NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
80.69 |
81.21 |
0.52 |
0.6% |
80.65 |
| High |
82.72 |
81.21 |
-1.51 |
-1.8% |
83.05 |
| Low |
80.18 |
79.51 |
-0.67 |
-0.8% |
80.00 |
| Close |
80.69 |
79.63 |
-1.06 |
-1.3% |
80.69 |
| Range |
2.54 |
1.70 |
-0.84 |
-33.1% |
3.05 |
| ATR |
1.98 |
1.96 |
-0.02 |
-1.0% |
0.00 |
| Volume |
13,928 |
15,253 |
1,325 |
9.5% |
55,888 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.22 |
84.12 |
80.57 |
|
| R3 |
83.52 |
82.42 |
80.10 |
|
| R2 |
81.82 |
81.82 |
79.94 |
|
| R1 |
80.72 |
80.72 |
79.79 |
80.42 |
| PP |
80.12 |
80.12 |
80.12 |
79.97 |
| S1 |
79.02 |
79.02 |
79.47 |
78.72 |
| S2 |
78.42 |
78.42 |
79.32 |
|
| S3 |
76.72 |
77.32 |
79.16 |
|
| S4 |
75.02 |
75.62 |
78.70 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.40 |
88.59 |
82.37 |
|
| R3 |
87.35 |
85.54 |
81.53 |
|
| R2 |
84.30 |
84.30 |
81.25 |
|
| R1 |
82.49 |
82.49 |
80.97 |
83.40 |
| PP |
81.25 |
81.25 |
81.25 |
81.70 |
| S1 |
79.44 |
79.44 |
80.41 |
80.35 |
| S2 |
78.20 |
78.20 |
80.13 |
|
| S3 |
75.15 |
76.39 |
79.85 |
|
| S4 |
72.10 |
73.34 |
79.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.05 |
79.51 |
3.54 |
4.4% |
1.76 |
2.2% |
3% |
False |
True |
12,043 |
| 10 |
83.05 |
77.01 |
6.04 |
7.6% |
2.06 |
2.6% |
43% |
False |
False |
10,436 |
| 20 |
83.45 |
77.01 |
6.44 |
8.1% |
1.87 |
2.3% |
41% |
False |
False |
7,693 |
| 40 |
84.42 |
75.75 |
8.67 |
10.9% |
1.73 |
2.2% |
45% |
False |
False |
6,520 |
| 60 |
84.42 |
68.84 |
15.58 |
19.6% |
1.48 |
1.9% |
69% |
False |
False |
5,485 |
| 80 |
84.42 |
68.84 |
15.58 |
19.6% |
1.29 |
1.6% |
69% |
False |
False |
4,695 |
| 100 |
84.42 |
68.84 |
15.58 |
19.6% |
1.16 |
1.5% |
69% |
False |
False |
4,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.44 |
|
2.618 |
85.66 |
|
1.618 |
83.96 |
|
1.000 |
82.91 |
|
0.618 |
82.26 |
|
HIGH |
81.21 |
|
0.618 |
80.56 |
|
0.500 |
80.36 |
|
0.382 |
80.16 |
|
LOW |
79.51 |
|
0.618 |
78.46 |
|
1.000 |
77.81 |
|
1.618 |
76.76 |
|
2.618 |
75.06 |
|
4.250 |
72.29 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.36 |
81.12 |
| PP |
80.12 |
80.62 |
| S1 |
79.87 |
80.13 |
|