NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
74.25 |
75.52 |
1.27 |
1.7% |
78.76 |
High |
75.88 |
75.94 |
0.06 |
0.1% |
79.36 |
Low |
73.91 |
73.73 |
-0.18 |
-0.2% |
72.75 |
Close |
75.32 |
74.89 |
-0.43 |
-0.6% |
73.54 |
Range |
1.97 |
2.21 |
0.24 |
12.2% |
6.61 |
ATR |
2.20 |
2.20 |
0.00 |
0.0% |
0.00 |
Volume |
75,950 |
89,554 |
13,604 |
17.9% |
437,987 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.48 |
80.40 |
76.11 |
|
R3 |
79.27 |
78.19 |
75.50 |
|
R2 |
77.06 |
77.06 |
75.30 |
|
R1 |
75.98 |
75.98 |
75.09 |
75.42 |
PP |
74.85 |
74.85 |
74.85 |
74.57 |
S1 |
73.77 |
73.77 |
74.69 |
73.21 |
S2 |
72.64 |
72.64 |
74.48 |
|
S3 |
70.43 |
71.56 |
74.28 |
|
S4 |
68.22 |
69.35 |
73.67 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.05 |
90.90 |
77.18 |
|
R3 |
88.44 |
84.29 |
75.36 |
|
R2 |
81.83 |
81.83 |
74.75 |
|
R1 |
77.68 |
77.68 |
74.15 |
76.45 |
PP |
75.22 |
75.22 |
75.22 |
74.60 |
S1 |
71.07 |
71.07 |
72.93 |
69.84 |
S2 |
68.61 |
68.61 |
72.33 |
|
S3 |
62.00 |
64.46 |
71.72 |
|
S4 |
55.39 |
57.85 |
69.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.94 |
72.45 |
3.49 |
4.7% |
1.74 |
2.3% |
70% |
True |
False |
79,290 |
10 |
81.02 |
72.45 |
8.57 |
11.4% |
2.10 |
2.8% |
28% |
False |
False |
80,494 |
20 |
81.86 |
72.45 |
9.41 |
12.6% |
2.30 |
3.1% |
26% |
False |
False |
59,582 |
40 |
83.50 |
72.45 |
11.05 |
14.8% |
2.28 |
3.0% |
22% |
False |
False |
38,609 |
60 |
83.60 |
67.46 |
16.14 |
21.6% |
2.18 |
2.9% |
46% |
False |
False |
29,088 |
80 |
83.60 |
67.46 |
16.14 |
21.6% |
2.11 |
2.8% |
46% |
False |
False |
23,271 |
100 |
83.60 |
67.46 |
16.14 |
21.6% |
2.02 |
2.7% |
46% |
False |
False |
19,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.33 |
2.618 |
81.73 |
1.618 |
79.52 |
1.000 |
78.15 |
0.618 |
77.31 |
HIGH |
75.94 |
0.618 |
75.10 |
0.500 |
74.84 |
0.382 |
74.57 |
LOW |
73.73 |
0.618 |
72.36 |
1.000 |
71.52 |
1.618 |
70.15 |
2.618 |
67.94 |
4.250 |
64.34 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
74.87 |
74.79 |
PP |
74.85 |
74.70 |
S1 |
74.84 |
74.60 |
|