NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
73.78 |
74.39 |
0.61 |
0.8% |
71.70 |
| High |
75.65 |
75.24 |
-0.41 |
-0.5% |
75.65 |
| Low |
73.55 |
73.17 |
-0.38 |
-0.5% |
70.83 |
| Close |
74.42 |
73.72 |
-0.70 |
-0.9% |
74.42 |
| Range |
2.10 |
2.07 |
-0.03 |
-1.4% |
4.82 |
| ATR |
2.26 |
2.24 |
-0.01 |
-0.6% |
0.00 |
| Volume |
213,975 |
278,790 |
64,815 |
30.3% |
959,752 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.25 |
79.06 |
74.86 |
|
| R3 |
78.18 |
76.99 |
74.29 |
|
| R2 |
76.11 |
76.11 |
74.10 |
|
| R1 |
74.92 |
74.92 |
73.91 |
74.48 |
| PP |
74.04 |
74.04 |
74.04 |
73.83 |
| S1 |
72.85 |
72.85 |
73.53 |
72.41 |
| S2 |
71.97 |
71.97 |
73.34 |
|
| S3 |
69.90 |
70.78 |
73.15 |
|
| S4 |
67.83 |
68.71 |
72.58 |
|
|
| 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 |
71.69 |
3.96 |
5.4% |
2.03 |
2.7% |
51% |
False |
False |
210,145 |
| 10 |
76.43 |
70.83 |
5.60 |
7.6% |
2.07 |
2.8% |
52% |
False |
False |
213,828 |
| 20 |
80.77 |
70.83 |
9.94 |
13.5% |
2.36 |
3.2% |
29% |
False |
False |
158,789 |
| 40 |
82.94 |
70.83 |
12.11 |
16.4% |
2.38 |
3.2% |
24% |
False |
False |
95,519 |
| 60 |
83.19 |
66.89 |
16.30 |
22.1% |
2.29 |
3.1% |
42% |
False |
False |
69,329 |
| 80 |
83.19 |
66.82 |
16.37 |
22.2% |
2.18 |
3.0% |
42% |
False |
False |
53,793 |
| 100 |
83.19 |
66.82 |
16.37 |
22.2% |
2.07 |
2.8% |
42% |
False |
False |
44,071 |
| 120 |
83.19 |
63.61 |
19.58 |
26.6% |
1.93 |
2.6% |
52% |
False |
False |
37,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.04 |
|
2.618 |
80.66 |
|
1.618 |
78.59 |
|
1.000 |
77.31 |
|
0.618 |
76.52 |
|
HIGH |
75.24 |
|
0.618 |
74.45 |
|
0.500 |
74.21 |
|
0.382 |
73.96 |
|
LOW |
73.17 |
|
0.618 |
71.89 |
|
1.000 |
71.10 |
|
1.618 |
69.82 |
|
2.618 |
67.75 |
|
4.250 |
64.37 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.21 |
74.28 |
| PP |
74.04 |
74.09 |
| S1 |
73.88 |
73.91 |
|