NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.00 |
73.12 |
-0.88 |
-1.2% |
76.05 |
| High |
74.39 |
73.87 |
-0.52 |
-0.7% |
79.04 |
| Low |
72.51 |
70.13 |
-2.38 |
-3.3% |
74.85 |
| Close |
72.62 |
70.67 |
-1.95 |
-2.7% |
75.47 |
| Range |
1.88 |
3.74 |
1.86 |
98.9% |
4.19 |
| ATR |
2.51 |
2.60 |
0.09 |
3.5% |
0.00 |
| Volume |
359,248 |
424,771 |
65,523 |
18.2% |
1,663,053 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.78 |
80.46 |
72.73 |
|
| R3 |
79.04 |
76.72 |
71.70 |
|
| R2 |
75.30 |
75.30 |
71.36 |
|
| R1 |
72.98 |
72.98 |
71.01 |
72.27 |
| PP |
71.56 |
71.56 |
71.56 |
71.20 |
| S1 |
69.24 |
69.24 |
70.33 |
68.53 |
| S2 |
67.82 |
67.82 |
69.98 |
|
| S3 |
64.08 |
65.50 |
69.64 |
|
| S4 |
60.34 |
61.76 |
68.61 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.02 |
86.44 |
77.77 |
|
| R3 |
84.83 |
82.25 |
76.62 |
|
| R2 |
80.64 |
80.64 |
76.24 |
|
| R1 |
78.06 |
78.06 |
75.85 |
77.26 |
| PP |
76.45 |
76.45 |
76.45 |
76.05 |
| S1 |
73.87 |
73.87 |
75.09 |
73.07 |
| S2 |
72.26 |
72.26 |
74.70 |
|
| S3 |
68.07 |
69.68 |
74.32 |
|
| S4 |
63.88 |
65.49 |
73.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.90 |
70.13 |
7.77 |
11.0% |
2.61 |
3.7% |
7% |
False |
True |
377,656 |
| 10 |
79.04 |
70.13 |
8.91 |
12.6% |
2.84 |
4.0% |
6% |
False |
True |
360,907 |
| 20 |
80.88 |
70.13 |
10.75 |
15.2% |
2.55 |
3.6% |
5% |
False |
True |
281,477 |
| 40 |
82.58 |
70.13 |
12.45 |
17.6% |
2.51 |
3.6% |
4% |
False |
True |
180,846 |
| 60 |
82.58 |
66.10 |
16.48 |
23.3% |
2.44 |
3.5% |
28% |
False |
False |
132,870 |
| 80 |
82.58 |
66.10 |
16.48 |
23.3% |
2.40 |
3.4% |
28% |
False |
False |
103,099 |
| 100 |
82.58 |
66.10 |
16.48 |
23.3% |
2.32 |
3.3% |
28% |
False |
False |
84,398 |
| 120 |
82.58 |
63.01 |
19.57 |
27.7% |
2.22 |
3.1% |
39% |
False |
False |
71,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.77 |
|
2.618 |
83.66 |
|
1.618 |
79.92 |
|
1.000 |
77.61 |
|
0.618 |
76.18 |
|
HIGH |
73.87 |
|
0.618 |
72.44 |
|
0.500 |
72.00 |
|
0.382 |
71.56 |
|
LOW |
70.13 |
|
0.618 |
67.82 |
|
1.000 |
66.39 |
|
1.618 |
64.08 |
|
2.618 |
60.34 |
|
4.250 |
54.24 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.00 |
73.12 |
| PP |
71.56 |
72.30 |
| S1 |
71.11 |
71.49 |
|