NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
73.43 |
74.52 |
1.09 |
1.5% |
71.70 |
| High |
74.91 |
77.00 |
2.09 |
2.8% |
75.65 |
| Low |
72.72 |
74.25 |
1.53 |
2.1% |
70.83 |
| Close |
74.40 |
76.67 |
2.27 |
3.1% |
74.42 |
| Range |
2.19 |
2.75 |
0.56 |
25.6% |
4.82 |
| ATR |
2.24 |
2.28 |
0.04 |
1.6% |
0.00 |
| Volume |
189,118 |
196,830 |
7,712 |
4.1% |
959,752 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.22 |
83.20 |
78.18 |
|
| R3 |
81.47 |
80.45 |
77.43 |
|
| R2 |
78.72 |
78.72 |
77.17 |
|
| R1 |
77.70 |
77.70 |
76.92 |
78.21 |
| PP |
75.97 |
75.97 |
75.97 |
76.23 |
| S1 |
74.95 |
74.95 |
76.42 |
75.46 |
| S2 |
73.22 |
73.22 |
76.17 |
|
| S3 |
70.47 |
72.20 |
75.91 |
|
| S4 |
67.72 |
69.45 |
75.16 |
|
|
| 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 |
77.00 |
72.72 |
4.28 |
5.6% |
2.23 |
2.9% |
92% |
True |
False |
220,150 |
| 10 |
77.00 |
70.83 |
6.17 |
8.0% |
2.00 |
2.6% |
95% |
True |
False |
212,242 |
| 20 |
80.40 |
70.83 |
9.57 |
12.5% |
2.37 |
3.1% |
61% |
False |
False |
169,829 |
| 40 |
82.28 |
70.83 |
11.45 |
14.9% |
2.37 |
3.1% |
51% |
False |
False |
103,839 |
| 60 |
83.19 |
67.75 |
15.44 |
20.1% |
2.32 |
3.0% |
58% |
False |
False |
75,416 |
| 80 |
83.19 |
66.82 |
16.37 |
21.4% |
2.21 |
2.9% |
60% |
False |
False |
58,458 |
| 100 |
83.19 |
66.82 |
16.37 |
21.4% |
2.09 |
2.7% |
60% |
False |
False |
47,831 |
| 120 |
83.19 |
63.61 |
19.58 |
25.5% |
1.96 |
2.6% |
67% |
False |
False |
40,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.69 |
|
2.618 |
84.20 |
|
1.618 |
81.45 |
|
1.000 |
79.75 |
|
0.618 |
78.70 |
|
HIGH |
77.00 |
|
0.618 |
75.95 |
|
0.500 |
75.63 |
|
0.382 |
75.30 |
|
LOW |
74.25 |
|
0.618 |
72.55 |
|
1.000 |
71.50 |
|
1.618 |
69.80 |
|
2.618 |
67.05 |
|
4.250 |
62.56 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.32 |
76.07 |
| PP |
75.97 |
75.46 |
| S1 |
75.63 |
74.86 |
|