NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.68 |
74.97 |
0.29 |
0.4% |
73.27 |
| High |
76.33 |
76.09 |
-0.24 |
-0.3% |
76.33 |
| Low |
74.37 |
74.01 |
-0.36 |
-0.5% |
72.45 |
| Close |
75.23 |
74.55 |
-0.68 |
-0.9% |
75.23 |
| Range |
1.96 |
2.08 |
0.12 |
6.1% |
3.88 |
| ATR |
2.18 |
2.17 |
-0.01 |
-0.3% |
0.00 |
| Volume |
79,929 |
75,977 |
-3,952 |
-4.9% |
392,652 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.12 |
79.92 |
75.69 |
|
| R3 |
79.04 |
77.84 |
75.12 |
|
| R2 |
76.96 |
76.96 |
74.93 |
|
| R1 |
75.76 |
75.76 |
74.74 |
75.32 |
| PP |
74.88 |
74.88 |
74.88 |
74.67 |
| S1 |
73.68 |
73.68 |
74.36 |
73.24 |
| S2 |
72.80 |
72.80 |
74.17 |
|
| S3 |
70.72 |
71.60 |
73.98 |
|
| S4 |
68.64 |
69.52 |
73.41 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.31 |
84.65 |
77.36 |
|
| R3 |
82.43 |
80.77 |
76.30 |
|
| R2 |
78.55 |
78.55 |
75.94 |
|
| R1 |
76.89 |
76.89 |
75.59 |
77.72 |
| PP |
74.67 |
74.67 |
74.67 |
75.09 |
| S1 |
73.01 |
73.01 |
74.87 |
73.84 |
| S2 |
70.79 |
70.79 |
74.52 |
|
| S3 |
66.91 |
69.13 |
74.16 |
|
| S4 |
63.03 |
65.25 |
73.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.33 |
73.26 |
3.07 |
4.1% |
1.90 |
2.6% |
42% |
False |
False |
78,217 |
| 10 |
78.09 |
72.45 |
5.64 |
7.6% |
2.01 |
2.7% |
37% |
False |
False |
85,110 |
| 20 |
81.53 |
72.45 |
9.08 |
12.2% |
2.28 |
3.1% |
23% |
False |
False |
64,798 |
| 40 |
83.50 |
72.45 |
11.05 |
14.8% |
2.30 |
3.1% |
19% |
False |
False |
41,655 |
| 60 |
83.60 |
67.60 |
16.00 |
21.5% |
2.18 |
2.9% |
43% |
False |
False |
31,382 |
| 80 |
83.60 |
67.46 |
16.14 |
21.6% |
2.12 |
2.8% |
44% |
False |
False |
25,076 |
| 100 |
83.60 |
67.46 |
16.14 |
21.6% |
2.02 |
2.7% |
44% |
False |
False |
20,850 |
| 120 |
83.60 |
64.26 |
19.34 |
25.9% |
1.88 |
2.5% |
53% |
False |
False |
17,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.93 |
|
2.618 |
81.54 |
|
1.618 |
79.46 |
|
1.000 |
78.17 |
|
0.618 |
77.38 |
|
HIGH |
76.09 |
|
0.618 |
75.30 |
|
0.500 |
75.05 |
|
0.382 |
74.80 |
|
LOW |
74.01 |
|
0.618 |
72.72 |
|
1.000 |
71.93 |
|
1.618 |
70.64 |
|
2.618 |
68.56 |
|
4.250 |
65.17 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.05 |
75.03 |
| PP |
74.88 |
74.87 |
| S1 |
74.72 |
74.71 |
|