NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.66 |
76.74 |
1.08 |
1.4% |
81.21 |
| High |
76.26 |
77.20 |
0.94 |
1.2% |
81.21 |
| Low |
75.19 |
75.79 |
0.60 |
0.8% |
74.52 |
| Close |
75.54 |
76.74 |
1.20 |
1.6% |
75.39 |
| Range |
1.07 |
1.41 |
0.34 |
31.8% |
6.69 |
| ATR |
1.86 |
1.84 |
-0.01 |
-0.8% |
0.00 |
| Volume |
8,203 |
13,300 |
5,097 |
62.1% |
74,813 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.81 |
80.18 |
77.52 |
|
| R3 |
79.40 |
78.77 |
77.13 |
|
| R2 |
77.99 |
77.99 |
77.00 |
|
| R1 |
77.36 |
77.36 |
76.87 |
77.45 |
| PP |
76.58 |
76.58 |
76.58 |
76.62 |
| S1 |
75.95 |
75.95 |
76.61 |
76.04 |
| S2 |
75.17 |
75.17 |
76.48 |
|
| S3 |
73.76 |
74.54 |
76.35 |
|
| S4 |
72.35 |
73.13 |
75.96 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.11 |
92.94 |
79.07 |
|
| R3 |
90.42 |
86.25 |
77.23 |
|
| R2 |
83.73 |
83.73 |
76.62 |
|
| R1 |
79.56 |
79.56 |
76.00 |
78.30 |
| PP |
77.04 |
77.04 |
77.04 |
76.41 |
| S1 |
72.87 |
72.87 |
74.78 |
71.61 |
| S2 |
70.35 |
70.35 |
74.16 |
|
| S3 |
63.66 |
66.18 |
73.55 |
|
| S4 |
56.97 |
59.49 |
71.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.20 |
74.52 |
2.68 |
3.5% |
1.26 |
1.6% |
83% |
True |
False |
12,443 |
| 10 |
82.72 |
74.52 |
8.20 |
10.7% |
1.74 |
2.3% |
27% |
False |
False |
13,436 |
| 20 |
83.45 |
74.52 |
8.93 |
11.6% |
1.87 |
2.4% |
25% |
False |
False |
10,483 |
| 40 |
84.42 |
74.52 |
9.90 |
12.9% |
1.83 |
2.4% |
22% |
False |
False |
7,955 |
| 60 |
84.42 |
68.84 |
15.58 |
20.3% |
1.66 |
2.2% |
51% |
False |
False |
6,712 |
| 80 |
84.42 |
68.84 |
15.58 |
20.3% |
1.36 |
1.8% |
51% |
False |
False |
5,664 |
| 100 |
84.42 |
68.84 |
15.58 |
20.3% |
1.23 |
1.6% |
51% |
False |
False |
4,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.19 |
|
2.618 |
80.89 |
|
1.618 |
79.48 |
|
1.000 |
78.61 |
|
0.618 |
78.07 |
|
HIGH |
77.20 |
|
0.618 |
76.66 |
|
0.500 |
76.50 |
|
0.382 |
76.33 |
|
LOW |
75.79 |
|
0.618 |
74.92 |
|
1.000 |
74.38 |
|
1.618 |
73.51 |
|
2.618 |
72.10 |
|
4.250 |
69.80 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.66 |
76.49 |
| PP |
76.58 |
76.24 |
| S1 |
76.50 |
75.99 |
|