NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.59 |
77.92 |
1.33 |
1.7% |
74.39 |
| High |
78.25 |
79.12 |
0.87 |
1.1% |
78.25 |
| Low |
76.19 |
77.76 |
1.57 |
2.1% |
72.72 |
| Close |
78.05 |
78.77 |
0.72 |
0.9% |
78.05 |
| Range |
2.06 |
1.36 |
-0.70 |
-34.0% |
5.53 |
| ATR |
2.26 |
2.20 |
-0.06 |
-2.8% |
0.00 |
| Volume |
205,585 |
102,484 |
-103,101 |
-50.2% |
870,323 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.63 |
82.06 |
79.52 |
|
| R3 |
81.27 |
80.70 |
79.14 |
|
| R2 |
79.91 |
79.91 |
79.02 |
|
| R1 |
79.34 |
79.34 |
78.89 |
79.63 |
| PP |
78.55 |
78.55 |
78.55 |
78.69 |
| S1 |
77.98 |
77.98 |
78.65 |
78.27 |
| S2 |
77.19 |
77.19 |
78.52 |
|
| S3 |
75.83 |
76.62 |
78.40 |
|
| S4 |
74.47 |
75.26 |
78.02 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.93 |
91.02 |
81.09 |
|
| R3 |
87.40 |
85.49 |
79.57 |
|
| R2 |
81.87 |
81.87 |
79.06 |
|
| R1 |
79.96 |
79.96 |
78.56 |
80.92 |
| PP |
76.34 |
76.34 |
76.34 |
76.82 |
| S1 |
74.43 |
74.43 |
77.54 |
75.39 |
| S2 |
70.81 |
70.81 |
77.04 |
|
| S3 |
65.28 |
68.90 |
76.53 |
|
| S4 |
59.75 |
63.37 |
75.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.12 |
72.72 |
6.40 |
8.1% |
2.09 |
2.6% |
95% |
True |
False |
194,561 |
| 10 |
79.12 |
70.83 |
8.29 |
10.5% |
2.02 |
2.6% |
96% |
True |
False |
193,255 |
| 20 |
80.40 |
70.83 |
9.57 |
12.1% |
2.15 |
2.7% |
83% |
False |
False |
172,310 |
| 40 |
82.28 |
70.83 |
11.45 |
14.5% |
2.30 |
2.9% |
69% |
False |
False |
110,280 |
| 60 |
83.19 |
69.21 |
13.98 |
17.7% |
2.27 |
2.9% |
68% |
False |
False |
80,157 |
| 80 |
83.19 |
66.82 |
16.37 |
20.8% |
2.20 |
2.8% |
73% |
False |
False |
62,193 |
| 100 |
83.19 |
66.82 |
16.37 |
20.8% |
2.09 |
2.7% |
73% |
False |
False |
50,772 |
| 120 |
83.19 |
63.61 |
19.58 |
24.9% |
1.96 |
2.5% |
77% |
False |
False |
43,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.90 |
|
2.618 |
82.68 |
|
1.618 |
81.32 |
|
1.000 |
80.48 |
|
0.618 |
79.96 |
|
HIGH |
79.12 |
|
0.618 |
78.60 |
|
0.500 |
78.44 |
|
0.382 |
78.28 |
|
LOW |
77.76 |
|
0.618 |
76.92 |
|
1.000 |
76.40 |
|
1.618 |
75.56 |
|
2.618 |
74.20 |
|
4.250 |
71.98 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.66 |
78.08 |
| PP |
78.55 |
77.38 |
| S1 |
78.44 |
76.69 |
|