NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.10 |
74.89 |
0.79 |
1.1% |
80.14 |
| High |
75.08 |
75.50 |
0.42 |
0.6% |
80.40 |
| Low |
73.72 |
74.34 |
0.62 |
0.8% |
73.83 |
| Close |
74.56 |
74.84 |
0.28 |
0.4% |
74.63 |
| Range |
1.36 |
1.16 |
-0.20 |
-14.7% |
6.57 |
| ATR |
2.08 |
2.02 |
-0.07 |
-3.2% |
0.00 |
| Volume |
23,574 |
19,389 |
-4,185 |
-17.8% |
119,714 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.37 |
77.77 |
75.48 |
|
| R3 |
77.21 |
76.61 |
75.16 |
|
| R2 |
76.05 |
76.05 |
75.05 |
|
| R1 |
75.45 |
75.45 |
74.95 |
75.17 |
| PP |
74.89 |
74.89 |
74.89 |
74.76 |
| S1 |
74.29 |
74.29 |
74.73 |
74.01 |
| S2 |
73.73 |
73.73 |
74.63 |
|
| S3 |
72.57 |
73.13 |
74.52 |
|
| S4 |
71.41 |
71.97 |
74.20 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.00 |
91.88 |
78.24 |
|
| R3 |
89.43 |
85.31 |
76.44 |
|
| R2 |
82.86 |
82.86 |
75.83 |
|
| R1 |
78.74 |
78.74 |
75.23 |
77.52 |
| PP |
76.29 |
76.29 |
76.29 |
75.67 |
| S1 |
72.17 |
72.17 |
74.03 |
70.95 |
| S2 |
69.72 |
69.72 |
73.43 |
|
| S3 |
63.15 |
65.60 |
72.82 |
|
| S4 |
56.58 |
59.03 |
71.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.05 |
73.72 |
4.33 |
5.8% |
1.76 |
2.3% |
26% |
False |
False |
24,508 |
| 10 |
82.00 |
73.72 |
8.28 |
11.1% |
1.90 |
2.5% |
14% |
False |
False |
21,781 |
| 20 |
82.99 |
73.72 |
9.27 |
12.4% |
2.04 |
2.7% |
12% |
False |
False |
16,321 |
| 40 |
84.09 |
73.72 |
10.37 |
13.9% |
2.09 |
2.8% |
11% |
False |
False |
11,325 |
| 60 |
84.09 |
68.38 |
15.71 |
21.0% |
1.95 |
2.6% |
41% |
False |
False |
9,283 |
| 80 |
84.09 |
68.38 |
15.71 |
21.0% |
1.69 |
2.3% |
41% |
False |
False |
7,566 |
| 100 |
84.09 |
68.38 |
15.71 |
21.0% |
1.58 |
2.1% |
41% |
False |
False |
6,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.43 |
|
2.618 |
78.54 |
|
1.618 |
77.38 |
|
1.000 |
76.66 |
|
0.618 |
76.22 |
|
HIGH |
75.50 |
|
0.618 |
75.06 |
|
0.500 |
74.92 |
|
0.382 |
74.78 |
|
LOW |
74.34 |
|
0.618 |
73.62 |
|
1.000 |
73.18 |
|
1.618 |
72.46 |
|
2.618 |
71.30 |
|
4.250 |
69.41 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.92 |
74.76 |
| PP |
74.89 |
74.69 |
| S1 |
74.87 |
74.61 |
|