NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
72.84 |
74.51 |
1.67 |
2.3% |
77.46 |
| High |
75.00 |
74.97 |
-0.03 |
0.0% |
77.84 |
| Low |
72.62 |
72.91 |
0.29 |
0.4% |
71.30 |
| Close |
74.38 |
74.08 |
-0.30 |
-0.4% |
71.95 |
| Range |
2.38 |
2.06 |
-0.32 |
-13.4% |
6.54 |
| ATR |
2.28 |
2.27 |
-0.02 |
-0.7% |
0.00 |
| Volume |
169,614 |
222,038 |
52,424 |
30.9% |
1,024,827 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.17 |
79.18 |
75.21 |
|
| R3 |
78.11 |
77.12 |
74.65 |
|
| R2 |
76.05 |
76.05 |
74.46 |
|
| R1 |
75.06 |
75.06 |
74.27 |
74.53 |
| PP |
73.99 |
73.99 |
73.99 |
73.72 |
| S1 |
73.00 |
73.00 |
73.89 |
72.47 |
| S2 |
71.93 |
71.93 |
73.70 |
|
| S3 |
69.87 |
70.94 |
73.51 |
|
| S4 |
67.81 |
68.88 |
72.95 |
|
|
| 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 |
75.00 |
70.83 |
4.17 |
5.6% |
1.87 |
2.5% |
78% |
False |
False |
194,520 |
| 10 |
79.60 |
70.83 |
8.77 |
11.8% |
2.16 |
2.9% |
37% |
False |
False |
188,746 |
| 20 |
81.10 |
70.83 |
10.27 |
13.9% |
2.37 |
3.2% |
32% |
False |
False |
139,025 |
| 40 |
83.07 |
70.83 |
12.24 |
16.5% |
2.37 |
3.2% |
27% |
False |
False |
84,611 |
| 60 |
83.19 |
66.82 |
16.37 |
22.1% |
2.29 |
3.1% |
44% |
False |
False |
61,643 |
| 80 |
83.19 |
66.82 |
16.37 |
22.1% |
2.18 |
2.9% |
44% |
False |
False |
47,800 |
| 100 |
83.19 |
66.82 |
16.37 |
22.1% |
2.08 |
2.8% |
44% |
False |
False |
39,221 |
| 120 |
83.19 |
63.61 |
19.58 |
26.4% |
1.93 |
2.6% |
53% |
False |
False |
33,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.73 |
|
2.618 |
80.36 |
|
1.618 |
78.30 |
|
1.000 |
77.03 |
|
0.618 |
76.24 |
|
HIGH |
74.97 |
|
0.618 |
74.18 |
|
0.500 |
73.94 |
|
0.382 |
73.70 |
|
LOW |
72.91 |
|
0.618 |
71.64 |
|
1.000 |
70.85 |
|
1.618 |
69.58 |
|
2.618 |
67.52 |
|
4.250 |
64.16 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.03 |
73.84 |
| PP |
73.99 |
73.59 |
| S1 |
73.94 |
73.35 |
|