NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.24 |
74.90 |
-2.34 |
-3.0% |
79.84 |
| High |
79.29 |
78.05 |
-1.24 |
-1.6% |
82.28 |
| Low |
77.18 |
74.68 |
-2.50 |
-3.2% |
78.64 |
| Close |
77.24 |
74.90 |
-2.34 |
-3.0% |
79.84 |
| Range |
2.11 |
3.37 |
1.26 |
59.7% |
3.64 |
| ATR |
2.16 |
2.25 |
0.09 |
4.0% |
0.00 |
| Volume |
23,028 |
26,810 |
3,782 |
16.4% |
84,497 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.99 |
83.81 |
76.75 |
|
| R3 |
82.62 |
80.44 |
75.83 |
|
| R2 |
79.25 |
79.25 |
75.52 |
|
| R1 |
77.07 |
77.07 |
75.21 |
76.59 |
| PP |
75.88 |
75.88 |
75.88 |
75.63 |
| S1 |
73.70 |
73.70 |
74.59 |
73.22 |
| S2 |
72.51 |
72.51 |
74.28 |
|
| S3 |
69.14 |
70.33 |
73.97 |
|
| S4 |
65.77 |
66.96 |
73.05 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.17 |
89.15 |
81.84 |
|
| R3 |
87.53 |
85.51 |
80.84 |
|
| R2 |
83.89 |
83.89 |
80.51 |
|
| R1 |
81.87 |
81.87 |
80.17 |
81.66 |
| PP |
80.25 |
80.25 |
80.25 |
80.15 |
| S1 |
78.23 |
78.23 |
79.51 |
78.02 |
| S2 |
76.61 |
76.61 |
79.17 |
|
| S3 |
72.97 |
74.59 |
78.84 |
|
| S4 |
69.33 |
70.95 |
77.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.96 |
74.68 |
7.28 |
9.7% |
2.31 |
3.1% |
3% |
False |
True |
21,193 |
| 10 |
82.28 |
74.68 |
7.60 |
10.1% |
2.46 |
3.3% |
3% |
False |
True |
18,487 |
| 20 |
82.99 |
74.68 |
8.31 |
11.1% |
2.17 |
2.9% |
3% |
False |
True |
12,799 |
| 40 |
84.09 |
74.68 |
9.41 |
12.6% |
2.11 |
2.8% |
2% |
False |
True |
9,631 |
| 60 |
84.09 |
68.38 |
15.71 |
21.0% |
1.90 |
2.5% |
42% |
False |
False |
7,825 |
| 80 |
84.09 |
68.38 |
15.71 |
21.0% |
1.68 |
2.2% |
42% |
False |
False |
6,491 |
| 100 |
84.09 |
68.38 |
15.71 |
21.0% |
1.56 |
2.1% |
42% |
False |
False |
5,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.37 |
|
2.618 |
86.87 |
|
1.618 |
83.50 |
|
1.000 |
81.42 |
|
0.618 |
80.13 |
|
HIGH |
78.05 |
|
0.618 |
76.76 |
|
0.500 |
76.37 |
|
0.382 |
75.97 |
|
LOW |
74.68 |
|
0.618 |
72.60 |
|
1.000 |
71.31 |
|
1.618 |
69.23 |
|
2.618 |
65.86 |
|
4.250 |
60.36 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.37 |
77.54 |
| PP |
75.88 |
76.66 |
| S1 |
75.39 |
75.78 |
|