NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
71.89 |
72.84 |
0.95 |
1.3% |
77.46 |
| High |
73.21 |
75.00 |
1.79 |
2.4% |
77.84 |
| Low |
71.69 |
72.62 |
0.93 |
1.3% |
71.30 |
| Close |
72.69 |
74.38 |
1.69 |
2.3% |
71.95 |
| Range |
1.52 |
2.38 |
0.86 |
56.6% |
6.54 |
| ATR |
2.28 |
2.28 |
0.01 |
0.3% |
0.00 |
| Volume |
166,311 |
169,614 |
3,303 |
2.0% |
1,024,827 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.14 |
80.14 |
75.69 |
|
| R3 |
78.76 |
77.76 |
75.03 |
|
| R2 |
76.38 |
76.38 |
74.82 |
|
| R1 |
75.38 |
75.38 |
74.60 |
75.88 |
| PP |
74.00 |
74.00 |
74.00 |
74.25 |
| S1 |
73.00 |
73.00 |
74.16 |
73.50 |
| S2 |
71.62 |
71.62 |
73.94 |
|
| S3 |
69.24 |
70.62 |
73.73 |
|
| S4 |
66.86 |
68.24 |
73.07 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.32 |
89.17 |
75.55 |
|
| R3 |
86.78 |
82.63 |
73.75 |
|
| R2 |
80.24 |
80.24 |
73.15 |
|
| R1 |
76.09 |
76.09 |
72.55 |
74.90 |
| PP |
73.70 |
73.70 |
73.70 |
73.10 |
| S1 |
69.55 |
69.55 |
71.35 |
68.36 |
| S2 |
67.16 |
67.16 |
70.75 |
|
| S3 |
60.62 |
63.01 |
70.15 |
|
| S4 |
54.08 |
56.47 |
68.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.00 |
70.83 |
4.17 |
5.6% |
1.77 |
2.4% |
85% |
True |
False |
204,334 |
| 10 |
79.60 |
70.83 |
8.77 |
11.8% |
2.14 |
2.9% |
40% |
False |
False |
177,404 |
| 20 |
81.59 |
70.83 |
10.76 |
14.5% |
2.35 |
3.2% |
33% |
False |
False |
129,875 |
| 40 |
83.19 |
70.83 |
12.36 |
16.6% |
2.42 |
3.3% |
29% |
False |
False |
79,624 |
| 60 |
83.19 |
66.82 |
16.37 |
22.0% |
2.31 |
3.1% |
46% |
False |
False |
58,013 |
| 80 |
83.19 |
66.82 |
16.37 |
22.0% |
2.19 |
2.9% |
46% |
False |
False |
45,074 |
| 100 |
83.19 |
66.82 |
16.37 |
22.0% |
2.07 |
2.8% |
46% |
False |
False |
37,093 |
| 120 |
83.19 |
63.61 |
19.58 |
26.3% |
1.91 |
2.6% |
55% |
False |
False |
31,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.12 |
|
2.618 |
81.23 |
|
1.618 |
78.85 |
|
1.000 |
77.38 |
|
0.618 |
76.47 |
|
HIGH |
75.00 |
|
0.618 |
74.09 |
|
0.500 |
73.81 |
|
0.382 |
73.53 |
|
LOW |
72.62 |
|
0.618 |
71.15 |
|
1.000 |
70.24 |
|
1.618 |
68.77 |
|
2.618 |
66.39 |
|
4.250 |
62.51 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.19 |
73.89 |
| PP |
74.00 |
73.40 |
| S1 |
73.81 |
72.92 |
|