NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
70.57 |
69.63 |
-0.94 |
-1.3% |
75.80 |
| High |
71.20 |
70.22 |
-0.98 |
-1.4% |
76.10 |
| Low |
69.46 |
68.59 |
-0.87 |
-1.3% |
69.46 |
| Close |
69.87 |
69.51 |
-0.36 |
-0.5% |
69.87 |
| Range |
1.74 |
1.63 |
-0.11 |
-6.3% |
6.64 |
| ATR |
2.47 |
2.41 |
-0.06 |
-2.4% |
0.00 |
| Volume |
407,657 |
343,411 |
-64,246 |
-15.8% |
2,130,223 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.33 |
73.55 |
70.41 |
|
| R3 |
72.70 |
71.92 |
69.96 |
|
| R2 |
71.07 |
71.07 |
69.81 |
|
| R1 |
70.29 |
70.29 |
69.66 |
69.87 |
| PP |
69.44 |
69.44 |
69.44 |
69.23 |
| S1 |
68.66 |
68.66 |
69.36 |
68.24 |
| S2 |
67.81 |
67.81 |
69.21 |
|
| S3 |
66.18 |
67.03 |
69.06 |
|
| S4 |
64.55 |
65.40 |
68.61 |
|
|
| 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 |
74.39 |
68.59 |
5.80 |
8.3% |
2.11 |
3.0% |
16% |
False |
True |
412,411 |
| 10 |
79.04 |
68.59 |
10.45 |
15.0% |
2.24 |
3.2% |
9% |
False |
True |
383,534 |
| 20 |
80.88 |
68.59 |
12.29 |
17.7% |
2.46 |
3.5% |
7% |
False |
True |
323,725 |
| 40 |
82.58 |
68.59 |
13.99 |
20.1% |
2.48 |
3.6% |
7% |
False |
True |
208,179 |
| 60 |
82.58 |
66.10 |
16.48 |
23.7% |
2.45 |
3.5% |
21% |
False |
False |
153,140 |
| 80 |
82.58 |
66.10 |
16.48 |
23.7% |
2.36 |
3.4% |
21% |
False |
False |
118,598 |
| 100 |
82.58 |
66.10 |
16.48 |
23.7% |
2.31 |
3.3% |
21% |
False |
False |
96,924 |
| 120 |
82.58 |
63.01 |
19.57 |
28.2% |
2.22 |
3.2% |
33% |
False |
False |
81,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.15 |
|
2.618 |
74.49 |
|
1.618 |
72.86 |
|
1.000 |
71.85 |
|
0.618 |
71.23 |
|
HIGH |
70.22 |
|
0.618 |
69.60 |
|
0.500 |
69.41 |
|
0.382 |
69.21 |
|
LOW |
68.59 |
|
0.618 |
67.58 |
|
1.000 |
66.96 |
|
1.618 |
65.95 |
|
2.618 |
64.32 |
|
4.250 |
61.66 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.48 |
69.99 |
| PP |
69.44 |
69.83 |
| S1 |
69.41 |
69.67 |
|