NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.48 |
76.17 |
0.69 |
0.9% |
81.83 |
| High |
76.51 |
76.85 |
0.34 |
0.4% |
81.98 |
| Low |
75.00 |
75.73 |
0.73 |
1.0% |
75.23 |
| Close |
75.97 |
76.13 |
0.16 |
0.2% |
75.99 |
| Range |
1.51 |
1.12 |
-0.39 |
-25.8% |
6.75 |
| ATR |
2.13 |
2.06 |
-0.07 |
-3.4% |
0.00 |
| Volume |
19,423 |
13,863 |
-5,560 |
-28.6% |
149,058 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.60 |
78.98 |
76.75 |
|
| R3 |
78.48 |
77.86 |
76.44 |
|
| R2 |
77.36 |
77.36 |
76.34 |
|
| R1 |
76.74 |
76.74 |
76.23 |
76.49 |
| PP |
76.24 |
76.24 |
76.24 |
76.11 |
| S1 |
75.62 |
75.62 |
76.03 |
75.37 |
| S2 |
75.12 |
75.12 |
75.92 |
|
| S3 |
74.00 |
74.50 |
75.82 |
|
| S4 |
72.88 |
73.38 |
75.51 |
|
|
| 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 |
79.55 |
75.00 |
4.55 |
6.0% |
1.86 |
2.4% |
25% |
False |
False |
26,100 |
| 10 |
83.66 |
75.00 |
8.66 |
11.4% |
1.96 |
2.6% |
13% |
False |
False |
25,634 |
| 20 |
84.08 |
75.00 |
9.08 |
11.9% |
2.05 |
2.7% |
12% |
False |
False |
21,533 |
| 40 |
84.85 |
75.00 |
9.85 |
12.9% |
2.13 |
2.8% |
11% |
False |
False |
18,368 |
| 60 |
84.85 |
69.40 |
15.45 |
20.3% |
2.06 |
2.7% |
44% |
False |
False |
16,614 |
| 80 |
84.85 |
69.40 |
15.45 |
20.3% |
2.00 |
2.6% |
44% |
False |
False |
14,875 |
| 100 |
84.85 |
69.40 |
15.45 |
20.3% |
1.97 |
2.6% |
44% |
False |
False |
13,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.61 |
|
2.618 |
79.78 |
|
1.618 |
78.66 |
|
1.000 |
77.97 |
|
0.618 |
77.54 |
|
HIGH |
76.85 |
|
0.618 |
76.42 |
|
0.500 |
76.29 |
|
0.382 |
76.16 |
|
LOW |
75.73 |
|
0.618 |
75.04 |
|
1.000 |
74.61 |
|
1.618 |
73.92 |
|
2.618 |
72.80 |
|
4.250 |
70.97 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.29 |
76.06 |
| PP |
76.24 |
75.99 |
| S1 |
76.18 |
75.93 |
|