NYMEX Light Sweet Crude Oil Future February 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 |
72.39 |
71.70 |
-0.69 |
-1.0% |
77.46 |
| High |
72.97 |
72.54 |
-0.43 |
-0.6% |
77.84 |
| Low |
71.30 |
70.83 |
-0.47 |
-0.7% |
71.30 |
| Close |
71.95 |
71.86 |
-0.09 |
-0.1% |
71.95 |
| Range |
1.67 |
1.71 |
0.04 |
2.4% |
6.54 |
| ATR |
2.38 |
2.34 |
-0.05 |
-2.0% |
0.00 |
| Volume |
226,825 |
187,814 |
-39,011 |
-17.2% |
1,024,827 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.87 |
76.08 |
72.80 |
|
| R3 |
75.16 |
74.37 |
72.33 |
|
| R2 |
73.45 |
73.45 |
72.17 |
|
| R1 |
72.66 |
72.66 |
72.02 |
73.06 |
| PP |
71.74 |
71.74 |
71.74 |
71.94 |
| S1 |
70.95 |
70.95 |
71.70 |
71.35 |
| S2 |
70.03 |
70.03 |
71.55 |
|
| S3 |
68.32 |
69.24 |
71.39 |
|
| S4 |
66.61 |
67.53 |
70.92 |
|
|
| 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 |
76.43 |
70.83 |
5.60 |
7.8% |
2.11 |
2.9% |
18% |
False |
True |
217,512 |
| 10 |
80.40 |
70.83 |
9.57 |
13.3% |
2.17 |
3.0% |
11% |
False |
True |
163,747 |
| 20 |
81.59 |
70.83 |
10.76 |
15.0% |
2.38 |
3.3% |
10% |
False |
True |
116,420 |
| 40 |
83.19 |
70.83 |
12.36 |
17.2% |
2.41 |
3.3% |
8% |
False |
True |
71,983 |
| 60 |
83.19 |
66.82 |
16.37 |
22.8% |
2.32 |
3.2% |
31% |
False |
False |
52,620 |
| 80 |
83.19 |
66.82 |
16.37 |
22.8% |
2.15 |
3.0% |
31% |
False |
False |
41,036 |
| 100 |
83.19 |
66.82 |
16.37 |
22.8% |
2.05 |
2.9% |
31% |
False |
False |
33,865 |
| 120 |
83.19 |
63.61 |
19.58 |
27.2% |
1.89 |
2.6% |
42% |
False |
False |
28,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.81 |
|
2.618 |
77.02 |
|
1.618 |
75.31 |
|
1.000 |
74.25 |
|
0.618 |
73.60 |
|
HIGH |
72.54 |
|
0.618 |
71.89 |
|
0.500 |
71.69 |
|
0.382 |
71.48 |
|
LOW |
70.83 |
|
0.618 |
69.77 |
|
1.000 |
69.12 |
|
1.618 |
68.06 |
|
2.618 |
66.35 |
|
4.250 |
63.56 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.80 |
72.01 |
| PP |
71.74 |
71.96 |
| S1 |
71.69 |
71.91 |
|