NYMEX Light Sweet Crude Oil Future June 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 |
76.31 |
77.99 |
1.68 |
2.2% |
81.83 |
| High |
77.83 |
77.99 |
0.16 |
0.2% |
81.98 |
| Low |
76.31 |
75.71 |
-0.60 |
-0.8% |
75.23 |
| Close |
77.32 |
76.75 |
-0.57 |
-0.7% |
75.99 |
| Range |
1.52 |
2.28 |
0.76 |
50.0% |
6.75 |
| ATR |
2.04 |
2.05 |
0.02 |
0.9% |
0.00 |
| Volume |
26,844 |
23,504 |
-3,340 |
-12.4% |
149,058 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.66 |
82.48 |
78.00 |
|
| R3 |
81.38 |
80.20 |
77.38 |
|
| R2 |
79.10 |
79.10 |
77.17 |
|
| R1 |
77.92 |
77.92 |
76.96 |
77.37 |
| PP |
76.82 |
76.82 |
76.82 |
76.54 |
| S1 |
75.64 |
75.64 |
76.54 |
75.09 |
| S2 |
74.54 |
74.54 |
76.33 |
|
| S3 |
72.26 |
73.36 |
76.12 |
|
| S4 |
69.98 |
71.08 |
75.50 |
|
|
| 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 |
77.99 |
75.00 |
2.99 |
3.9% |
1.56 |
2.0% |
59% |
True |
False |
23,053 |
| 10 |
83.66 |
75.00 |
8.66 |
11.3% |
1.99 |
2.6% |
20% |
False |
False |
25,761 |
| 20 |
83.78 |
75.00 |
8.78 |
11.4% |
2.10 |
2.7% |
20% |
False |
False |
22,726 |
| 40 |
84.85 |
75.00 |
9.85 |
12.8% |
2.10 |
2.7% |
18% |
False |
False |
18,996 |
| 60 |
84.85 |
69.40 |
15.45 |
20.1% |
2.05 |
2.7% |
48% |
False |
False |
17,109 |
| 80 |
84.85 |
69.40 |
15.45 |
20.1% |
2.00 |
2.6% |
48% |
False |
False |
15,352 |
| 100 |
84.85 |
69.40 |
15.45 |
20.1% |
1.98 |
2.6% |
48% |
False |
False |
14,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.68 |
|
2.618 |
83.96 |
|
1.618 |
81.68 |
|
1.000 |
80.27 |
|
0.618 |
79.40 |
|
HIGH |
77.99 |
|
0.618 |
77.12 |
|
0.500 |
76.85 |
|
0.382 |
76.58 |
|
LOW |
75.71 |
|
0.618 |
74.30 |
|
1.000 |
73.43 |
|
1.618 |
72.02 |
|
2.618 |
69.74 |
|
4.250 |
66.02 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.85 |
76.85 |
| PP |
76.82 |
76.82 |
| S1 |
76.78 |
76.78 |
|