NYMEX Light Sweet Crude Oil Future April 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 |
75.17 |
76.34 |
1.17 |
1.6% |
80.14 |
| High |
76.60 |
76.60 |
0.00 |
0.0% |
80.40 |
| Low |
74.86 |
74.45 |
-0.41 |
-0.5% |
73.83 |
| Close |
76.09 |
75.56 |
-0.53 |
-0.7% |
74.63 |
| Range |
1.74 |
2.15 |
0.41 |
23.6% |
6.57 |
| ATR |
2.00 |
2.01 |
0.01 |
0.5% |
0.00 |
| Volume |
21,879 |
24,985 |
3,106 |
14.2% |
119,714 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.99 |
80.92 |
76.74 |
|
| R3 |
79.84 |
78.77 |
76.15 |
|
| R2 |
77.69 |
77.69 |
75.95 |
|
| R1 |
76.62 |
76.62 |
75.76 |
76.08 |
| PP |
75.54 |
75.54 |
75.54 |
75.27 |
| S1 |
74.47 |
74.47 |
75.36 |
73.93 |
| S2 |
73.39 |
73.39 |
75.17 |
|
| S3 |
71.24 |
72.32 |
74.97 |
|
| S4 |
69.09 |
70.17 |
74.38 |
|
|
| 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 |
76.60 |
73.72 |
2.88 |
3.8% |
1.57 |
2.1% |
64% |
True |
False |
22,497 |
| 10 |
81.96 |
73.72 |
8.24 |
10.9% |
1.93 |
2.5% |
22% |
False |
False |
23,011 |
| 20 |
82.30 |
73.72 |
8.58 |
11.4% |
2.10 |
2.8% |
21% |
False |
False |
18,080 |
| 40 |
84.00 |
73.72 |
10.28 |
13.6% |
2.07 |
2.7% |
18% |
False |
False |
12,253 |
| 60 |
84.09 |
68.38 |
15.71 |
20.8% |
1.95 |
2.6% |
46% |
False |
False |
9,955 |
| 80 |
84.09 |
68.38 |
15.71 |
20.8% |
1.73 |
2.3% |
46% |
False |
False |
8,099 |
| 100 |
84.09 |
68.38 |
15.71 |
20.8% |
1.61 |
2.1% |
46% |
False |
False |
6,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.74 |
|
2.618 |
82.23 |
|
1.618 |
80.08 |
|
1.000 |
78.75 |
|
0.618 |
77.93 |
|
HIGH |
76.60 |
|
0.618 |
75.78 |
|
0.500 |
75.53 |
|
0.382 |
75.27 |
|
LOW |
74.45 |
|
0.618 |
73.12 |
|
1.000 |
72.30 |
|
1.618 |
70.97 |
|
2.618 |
68.82 |
|
4.250 |
65.31 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.55 |
75.53 |
| PP |
75.54 |
75.50 |
| S1 |
75.53 |
75.47 |
|