NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.37 |
74.00 |
-2.37 |
-3.1% |
78.76 |
| High |
77.07 |
74.55 |
-2.52 |
-3.3% |
81.52 |
| Low |
73.41 |
72.90 |
-0.51 |
-0.7% |
77.67 |
| Close |
73.92 |
73.68 |
-0.24 |
-0.3% |
78.72 |
| Range |
3.66 |
1.65 |
-2.01 |
-54.9% |
3.85 |
| ATR |
2.45 |
2.39 |
-0.06 |
-2.3% |
0.00 |
| Volume |
104,223 |
116,502 |
12,279 |
11.8% |
220,569 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.66 |
77.82 |
74.59 |
|
| R3 |
77.01 |
76.17 |
74.13 |
|
| R2 |
75.36 |
75.36 |
73.98 |
|
| R1 |
74.52 |
74.52 |
73.83 |
74.12 |
| PP |
73.71 |
73.71 |
73.71 |
73.51 |
| S1 |
72.87 |
72.87 |
73.53 |
72.47 |
| S2 |
72.06 |
72.06 |
73.38 |
|
| S3 |
70.41 |
71.22 |
73.23 |
|
| S4 |
68.76 |
69.57 |
72.77 |
|
|
| 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 |
81.02 |
72.90 |
8.12 |
11.0% |
2.46 |
3.3% |
10% |
False |
True |
81,698 |
| 10 |
81.52 |
72.90 |
8.62 |
11.7% |
2.60 |
3.5% |
9% |
False |
True |
62,617 |
| 20 |
82.30 |
72.90 |
9.40 |
12.8% |
2.40 |
3.3% |
8% |
False |
True |
44,617 |
| 40 |
83.60 |
72.90 |
10.70 |
14.5% |
2.35 |
3.2% |
7% |
False |
True |
30,250 |
| 60 |
83.60 |
67.46 |
16.14 |
21.9% |
2.16 |
2.9% |
39% |
False |
False |
22,960 |
| 80 |
83.60 |
67.46 |
16.14 |
21.9% |
2.11 |
2.9% |
39% |
False |
False |
18,574 |
| 100 |
83.60 |
67.46 |
16.14 |
21.9% |
2.00 |
2.7% |
39% |
False |
False |
15,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.56 |
|
2.618 |
78.87 |
|
1.618 |
77.22 |
|
1.000 |
76.20 |
|
0.618 |
75.57 |
|
HIGH |
74.55 |
|
0.618 |
73.92 |
|
0.500 |
73.73 |
|
0.382 |
73.53 |
|
LOW |
72.90 |
|
0.618 |
71.88 |
|
1.000 |
71.25 |
|
1.618 |
70.23 |
|
2.618 |
68.58 |
|
4.250 |
65.89 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.73 |
75.50 |
| PP |
73.71 |
74.89 |
| S1 |
73.70 |
74.29 |
|