NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
73.12 |
70.80 |
-2.32 |
-3.2% |
76.05 |
| High |
73.87 |
71.39 |
-2.48 |
-3.4% |
79.04 |
| Low |
70.13 |
69.81 |
-0.32 |
-0.5% |
74.85 |
| Close |
70.67 |
70.54 |
-0.13 |
-0.2% |
75.47 |
| Range |
3.74 |
1.58 |
-2.16 |
-57.8% |
4.19 |
| ATR |
2.60 |
2.52 |
-0.07 |
-2.8% |
0.00 |
| Volume |
424,771 |
526,968 |
102,197 |
24.1% |
1,663,053 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.32 |
74.51 |
71.41 |
|
| R3 |
73.74 |
72.93 |
70.97 |
|
| R2 |
72.16 |
72.16 |
70.83 |
|
| R1 |
71.35 |
71.35 |
70.68 |
70.97 |
| PP |
70.58 |
70.58 |
70.58 |
70.39 |
| S1 |
69.77 |
69.77 |
70.40 |
69.39 |
| S2 |
69.00 |
69.00 |
70.25 |
|
| S3 |
67.42 |
68.19 |
70.11 |
|
| S4 |
65.84 |
66.61 |
69.67 |
|
|
| 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 |
69.81 |
8.09 |
11.5% |
2.53 |
3.6% |
9% |
False |
True |
414,870 |
| 10 |
79.04 |
69.81 |
9.23 |
13.1% |
2.74 |
3.9% |
8% |
False |
True |
372,300 |
| 20 |
80.88 |
69.81 |
11.07 |
15.7% |
2.55 |
3.6% |
7% |
False |
True |
300,965 |
| 40 |
82.58 |
69.81 |
12.77 |
18.1% |
2.52 |
3.6% |
6% |
False |
True |
192,205 |
| 60 |
82.58 |
66.10 |
16.48 |
23.4% |
2.43 |
3.4% |
27% |
False |
False |
141,403 |
| 80 |
82.58 |
66.10 |
16.48 |
23.4% |
2.38 |
3.4% |
27% |
False |
False |
109,607 |
| 100 |
82.58 |
66.10 |
16.48 |
23.4% |
2.32 |
3.3% |
27% |
False |
False |
89,593 |
| 120 |
82.58 |
63.01 |
19.57 |
27.7% |
2.22 |
3.2% |
38% |
False |
False |
75,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.11 |
|
2.618 |
75.53 |
|
1.618 |
73.95 |
|
1.000 |
72.97 |
|
0.618 |
72.37 |
|
HIGH |
71.39 |
|
0.618 |
70.79 |
|
0.500 |
70.60 |
|
0.382 |
70.41 |
|
LOW |
69.81 |
|
0.618 |
68.83 |
|
1.000 |
68.23 |
|
1.618 |
67.25 |
|
2.618 |
65.67 |
|
4.250 |
63.10 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.60 |
72.10 |
| PP |
70.58 |
71.58 |
| S1 |
70.56 |
71.06 |
|