NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
71.70 |
71.89 |
0.19 |
0.3% |
77.46 |
| High |
72.54 |
73.21 |
0.67 |
0.9% |
77.84 |
| Low |
70.83 |
71.69 |
0.86 |
1.2% |
71.30 |
| Close |
71.86 |
72.69 |
0.83 |
1.2% |
71.95 |
| Range |
1.71 |
1.52 |
-0.19 |
-11.1% |
6.54 |
| ATR |
2.34 |
2.28 |
-0.06 |
-2.5% |
0.00 |
| Volume |
187,814 |
166,311 |
-21,503 |
-11.4% |
1,024,827 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.09 |
76.41 |
73.53 |
|
| R3 |
75.57 |
74.89 |
73.11 |
|
| R2 |
74.05 |
74.05 |
72.97 |
|
| R1 |
73.37 |
73.37 |
72.83 |
73.71 |
| PP |
72.53 |
72.53 |
72.53 |
72.70 |
| S1 |
71.85 |
71.85 |
72.55 |
72.19 |
| S2 |
71.01 |
71.01 |
72.41 |
|
| S3 |
69.49 |
70.33 |
72.27 |
|
| S4 |
67.97 |
68.81 |
71.85 |
|
|
| 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 |
75.68 |
70.83 |
4.85 |
6.7% |
2.02 |
2.8% |
38% |
False |
False |
217,019 |
| 10 |
79.97 |
70.83 |
9.14 |
12.6% |
2.12 |
2.9% |
20% |
False |
False |
170,757 |
| 20 |
81.59 |
70.83 |
10.76 |
14.8% |
2.31 |
3.2% |
17% |
False |
False |
123,091 |
| 40 |
83.19 |
70.83 |
12.36 |
17.0% |
2.40 |
3.3% |
15% |
False |
False |
75,752 |
| 60 |
83.19 |
66.82 |
16.37 |
22.5% |
2.29 |
3.2% |
36% |
False |
False |
55,296 |
| 80 |
83.19 |
66.82 |
16.37 |
22.5% |
2.17 |
3.0% |
36% |
False |
False |
43,033 |
| 100 |
83.19 |
66.82 |
16.37 |
22.5% |
2.06 |
2.8% |
36% |
False |
False |
35,451 |
| 120 |
83.19 |
63.61 |
19.58 |
26.9% |
1.90 |
2.6% |
46% |
False |
False |
30,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.67 |
|
2.618 |
77.19 |
|
1.618 |
75.67 |
|
1.000 |
74.73 |
|
0.618 |
74.15 |
|
HIGH |
73.21 |
|
0.618 |
72.63 |
|
0.500 |
72.45 |
|
0.382 |
72.27 |
|
LOW |
71.69 |
|
0.618 |
70.75 |
|
1.000 |
70.17 |
|
1.618 |
69.23 |
|
2.618 |
67.71 |
|
4.250 |
65.23 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.61 |
72.47 |
| PP |
72.53 |
72.24 |
| S1 |
72.45 |
72.02 |
|