NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.34 |
75.74 |
-0.60 |
-0.8% |
74.10 |
| High |
76.60 |
76.90 |
0.30 |
0.4% |
76.90 |
| Low |
74.45 |
75.24 |
0.79 |
1.1% |
73.72 |
| Close |
75.56 |
75.99 |
0.43 |
0.6% |
75.99 |
| Range |
2.15 |
1.66 |
-0.49 |
-22.8% |
3.18 |
| ATR |
2.01 |
1.98 |
-0.02 |
-1.2% |
0.00 |
| Volume |
24,985 |
20,377 |
-4,608 |
-18.4% |
110,204 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.02 |
80.17 |
76.90 |
|
| R3 |
79.36 |
78.51 |
76.45 |
|
| R2 |
77.70 |
77.70 |
76.29 |
|
| R1 |
76.85 |
76.85 |
76.14 |
77.28 |
| PP |
76.04 |
76.04 |
76.04 |
76.26 |
| S1 |
75.19 |
75.19 |
75.84 |
75.62 |
| S2 |
74.38 |
74.38 |
75.69 |
|
| S3 |
72.72 |
73.53 |
75.53 |
|
| S4 |
71.06 |
71.87 |
75.08 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.08 |
83.71 |
77.74 |
|
| R3 |
81.90 |
80.53 |
76.86 |
|
| R2 |
78.72 |
78.72 |
76.57 |
|
| R1 |
77.35 |
77.35 |
76.28 |
78.04 |
| PP |
75.54 |
75.54 |
75.54 |
75.88 |
| S1 |
74.17 |
74.17 |
75.70 |
74.86 |
| S2 |
72.36 |
72.36 |
75.41 |
|
| S3 |
69.18 |
70.99 |
75.12 |
|
| S4 |
66.00 |
67.81 |
74.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.90 |
73.72 |
3.18 |
4.2% |
1.61 |
2.1% |
71% |
True |
False |
22,040 |
| 10 |
80.40 |
73.72 |
6.68 |
8.8% |
1.82 |
2.4% |
34% |
False |
False |
22,991 |
| 20 |
82.28 |
73.72 |
8.56 |
11.3% |
2.06 |
2.7% |
27% |
False |
False |
18,711 |
| 40 |
84.00 |
73.72 |
10.28 |
13.5% |
2.08 |
2.7% |
22% |
False |
False |
12,537 |
| 60 |
84.09 |
68.38 |
15.71 |
20.7% |
1.93 |
2.5% |
48% |
False |
False |
10,229 |
| 80 |
84.09 |
68.38 |
15.71 |
20.7% |
1.74 |
2.3% |
48% |
False |
False |
8,337 |
| 100 |
84.09 |
68.38 |
15.71 |
20.7% |
1.61 |
2.1% |
48% |
False |
False |
7,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.96 |
|
2.618 |
81.25 |
|
1.618 |
79.59 |
|
1.000 |
78.56 |
|
0.618 |
77.93 |
|
HIGH |
76.90 |
|
0.618 |
76.27 |
|
0.500 |
76.07 |
|
0.382 |
75.87 |
|
LOW |
75.24 |
|
0.618 |
74.21 |
|
1.000 |
73.58 |
|
1.618 |
72.55 |
|
2.618 |
70.89 |
|
4.250 |
68.19 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.07 |
75.89 |
| PP |
76.04 |
75.78 |
| S1 |
76.02 |
75.68 |
|