NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.53 |
77.66 |
1.13 |
1.5% |
76.30 |
| High |
77.86 |
79.73 |
1.87 |
2.4% |
78.50 |
| Low |
76.17 |
77.62 |
1.45 |
1.9% |
76.21 |
| Close |
77.49 |
79.51 |
2.02 |
2.6% |
77.92 |
| Range |
1.69 |
2.11 |
0.42 |
24.9% |
2.29 |
| ATR |
1.77 |
1.80 |
0.03 |
1.9% |
0.00 |
| Volume |
2,796 |
2,440 |
-356 |
-12.7% |
17,987 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.28 |
84.51 |
80.67 |
|
| R3 |
83.17 |
82.40 |
80.09 |
|
| R2 |
81.06 |
81.06 |
79.90 |
|
| R1 |
80.29 |
80.29 |
79.70 |
80.68 |
| PP |
78.95 |
78.95 |
78.95 |
79.15 |
| S1 |
78.18 |
78.18 |
79.32 |
78.57 |
| S2 |
76.84 |
76.84 |
79.12 |
|
| S3 |
74.73 |
76.07 |
78.93 |
|
| S4 |
72.62 |
73.96 |
78.35 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.41 |
83.46 |
79.18 |
|
| R3 |
82.12 |
81.17 |
78.55 |
|
| R2 |
79.83 |
79.83 |
78.34 |
|
| R1 |
78.88 |
78.88 |
78.13 |
79.36 |
| PP |
77.54 |
77.54 |
77.54 |
77.78 |
| S1 |
76.59 |
76.59 |
77.71 |
77.07 |
| S2 |
75.25 |
75.25 |
77.50 |
|
| S3 |
72.96 |
74.30 |
77.29 |
|
| S4 |
70.67 |
72.01 |
76.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.73 |
76.17 |
3.56 |
4.5% |
1.93 |
2.4% |
94% |
True |
False |
3,344 |
| 10 |
79.73 |
75.83 |
3.90 |
4.9% |
1.51 |
1.9% |
94% |
True |
False |
3,414 |
| 20 |
84.32 |
75.83 |
8.49 |
10.7% |
1.75 |
2.2% |
43% |
False |
False |
3,866 |
| 40 |
84.50 |
75.83 |
8.67 |
10.9% |
1.70 |
2.1% |
42% |
False |
False |
3,463 |
| 60 |
85.24 |
70.46 |
14.78 |
18.6% |
1.70 |
2.1% |
61% |
False |
False |
3,303 |
| 80 |
85.24 |
70.06 |
15.18 |
19.1% |
1.63 |
2.1% |
62% |
False |
False |
3,256 |
| 100 |
85.24 |
70.06 |
15.18 |
19.1% |
1.63 |
2.0% |
62% |
False |
False |
3,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.70 |
|
2.618 |
85.25 |
|
1.618 |
83.14 |
|
1.000 |
81.84 |
|
0.618 |
81.03 |
|
HIGH |
79.73 |
|
0.618 |
78.92 |
|
0.500 |
78.68 |
|
0.382 |
78.43 |
|
LOW |
77.62 |
|
0.618 |
76.32 |
|
1.000 |
75.51 |
|
1.618 |
74.21 |
|
2.618 |
72.10 |
|
4.250 |
68.65 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.23 |
78.99 |
| PP |
78.95 |
78.47 |
| S1 |
78.68 |
77.95 |
|