NYMEX Light Sweet Crude Oil Future January 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 |
70.80 |
70.57 |
-0.23 |
-0.3% |
75.80 |
| High |
71.39 |
71.20 |
-0.19 |
-0.3% |
76.10 |
| Low |
69.81 |
69.46 |
-0.35 |
-0.5% |
69.46 |
| Close |
70.54 |
69.87 |
-0.67 |
-0.9% |
69.87 |
| Range |
1.58 |
1.74 |
0.16 |
10.1% |
6.64 |
| ATR |
2.52 |
2.47 |
-0.06 |
-2.2% |
0.00 |
| Volume |
526,968 |
407,657 |
-119,311 |
-22.6% |
2,130,223 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.40 |
74.37 |
70.83 |
|
| R3 |
73.66 |
72.63 |
70.35 |
|
| R2 |
71.92 |
71.92 |
70.19 |
|
| R1 |
70.89 |
70.89 |
70.03 |
70.54 |
| PP |
70.18 |
70.18 |
70.18 |
70.00 |
| S1 |
69.15 |
69.15 |
69.71 |
68.80 |
| S2 |
68.44 |
68.44 |
69.55 |
|
| S3 |
66.70 |
67.41 |
69.39 |
|
| S4 |
64.96 |
65.67 |
68.91 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.73 |
87.44 |
73.52 |
|
| R3 |
85.09 |
80.80 |
71.70 |
|
| R2 |
78.45 |
78.45 |
71.09 |
|
| R1 |
74.16 |
74.16 |
70.48 |
72.99 |
| PP |
71.81 |
71.81 |
71.81 |
71.22 |
| S1 |
67.52 |
67.52 |
69.26 |
66.35 |
| S2 |
65.17 |
65.17 |
68.65 |
|
| S3 |
58.53 |
60.88 |
68.04 |
|
| S4 |
51.89 |
54.24 |
66.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.10 |
69.46 |
6.64 |
9.5% |
2.27 |
3.2% |
6% |
False |
True |
426,044 |
| 10 |
79.04 |
69.46 |
9.58 |
13.7% |
2.36 |
3.4% |
4% |
False |
True |
379,327 |
| 20 |
80.88 |
69.46 |
11.42 |
16.3% |
2.49 |
3.6% |
4% |
False |
True |
315,795 |
| 40 |
82.58 |
69.46 |
13.12 |
18.8% |
2.49 |
3.6% |
3% |
False |
True |
200,997 |
| 60 |
82.58 |
66.10 |
16.48 |
23.6% |
2.44 |
3.5% |
23% |
False |
False |
147,800 |
| 80 |
82.58 |
66.10 |
16.48 |
23.6% |
2.36 |
3.4% |
23% |
False |
False |
114,590 |
| 100 |
82.58 |
66.10 |
16.48 |
23.6% |
2.32 |
3.3% |
23% |
False |
False |
93,594 |
| 120 |
82.58 |
63.01 |
19.57 |
28.0% |
2.22 |
3.2% |
35% |
False |
False |
79,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.60 |
|
2.618 |
75.76 |
|
1.618 |
74.02 |
|
1.000 |
72.94 |
|
0.618 |
72.28 |
|
HIGH |
71.20 |
|
0.618 |
70.54 |
|
0.500 |
70.33 |
|
0.382 |
70.12 |
|
LOW |
69.46 |
|
0.618 |
68.38 |
|
1.000 |
67.72 |
|
1.618 |
66.64 |
|
2.618 |
64.90 |
|
4.250 |
62.07 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.33 |
71.67 |
| PP |
70.18 |
71.07 |
| S1 |
70.02 |
70.47 |
|