NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
78.66 |
78.80 |
0.14 |
0.2% |
74.39 |
| High |
79.39 |
79.80 |
0.41 |
0.5% |
78.25 |
| Low |
78.02 |
78.46 |
0.44 |
0.6% |
72.72 |
| Close |
78.87 |
79.28 |
0.41 |
0.5% |
78.05 |
| Range |
1.37 |
1.34 |
-0.03 |
-2.2% |
5.53 |
| ATR |
2.14 |
2.08 |
-0.06 |
-2.7% |
0.00 |
| Volume |
108,894 |
137,090 |
28,196 |
25.9% |
870,323 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.20 |
82.58 |
80.02 |
|
| R3 |
81.86 |
81.24 |
79.65 |
|
| R2 |
80.52 |
80.52 |
79.53 |
|
| R1 |
79.90 |
79.90 |
79.40 |
80.21 |
| PP |
79.18 |
79.18 |
79.18 |
79.34 |
| S1 |
78.56 |
78.56 |
79.16 |
78.87 |
| S2 |
77.84 |
77.84 |
79.03 |
|
| S3 |
76.50 |
77.22 |
78.91 |
|
| S4 |
75.16 |
75.88 |
78.54 |
|
|
| 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 |
79.80 |
74.25 |
5.55 |
7.0% |
1.78 |
2.2% |
91% |
True |
False |
150,176 |
| 10 |
79.80 |
72.62 |
7.18 |
9.1% |
1.97 |
2.5% |
93% |
True |
False |
182,441 |
| 20 |
79.97 |
70.83 |
9.14 |
11.5% |
2.05 |
2.6% |
92% |
False |
False |
176,599 |
| 40 |
82.28 |
70.83 |
11.45 |
14.4% |
2.25 |
2.8% |
74% |
False |
False |
114,792 |
| 60 |
83.19 |
70.26 |
12.93 |
16.3% |
2.25 |
2.8% |
70% |
False |
False |
83,780 |
| 80 |
83.19 |
66.82 |
16.37 |
20.6% |
2.20 |
2.8% |
76% |
False |
False |
65,119 |
| 100 |
83.19 |
66.82 |
16.37 |
20.6% |
2.10 |
2.6% |
76% |
False |
False |
53,116 |
| 120 |
83.19 |
63.61 |
19.58 |
24.7% |
1.98 |
2.5% |
80% |
False |
False |
45,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.50 |
|
2.618 |
83.31 |
|
1.618 |
81.97 |
|
1.000 |
81.14 |
|
0.618 |
80.63 |
|
HIGH |
79.80 |
|
0.618 |
79.29 |
|
0.500 |
79.13 |
|
0.382 |
78.97 |
|
LOW |
78.46 |
|
0.618 |
77.63 |
|
1.000 |
77.12 |
|
1.618 |
76.29 |
|
2.618 |
74.95 |
|
4.250 |
72.77 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.23 |
79.11 |
| PP |
79.18 |
78.95 |
| S1 |
79.13 |
78.78 |
|