NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
78.80 |
79.28 |
0.48 |
0.6% |
74.39 |
| High |
79.80 |
80.00 |
0.20 |
0.3% |
78.25 |
| Low |
78.46 |
79.16 |
0.70 |
0.9% |
72.72 |
| Close |
79.28 |
79.36 |
0.08 |
0.1% |
78.05 |
| Range |
1.34 |
0.84 |
-0.50 |
-37.3% |
5.53 |
| ATR |
2.08 |
1.99 |
-0.09 |
-4.3% |
0.00 |
| Volume |
137,090 |
156,075 |
18,985 |
13.8% |
870,323 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.03 |
81.53 |
79.82 |
|
| R3 |
81.19 |
80.69 |
79.59 |
|
| R2 |
80.35 |
80.35 |
79.51 |
|
| R1 |
79.85 |
79.85 |
79.44 |
80.10 |
| PP |
79.51 |
79.51 |
79.51 |
79.63 |
| S1 |
79.01 |
79.01 |
79.28 |
79.26 |
| S2 |
78.67 |
78.67 |
79.21 |
|
| S3 |
77.83 |
78.17 |
79.13 |
|
| S4 |
76.99 |
77.33 |
78.90 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.93 |
91.02 |
81.09 |
|
| R3 |
87.40 |
85.49 |
79.57 |
|
| R2 |
81.87 |
81.87 |
79.06 |
|
| R1 |
79.96 |
79.96 |
78.56 |
80.92 |
| PP |
76.34 |
76.34 |
76.34 |
76.82 |
| S1 |
74.43 |
74.43 |
77.54 |
75.39 |
| S2 |
70.81 |
70.81 |
77.04 |
|
| S3 |
65.28 |
68.90 |
76.53 |
|
| S4 |
59.75 |
63.37 |
75.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.00 |
76.19 |
3.81 |
4.8% |
1.39 |
1.8% |
83% |
True |
False |
142,025 |
| 10 |
80.00 |
72.72 |
7.28 |
9.2% |
1.81 |
2.3% |
91% |
True |
False |
181,087 |
| 20 |
80.00 |
70.83 |
9.17 |
11.6% |
1.97 |
2.5% |
93% |
True |
False |
179,246 |
| 40 |
82.28 |
70.83 |
11.45 |
14.4% |
2.19 |
2.8% |
74% |
False |
False |
118,023 |
| 60 |
83.19 |
70.26 |
12.93 |
16.3% |
2.23 |
2.8% |
70% |
False |
False |
86,074 |
| 80 |
83.19 |
66.82 |
16.37 |
20.6% |
2.17 |
2.7% |
77% |
False |
False |
67,009 |
| 100 |
83.19 |
66.82 |
16.37 |
20.6% |
2.10 |
2.6% |
77% |
False |
False |
54,643 |
| 120 |
83.19 |
64.57 |
18.62 |
23.5% |
1.97 |
2.5% |
79% |
False |
False |
46,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.57 |
|
2.618 |
82.20 |
|
1.618 |
81.36 |
|
1.000 |
80.84 |
|
0.618 |
80.52 |
|
HIGH |
80.00 |
|
0.618 |
79.68 |
|
0.500 |
79.58 |
|
0.382 |
79.48 |
|
LOW |
79.16 |
|
0.618 |
78.64 |
|
1.000 |
78.32 |
|
1.618 |
77.80 |
|
2.618 |
76.96 |
|
4.250 |
75.59 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.58 |
79.24 |
| PP |
79.51 |
79.13 |
| S1 |
79.43 |
79.01 |
|