NYMEX Light Sweet Crude Oil Future May 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 |
76.74 |
76.16 |
-0.58 |
-0.8% |
81.21 |
| High |
77.20 |
77.14 |
-0.06 |
-0.1% |
81.21 |
| Low |
75.79 |
75.04 |
-0.75 |
-1.0% |
74.52 |
| Close |
76.74 |
76.16 |
-0.58 |
-0.8% |
75.39 |
| Range |
1.41 |
2.10 |
0.69 |
48.9% |
6.69 |
| ATR |
1.84 |
1.86 |
0.02 |
1.0% |
0.00 |
| Volume |
13,300 |
11,294 |
-2,006 |
-15.1% |
74,813 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.41 |
81.39 |
77.32 |
|
| R3 |
80.31 |
79.29 |
76.74 |
|
| R2 |
78.21 |
78.21 |
76.55 |
|
| R1 |
77.19 |
77.19 |
76.35 |
77.21 |
| PP |
76.11 |
76.11 |
76.11 |
76.13 |
| S1 |
75.09 |
75.09 |
75.97 |
75.11 |
| S2 |
74.01 |
74.01 |
75.78 |
|
| S3 |
71.91 |
72.99 |
75.58 |
|
| S4 |
69.81 |
70.89 |
75.01 |
|
|
| 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% |
1.40 |
1.8% |
61% |
False |
False |
11,614 |
| 10 |
82.72 |
74.52 |
8.20 |
10.8% |
1.82 |
2.4% |
20% |
False |
False |
13,323 |
| 20 |
83.05 |
74.52 |
8.53 |
11.2% |
1.91 |
2.5% |
19% |
False |
False |
10,858 |
| 40 |
84.40 |
74.52 |
9.88 |
13.0% |
1.83 |
2.4% |
17% |
False |
False |
8,075 |
| 60 |
84.42 |
68.84 |
15.58 |
20.5% |
1.66 |
2.2% |
47% |
False |
False |
6,864 |
| 80 |
84.42 |
68.84 |
15.58 |
20.5% |
1.39 |
1.8% |
47% |
False |
False |
5,779 |
| 100 |
84.42 |
68.84 |
15.58 |
20.5% |
1.25 |
1.6% |
47% |
False |
False |
5,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.07 |
|
2.618 |
82.64 |
|
1.618 |
80.54 |
|
1.000 |
79.24 |
|
0.618 |
78.44 |
|
HIGH |
77.14 |
|
0.618 |
76.34 |
|
0.500 |
76.09 |
|
0.382 |
75.84 |
|
LOW |
75.04 |
|
0.618 |
73.74 |
|
1.000 |
72.94 |
|
1.618 |
71.64 |
|
2.618 |
69.54 |
|
4.250 |
66.12 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.14 |
76.15 |
| PP |
76.11 |
76.13 |
| S1 |
76.09 |
76.12 |
|