.11 |
74.97 |
|
| R1 |
75.87 |
75.87 |
74.80 |
75.53 |
| PP |
75.18 |
75.18 |
75.18 |
75.01 |
| S1 |
73.94 |
73.94 |
74.44 |
73.60 |
| S2 |
73.25 |
73.25 |
74.27 |
|
| S3 |
71.32 |
72.01 |
74.09 |
|
| S4 |
69.39 |
70.08 |
73.56 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.78 |
87.42 |
79.40 |
|
| R3 |
85.87 |
83.51 |
78.33 |
|
| R2 |
81.96 |
81.96 |
77.97 |
|
| R1 |
79.60 |
79.60 |
77.61 |
78.83 |
| PP |
78.05 |
78.05 |
78.05 |
77.66 |
| S1 |
75.69 |
75.69 |
76.89 |
74.92 |
| S2 |
74.14 |
74.14 |
76.53 |
|
| S3 |
70.23 |
71.78 |
76.17 |
|
| S4 |
66.32 |
67.87 |
75.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.97 |
74.50 |
5.47 |
7.3% |
2.22 |
3.0% |
2% |
False |
True |
124,496 |
| 10 |
80.40 |
73.73 |
6.67 |
8.9% |
2.57 |
3.4% |
13% |
False |
False |
115,932 |
| 20 |
81.73 |
73.73 |
8.00 |
10.7% |
2.40 |
3.2% |
11% |
False |
False |
76,804 |
| 40 |
83.19 |
73.73 |
9.46 |
12.7% |
2.37 |
3.2% |
9% |
False |
False |
50,835 |
| 60 |
83.19 |
66.82 |
16.37 |
21.9% |
2.28 |
3.1% |
48% |
False |
False |
37,706 |
| 80 |
83.19 |
66.82 |
16.37 |
21.9% |
2.15 |
2.9% |
48% |
False |
False |
29,775 |
| 100 |
83.19 |
66.82 |
16.37 |
21.9% |
2.02 |
2.7% |
48% |
False |
False |
24,846 |
| 120 |
83.19 |
63.61 |
19.58 |
26.2% |
1.85 |
2.5% |
56% |
False |
False |
21,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.63 |
|
2.618 |
81.48 |
|
1.618 |
79.55 |
|
1.000 |
78.36 |
|
0.618 |
77.62 |
|
HIGH |
76.43 |
|
0.618 |
75.69 |
|
0.500 |
75.47 |
|
0.382 |
75.24 |
|
LOW |
74.50 |
|
0.618 |
73.31 |
|
1.000 |
72.57 |
|
1.618 |
71.38 |
|
2.618 |
69.45 |
|
4.250 |
66.30 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.47 |
77.05 |
| PP |
75.18 |
76.24 |
| S1 |
74.90 |
75.43 |
|