NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.26 |
75.48 |
-0.78 |
-1.0% |
81.83 |
| High |
76.62 |
76.51 |
-0.11 |
-0.1% |
81.98 |
| Low |
75.23 |
75.00 |
-0.23 |
-0.3% |
75.23 |
| Close |
75.99 |
75.97 |
-0.02 |
0.0% |
75.99 |
| Range |
1.39 |
1.51 |
0.12 |
8.6% |
6.75 |
| ATR |
2.18 |
2.13 |
-0.05 |
-2.2% |
0.00 |
| Volume |
31,634 |
19,423 |
-12,211 |
-38.6% |
149,058 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.36 |
79.67 |
76.80 |
|
| R3 |
78.85 |
78.16 |
76.39 |
|
| R2 |
77.34 |
77.34 |
76.25 |
|
| R1 |
76.65 |
76.65 |
76.11 |
77.00 |
| PP |
75.83 |
75.83 |
75.83 |
76.00 |
| S1 |
75.14 |
75.14 |
75.83 |
75.49 |
| S2 |
74.32 |
74.32 |
75.69 |
|
| S3 |
72.81 |
73.63 |
75.55 |
|
| S4 |
71.30 |
72.12 |
75.14 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.98 |
93.74 |
79.70 |
|
| R3 |
91.23 |
86.99 |
77.85 |
|
| R2 |
84.48 |
84.48 |
77.23 |
|
| R1 |
80.24 |
80.24 |
76.61 |
78.99 |
| PP |
77.73 |
77.73 |
77.73 |
77.11 |
| S1 |
73.49 |
73.49 |
75.37 |
72.24 |
| S2 |
70.98 |
70.98 |
74.75 |
|
| S3 |
64.23 |
66.74 |
74.13 |
|
| S4 |
57.48 |
59.99 |
72.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.82 |
75.00 |
5.82 |
7.7% |
2.07 |
2.7% |
17% |
False |
True |
29,068 |
| 10 |
83.78 |
75.00 |
8.78 |
11.6% |
2.01 |
2.6% |
11% |
False |
True |
26,075 |
| 20 |
84.08 |
75.00 |
9.08 |
12.0% |
2.12 |
2.8% |
11% |
False |
True |
21,587 |
| 40 |
84.85 |
75.00 |
9.85 |
13.0% |
2.13 |
2.8% |
10% |
False |
True |
18,431 |
| 60 |
84.85 |
69.40 |
15.45 |
20.3% |
2.09 |
2.8% |
43% |
False |
False |
16,488 |
| 80 |
84.85 |
69.40 |
15.45 |
20.3% |
2.00 |
2.6% |
43% |
False |
False |
14,818 |
| 100 |
84.85 |
69.40 |
15.45 |
20.3% |
1.97 |
2.6% |
43% |
False |
False |
13,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.93 |
|
2.618 |
80.46 |
|
1.618 |
78.95 |
|
1.000 |
78.02 |
|
0.618 |
77.44 |
|
HIGH |
76.51 |
|
0.618 |
75.93 |
|
0.500 |
75.76 |
|
0.382 |
75.58 |
|
LOW |
75.00 |
|
0.618 |
74.07 |
|
1.000 |
73.49 |
|
1.618 |
72.56 |
|
2.618 |
71.05 |
|
4.250 |
68.58 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.90 |
75.96 |
| PP |
75.83 |
75.96 |
| S1 |
75.76 |
75.95 |
|