NYMEX Light Sweet Crude Oil Future March 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 |
78.76 |
77.60 |
-1.16 |
-1.5% |
78.76 |
| High |
79.36 |
78.09 |
-1.27 |
-1.6% |
81.52 |
| Low |
77.35 |
76.03 |
-1.32 |
-1.7% |
77.67 |
| Close |
77.55 |
76.14 |
-1.41 |
-1.8% |
78.72 |
| Range |
2.01 |
2.06 |
0.05 |
2.5% |
3.85 |
| ATR |
2.38 |
2.35 |
-0.02 |
-1.0% |
0.00 |
| Volume |
55,510 |
78,024 |
22,514 |
40.6% |
220,569 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.93 |
81.60 |
77.27 |
|
| R3 |
80.87 |
79.54 |
76.71 |
|
| R2 |
78.81 |
78.81 |
76.52 |
|
| R1 |
77.48 |
77.48 |
76.33 |
77.12 |
| PP |
76.75 |
76.75 |
76.75 |
76.57 |
| S1 |
75.42 |
75.42 |
75.95 |
75.06 |
| S2 |
74.69 |
74.69 |
75.76 |
|
| S3 |
72.63 |
73.36 |
75.57 |
|
| S4 |
70.57 |
71.30 |
75.01 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.85 |
88.64 |
80.84 |
|
| R3 |
87.00 |
84.79 |
79.78 |
|
| R2 |
83.15 |
83.15 |
79.43 |
|
| R1 |
80.94 |
80.94 |
79.07 |
80.12 |
| PP |
79.30 |
79.30 |
79.30 |
78.90 |
| S1 |
77.09 |
77.09 |
78.37 |
76.27 |
| S2 |
75.45 |
75.45 |
78.01 |
|
| S3 |
71.60 |
73.24 |
77.66 |
|
| S4 |
67.75 |
69.39 |
76.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.10 |
76.03 |
5.07 |
6.7% |
2.18 |
2.9% |
2% |
False |
True |
56,032 |
| 10 |
81.52 |
74.88 |
6.64 |
8.7% |
2.50 |
3.3% |
19% |
False |
False |
50,279 |
| 20 |
82.30 |
74.88 |
7.42 |
9.7% |
2.34 |
3.1% |
17% |
False |
False |
35,056 |
| 40 |
83.60 |
74.88 |
8.72 |
11.5% |
2.27 |
3.0% |
14% |
False |
False |
25,194 |
| 60 |
83.60 |
67.46 |
16.14 |
21.2% |
2.15 |
2.8% |
54% |
False |
False |
19,443 |
| 80 |
83.60 |
67.46 |
16.14 |
21.2% |
2.09 |
2.7% |
54% |
False |
False |
15,900 |
| 100 |
83.60 |
67.46 |
16.14 |
21.2% |
1.96 |
2.6% |
54% |
False |
False |
13,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.85 |
|
2.618 |
83.48 |
|
1.618 |
81.42 |
|
1.000 |
80.15 |
|
0.618 |
79.36 |
|
HIGH |
78.09 |
|
0.618 |
77.30 |
|
0.500 |
77.06 |
|
0.382 |
76.82 |
|
LOW |
76.03 |
|
0.618 |
74.76 |
|
1.000 |
73.97 |
|
1.618 |
72.70 |
|
2.618 |
70.64 |
|
4.250 |
67.28 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.06 |
78.53 |
| PP |
76.75 |
77.73 |
| S1 |
76.45 |
76.94 |
|