NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.49 |
77.47 |
0.98 |
1.3% |
75.48 |
| High |
78.04 |
78.23 |
0.19 |
0.2% |
78.04 |
| Low |
76.43 |
76.13 |
-0.30 |
-0.4% |
75.00 |
| Close |
77.33 |
76.60 |
-0.73 |
-0.9% |
77.33 |
| Range |
1.61 |
2.10 |
0.49 |
30.4% |
3.04 |
| ATR |
2.02 |
2.03 |
0.01 |
0.3% |
0.00 |
| Volume |
17,935 |
20,875 |
2,940 |
16.4% |
101,569 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.29 |
82.04 |
77.76 |
|
| R3 |
81.19 |
79.94 |
77.18 |
|
| R2 |
79.09 |
79.09 |
76.99 |
|
| R1 |
77.84 |
77.84 |
76.79 |
77.42 |
| PP |
76.99 |
76.99 |
76.99 |
76.77 |
| S1 |
75.74 |
75.74 |
76.41 |
75.32 |
| S2 |
74.89 |
74.89 |
76.22 |
|
| S3 |
72.79 |
73.64 |
76.02 |
|
| S4 |
70.69 |
71.54 |
75.45 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.91 |
84.66 |
79.00 |
|
| R3 |
82.87 |
81.62 |
78.17 |
|
| R2 |
79.83 |
79.83 |
77.89 |
|
| R1 |
78.58 |
78.58 |
77.61 |
79.21 |
| PP |
76.79 |
76.79 |
76.79 |
77.10 |
| S1 |
75.54 |
75.54 |
77.05 |
76.17 |
| S2 |
73.75 |
73.75 |
76.77 |
|
| S3 |
70.71 |
72.50 |
76.49 |
|
| S4 |
67.67 |
69.46 |
75.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.23 |
75.71 |
2.52 |
3.3% |
1.73 |
2.3% |
35% |
True |
False |
20,604 |
| 10 |
80.82 |
75.00 |
5.82 |
7.6% |
1.90 |
2.5% |
27% |
False |
False |
24,836 |
| 20 |
83.78 |
75.00 |
8.78 |
11.5% |
2.10 |
2.7% |
18% |
False |
False |
23,257 |
| 40 |
84.85 |
75.00 |
9.85 |
12.9% |
2.12 |
2.8% |
16% |
False |
False |
18,998 |
| 60 |
84.85 |
69.58 |
15.27 |
19.9% |
2.04 |
2.7% |
46% |
False |
False |
17,254 |
| 80 |
84.85 |
69.40 |
15.45 |
20.2% |
2.00 |
2.6% |
47% |
False |
False |
15,662 |
| 100 |
84.85 |
69.40 |
15.45 |
20.2% |
1.97 |
2.6% |
47% |
False |
False |
14,370 |
| 120 |
84.85 |
65.66 |
19.19 |
25.1% |
1.92 |
2.5% |
57% |
False |
False |
13,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.16 |
|
2.618 |
83.73 |
|
1.618 |
81.63 |
|
1.000 |
80.33 |
|
0.618 |
79.53 |
|
HIGH |
78.23 |
|
0.618 |
77.43 |
|
0.500 |
77.18 |
|
0.382 |
76.93 |
|
LOW |
76.13 |
|
0.618 |
74.83 |
|
1.000 |
74.03 |
|
1.618 |
72.73 |
|
2.618 |
70.63 |
|
4.250 |
67.21 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.18 |
76.97 |
| PP |
76.99 |
76.85 |
| S1 |
76.79 |
76.72 |
|