NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.51 |
73.78 |
-0.73 |
-1.0% |
71.70 |
| High |
74.97 |
75.65 |
0.68 |
0.9% |
75.65 |
| Low |
72.91 |
73.55 |
0.64 |
0.9% |
70.83 |
| Close |
74.08 |
74.42 |
0.34 |
0.5% |
74.42 |
| Range |
2.06 |
2.10 |
0.04 |
1.9% |
4.82 |
| ATR |
2.27 |
2.26 |
-0.01 |
-0.5% |
0.00 |
| Volume |
222,038 |
213,975 |
-8,063 |
-3.6% |
959,752 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.84 |
79.73 |
75.58 |
|
| R3 |
78.74 |
77.63 |
75.00 |
|
| R2 |
76.64 |
76.64 |
74.81 |
|
| R1 |
75.53 |
75.53 |
74.61 |
76.09 |
| PP |
74.54 |
74.54 |
74.54 |
74.82 |
| S1 |
73.43 |
73.43 |
74.23 |
73.99 |
| S2 |
72.44 |
72.44 |
74.04 |
|
| S3 |
70.34 |
71.33 |
73.84 |
|
| S4 |
68.24 |
69.23 |
73.27 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.09 |
86.08 |
77.07 |
|
| R3 |
83.27 |
81.26 |
75.75 |
|
| R2 |
78.45 |
78.45 |
75.30 |
|
| R1 |
76.44 |
76.44 |
74.86 |
77.45 |
| PP |
73.63 |
73.63 |
73.63 |
74.14 |
| S1 |
71.62 |
71.62 |
73.98 |
72.63 |
| S2 |
68.81 |
68.81 |
73.54 |
|
| S3 |
63.99 |
66.80 |
73.09 |
|
| S4 |
59.17 |
61.98 |
71.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.65 |
70.83 |
4.82 |
6.5% |
1.95 |
2.6% |
74% |
True |
False |
191,950 |
| 10 |
77.84 |
70.83 |
7.01 |
9.4% |
2.07 |
2.8% |
51% |
False |
False |
198,457 |
| 20 |
80.77 |
70.83 |
9.94 |
13.4% |
2.34 |
3.1% |
36% |
False |
False |
147,658 |
| 40 |
83.07 |
70.83 |
12.24 |
16.4% |
2.38 |
3.2% |
29% |
False |
False |
89,128 |
| 60 |
83.19 |
66.82 |
16.37 |
22.0% |
2.28 |
3.1% |
46% |
False |
False |
64,994 |
| 80 |
83.19 |
66.82 |
16.37 |
22.0% |
2.19 |
2.9% |
46% |
False |
False |
50,385 |
| 100 |
83.19 |
66.82 |
16.37 |
22.0% |
2.08 |
2.8% |
46% |
False |
False |
41,325 |
| 120 |
83.19 |
63.61 |
19.58 |
26.3% |
1.93 |
2.6% |
55% |
False |
False |
35,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.58 |
|
2.618 |
81.15 |
|
1.618 |
79.05 |
|
1.000 |
77.75 |
|
0.618 |
76.95 |
|
HIGH |
75.65 |
|
0.618 |
74.85 |
|
0.500 |
74.60 |
|
0.382 |
74.35 |
|
LOW |
73.55 |
|
0.618 |
72.25 |
|
1.000 |
71.45 |
|
1.618 |
70.15 |
|
2.618 |
68.05 |
|
4.250 |
64.63 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.60 |
74.33 |
| PP |
74.54 |
74.23 |
| S1 |
74.48 |
74.14 |
|