NYMEX Light Sweet Crude Oil Future February 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 |
72.69 |
72.39 |
-0.30 |
-0.4% |
77.46 |
| High |
73.18 |
72.97 |
-0.21 |
-0.3% |
77.84 |
| Low |
71.60 |
71.30 |
-0.30 |
-0.4% |
71.30 |
| Close |
72.32 |
71.95 |
-0.37 |
-0.5% |
71.95 |
| Range |
1.58 |
1.67 |
0.09 |
5.7% |
6.54 |
| ATR |
2.44 |
2.38 |
-0.05 |
-2.3% |
0.00 |
| Volume |
271,108 |
226,825 |
-44,283 |
-16.3% |
1,024,827 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.08 |
76.19 |
72.87 |
|
| R3 |
75.41 |
74.52 |
72.41 |
|
| R2 |
73.74 |
73.74 |
72.26 |
|
| R1 |
72.85 |
72.85 |
72.10 |
72.46 |
| PP |
72.07 |
72.07 |
72.07 |
71.88 |
| S1 |
71.18 |
71.18 |
71.80 |
70.79 |
| S2 |
70.40 |
70.40 |
71.64 |
|
| S3 |
68.73 |
69.51 |
71.49 |
|
| S4 |
67.06 |
67.84 |
71.03 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.32 |
89.17 |
75.55 |
|
| R3 |
86.78 |
82.63 |
73.75 |
|
| R2 |
80.24 |
80.24 |
73.15 |
|
| R1 |
76.09 |
76.09 |
72.55 |
74.90 |
| PP |
73.70 |
73.70 |
73.70 |
73.10 |
| S1 |
69.55 |
69.55 |
71.35 |
68.36 |
| S2 |
67.16 |
67.16 |
70.75 |
|
| S3 |
60.62 |
63.01 |
70.15 |
|
| S4 |
54.08 |
56.47 |
68.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.84 |
71.30 |
6.54 |
9.1% |
2.19 |
3.0% |
10% |
False |
True |
204,965 |
| 10 |
80.40 |
71.30 |
9.10 |
12.6% |
2.29 |
3.2% |
7% |
False |
True |
151,365 |
| 20 |
81.59 |
71.30 |
10.29 |
14.3% |
2.39 |
3.3% |
6% |
False |
True |
109,062 |
| 40 |
83.19 |
71.30 |
11.89 |
16.5% |
2.41 |
3.3% |
5% |
False |
True |
67,830 |
| 60 |
83.19 |
66.82 |
16.37 |
22.8% |
2.31 |
3.2% |
31% |
False |
False |
49,602 |
| 80 |
83.19 |
66.82 |
16.37 |
22.8% |
2.15 |
3.0% |
31% |
False |
False |
38,779 |
| 100 |
83.19 |
66.82 |
16.37 |
22.8% |
2.05 |
2.8% |
31% |
False |
False |
32,027 |
| 120 |
83.19 |
63.61 |
19.58 |
27.2% |
1.88 |
2.6% |
43% |
False |
False |
27,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.07 |
|
2.618 |
77.34 |
|
1.618 |
75.67 |
|
1.000 |
74.64 |
|
0.618 |
74.00 |
|
HIGH |
72.97 |
|
0.618 |
72.33 |
|
0.500 |
72.14 |
|
0.382 |
71.94 |
|
LOW |
71.30 |
|
0.618 |
70.27 |
|
1.000 |
69.63 |
|
1.618 |
68.60 |
|
2.618 |
66.93 |
|
4.250 |
64.20 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.14 |
73.49 |
| PP |
72.07 |
72.98 |
| S1 |
72.01 |
72.46 |
|