NYMEX Light Sweet Crude Oil Future June 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 |
76.17 |
76.31 |
0.14 |
0.2% |
81.83 |
| High |
76.85 |
77.83 |
0.98 |
1.3% |
81.98 |
| Low |
75.73 |
76.31 |
0.58 |
0.8% |
75.23 |
| Close |
76.13 |
77.32 |
1.19 |
1.6% |
75.99 |
| Range |
1.12 |
1.52 |
0.40 |
35.7% |
6.75 |
| ATR |
2.06 |
2.04 |
-0.03 |
-1.3% |
0.00 |
| Volume |
13,863 |
26,844 |
12,981 |
93.6% |
149,058 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.71 |
81.04 |
78.16 |
|
| R3 |
80.19 |
79.52 |
77.74 |
|
| R2 |
78.67 |
78.67 |
77.60 |
|
| R1 |
78.00 |
78.00 |
77.46 |
78.34 |
| PP |
77.15 |
77.15 |
77.15 |
77.32 |
| S1 |
76.48 |
76.48 |
77.18 |
76.82 |
| S2 |
75.63 |
75.63 |
77.04 |
|
| S3 |
74.11 |
74.96 |
76.90 |
|
| S4 |
72.59 |
73.44 |
76.48 |
|
|
| 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 |
77.83 |
75.00 |
2.83 |
3.7% |
1.44 |
1.9% |
82% |
True |
False |
24,584 |
| 10 |
83.66 |
75.00 |
8.66 |
11.2% |
1.92 |
2.5% |
27% |
False |
False |
25,686 |
| 20 |
84.08 |
75.00 |
9.08 |
11.7% |
2.06 |
2.7% |
26% |
False |
False |
22,196 |
| 40 |
84.85 |
75.00 |
9.85 |
12.7% |
2.14 |
2.8% |
24% |
False |
False |
18,813 |
| 60 |
84.85 |
69.40 |
15.45 |
20.0% |
2.05 |
2.7% |
51% |
False |
False |
16,902 |
| 80 |
84.85 |
69.40 |
15.45 |
20.0% |
2.01 |
2.6% |
51% |
False |
False |
15,126 |
| 100 |
84.85 |
69.40 |
15.45 |
20.0% |
1.98 |
2.6% |
51% |
False |
False |
13,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.29 |
|
2.618 |
81.81 |
|
1.618 |
80.29 |
|
1.000 |
79.35 |
|
0.618 |
78.77 |
|
HIGH |
77.83 |
|
0.618 |
77.25 |
|
0.500 |
77.07 |
|
0.382 |
76.89 |
|
LOW |
76.31 |
|
0.618 |
75.37 |
|
1.000 |
74.79 |
|
1.618 |
73.85 |
|
2.618 |
72.33 |
|
4.250 |
69.85 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.24 |
77.02 |
| PP |
77.15 |
76.72 |
| S1 |
77.07 |
76.42 |
|