NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.10 |
76.91 |
-0.19 |
-0.2% |
81.96 |
| High |
77.12 |
76.95 |
-0.17 |
-0.2% |
81.96 |
| Low |
75.92 |
75.83 |
-0.09 |
-0.1% |
75.83 |
| Close |
76.60 |
76.53 |
-0.07 |
-0.1% |
76.53 |
| Range |
1.20 |
1.12 |
-0.08 |
-6.7% |
6.13 |
| ATR |
1.93 |
1.88 |
-0.06 |
-3.0% |
0.00 |
| Volume |
2,525 |
4,524 |
1,999 |
79.2% |
21,386 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.80 |
79.28 |
77.15 |
|
| R3 |
78.68 |
78.16 |
76.84 |
|
| R2 |
77.56 |
77.56 |
76.74 |
|
| R1 |
77.04 |
77.04 |
76.63 |
76.74 |
| PP |
76.44 |
76.44 |
76.44 |
76.29 |
| S1 |
75.92 |
75.92 |
76.43 |
75.62 |
| S2 |
75.32 |
75.32 |
76.32 |
|
| S3 |
74.20 |
74.80 |
76.22 |
|
| S4 |
73.08 |
73.68 |
75.91 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.50 |
92.64 |
79.90 |
|
| R3 |
90.37 |
86.51 |
78.22 |
|
| R2 |
84.24 |
84.24 |
77.65 |
|
| R1 |
80.38 |
80.38 |
77.09 |
79.25 |
| PP |
78.11 |
78.11 |
78.11 |
77.54 |
| S1 |
74.25 |
74.25 |
75.97 |
73.12 |
| S2 |
71.98 |
71.98 |
75.41 |
|
| S3 |
65.85 |
68.12 |
74.84 |
|
| S4 |
59.72 |
61.99 |
73.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.96 |
75.83 |
6.13 |
8.0% |
1.78 |
2.3% |
11% |
False |
True |
4,277 |
| 10 |
84.32 |
75.83 |
8.49 |
11.1% |
1.73 |
2.3% |
8% |
False |
True |
4,206 |
| 20 |
84.47 |
75.83 |
8.64 |
11.3% |
1.70 |
2.2% |
8% |
False |
True |
3,426 |
| 40 |
85.24 |
75.83 |
9.41 |
12.3% |
1.73 |
2.3% |
7% |
False |
True |
3,441 |
| 60 |
85.24 |
70.06 |
15.18 |
19.8% |
1.65 |
2.2% |
43% |
False |
False |
3,145 |
| 80 |
85.24 |
70.06 |
15.18 |
19.8% |
1.58 |
2.1% |
43% |
False |
False |
3,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.71 |
|
2.618 |
79.88 |
|
1.618 |
78.76 |
|
1.000 |
78.07 |
|
0.618 |
77.64 |
|
HIGH |
76.95 |
|
0.618 |
76.52 |
|
0.500 |
76.39 |
|
0.382 |
76.26 |
|
LOW |
75.83 |
|
0.618 |
75.14 |
|
1.000 |
74.71 |
|
1.618 |
74.02 |
|
2.618 |
72.90 |
|
4.250 |
71.07 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.48 |
77.92 |
| PP |
76.44 |
77.45 |
| S1 |
76.39 |
76.99 |
|