NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.39 |
73.43 |
-0.96 |
-1.3% |
71.70 |
| High |
75.24 |
74.91 |
-0.33 |
-0.4% |
75.65 |
| Low |
73.17 |
72.72 |
-0.45 |
-0.6% |
70.83 |
| Close |
73.72 |
74.40 |
0.68 |
0.9% |
74.42 |
| Range |
2.07 |
2.19 |
0.12 |
5.8% |
4.82 |
| ATR |
2.24 |
2.24 |
0.00 |
-0.2% |
0.00 |
| Volume |
278,790 |
189,118 |
-89,672 |
-32.2% |
959,752 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.58 |
79.68 |
75.60 |
|
| R3 |
78.39 |
77.49 |
75.00 |
|
| R2 |
76.20 |
76.20 |
74.80 |
|
| R1 |
75.30 |
75.30 |
74.60 |
75.75 |
| PP |
74.01 |
74.01 |
74.01 |
74.24 |
| S1 |
73.11 |
73.11 |
74.20 |
73.56 |
| S2 |
71.82 |
71.82 |
74.00 |
|
| S3 |
69.63 |
70.92 |
73.80 |
|
| S4 |
67.44 |
68.73 |
73.20 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.09 |
86.08 |
77.07 |
|
| R3 |
83.27 |
81.26 |
75.75 |
|
| R2 |
78.45 |
78.45 |
75.30 |
|
| R1 |
76.44 |
76.44 |
74.86 |
77.45 |
| PP |
73.63 |
73.63 |
73.63 |
74.14 |
| S1 |
71.62 |
71.62 |
73.98 |
72.63 |
| S2 |
68.81 |
68.81 |
73.54 |
|
| S3 |
63.99 |
66.80 |
73.09 |
|
| S4 |
59.17 |
61.98 |
71.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.65 |
72.62 |
3.03 |
4.1% |
2.16 |
2.9% |
59% |
False |
False |
214,707 |
| 10 |
75.68 |
70.83 |
4.85 |
6.5% |
2.09 |
2.8% |
74% |
False |
False |
215,863 |
| 20 |
80.40 |
70.83 |
9.57 |
12.9% |
2.33 |
3.1% |
37% |
False |
False |
165,897 |
| 40 |
82.28 |
70.83 |
11.45 |
15.4% |
2.35 |
3.2% |
31% |
False |
False |
99,651 |
| 60 |
83.19 |
67.33 |
15.86 |
21.3% |
2.29 |
3.1% |
45% |
False |
False |
72,268 |
| 80 |
83.19 |
66.82 |
16.37 |
22.0% |
2.20 |
3.0% |
46% |
False |
False |
56,093 |
| 100 |
83.19 |
66.82 |
16.37 |
22.0% |
2.07 |
2.8% |
46% |
False |
False |
45,919 |
| 120 |
83.19 |
63.61 |
19.58 |
26.3% |
1.95 |
2.6% |
55% |
False |
False |
38,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.22 |
|
2.618 |
80.64 |
|
1.618 |
78.45 |
|
1.000 |
77.10 |
|
0.618 |
76.26 |
|
HIGH |
74.91 |
|
0.618 |
74.07 |
|
0.500 |
73.82 |
|
0.382 |
73.56 |
|
LOW |
72.72 |
|
0.618 |
71.37 |
|
1.000 |
70.53 |
|
1.618 |
69.18 |
|
2.618 |
66.99 |
|
4.250 |
63.41 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.21 |
74.33 |
| PP |
74.01 |
74.26 |
| S1 |
73.82 |
74.19 |
|