NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.52 |
76.59 |
2.07 |
2.8% |
71.70 |
| High |
77.00 |
78.25 |
1.25 |
1.6% |
75.65 |
| Low |
74.25 |
76.19 |
1.94 |
2.6% |
70.83 |
| Close |
76.67 |
78.05 |
1.38 |
1.8% |
74.42 |
| Range |
2.75 |
2.06 |
-0.69 |
-25.1% |
4.82 |
| ATR |
2.28 |
2.26 |
-0.02 |
-0.7% |
0.00 |
| Volume |
196,830 |
205,585 |
8,755 |
4.4% |
959,752 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.68 |
82.92 |
79.18 |
|
| R3 |
81.62 |
80.86 |
78.62 |
|
| R2 |
79.56 |
79.56 |
78.43 |
|
| R1 |
78.80 |
78.80 |
78.24 |
79.18 |
| PP |
77.50 |
77.50 |
77.50 |
77.69 |
| S1 |
76.74 |
76.74 |
77.86 |
77.12 |
| S2 |
75.44 |
75.44 |
77.67 |
|
| S3 |
73.38 |
74.68 |
77.48 |
|
| S4 |
71.32 |
72.62 |
76.92 |
|
|
| 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 |
78.25 |
72.72 |
5.53 |
7.1% |
2.23 |
2.9% |
96% |
True |
False |
216,859 |
| 10 |
78.25 |
70.83 |
7.42 |
9.5% |
2.05 |
2.6% |
97% |
True |
False |
205,690 |
| 20 |
80.40 |
70.83 |
9.57 |
12.3% |
2.35 |
3.0% |
75% |
False |
False |
172,610 |
| 40 |
82.28 |
70.83 |
11.45 |
14.7% |
2.35 |
3.0% |
63% |
False |
False |
108,327 |
| 60 |
83.19 |
69.21 |
13.98 |
17.9% |
2.29 |
2.9% |
63% |
False |
False |
78,669 |
| 80 |
83.19 |
66.82 |
16.37 |
21.0% |
2.20 |
2.8% |
69% |
False |
False |
60,980 |
| 100 |
83.19 |
66.82 |
16.37 |
21.0% |
2.09 |
2.7% |
69% |
False |
False |
49,803 |
| 120 |
83.19 |
63.61 |
19.58 |
25.1% |
1.97 |
2.5% |
74% |
False |
False |
42,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.01 |
|
2.618 |
83.64 |
|
1.618 |
81.58 |
|
1.000 |
80.31 |
|
0.618 |
79.52 |
|
HIGH |
78.25 |
|
0.618 |
77.46 |
|
0.500 |
77.22 |
|
0.382 |
76.98 |
|
LOW |
76.19 |
|
0.618 |
74.92 |
|
1.000 |
74.13 |
|
1.618 |
72.86 |
|
2.618 |
70.80 |
|
4.250 |
67.44 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.77 |
77.20 |
| PP |
77.50 |
76.34 |
| S1 |
77.22 |
75.49 |
|