NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
73.55 |
73.27 |
-0.28 |
-0.4% |
78.76 |
| High |
74.33 |
74.08 |
-0.25 |
-0.3% |
79.36 |
| Low |
72.75 |
72.45 |
-0.30 |
-0.4% |
72.75 |
| Close |
73.54 |
73.46 |
-0.08 |
-0.1% |
73.54 |
| Range |
1.58 |
1.63 |
0.05 |
3.2% |
6.61 |
| ATR |
2.33 |
2.28 |
-0.05 |
-2.2% |
0.00 |
| Volume |
83,728 |
77,542 |
-6,186 |
-7.4% |
437,987 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.22 |
77.47 |
74.36 |
|
| R3 |
76.59 |
75.84 |
73.91 |
|
| R2 |
74.96 |
74.96 |
73.76 |
|
| R1 |
74.21 |
74.21 |
73.61 |
74.59 |
| PP |
73.33 |
73.33 |
73.33 |
73.52 |
| S1 |
72.58 |
72.58 |
73.31 |
72.96 |
| S2 |
71.70 |
71.70 |
73.16 |
|
| S3 |
70.07 |
70.95 |
73.01 |
|
| S4 |
68.44 |
69.32 |
72.56 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.05 |
90.90 |
77.18 |
|
| R3 |
88.44 |
84.29 |
75.36 |
|
| R2 |
81.83 |
81.83 |
74.75 |
|
| R1 |
77.68 |
77.68 |
74.15 |
76.45 |
| PP |
75.22 |
75.22 |
75.22 |
74.60 |
| S1 |
71.07 |
71.07 |
72.93 |
69.84 |
| S2 |
68.61 |
68.61 |
72.33 |
|
| S3 |
62.00 |
64.46 |
71.72 |
|
| S4 |
55.39 |
57.85 |
69.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.09 |
72.45 |
5.64 |
7.7% |
2.12 |
2.9% |
18% |
False |
True |
92,003 |
| 10 |
81.52 |
72.45 |
9.07 |
12.3% |
2.13 |
2.9% |
11% |
False |
True |
70,626 |
| 20 |
82.30 |
72.45 |
9.85 |
13.4% |
2.32 |
3.2% |
10% |
False |
True |
50,654 |
| 40 |
83.60 |
72.45 |
11.15 |
15.2% |
2.32 |
3.2% |
9% |
False |
True |
33,634 |
| 60 |
83.60 |
67.46 |
16.14 |
22.0% |
2.19 |
3.0% |
37% |
False |
False |
25,414 |
| 80 |
83.60 |
67.46 |
16.14 |
22.0% |
2.09 |
2.8% |
37% |
False |
False |
20,506 |
| 100 |
83.60 |
67.46 |
16.14 |
22.0% |
1.99 |
2.7% |
37% |
False |
False |
17,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.01 |
|
2.618 |
78.35 |
|
1.618 |
76.72 |
|
1.000 |
75.71 |
|
0.618 |
75.09 |
|
HIGH |
74.08 |
|
0.618 |
73.46 |
|
0.500 |
73.27 |
|
0.382 |
73.07 |
|
LOW |
72.45 |
|
0.618 |
71.44 |
|
1.000 |
70.82 |
|
1.618 |
69.81 |
|
2.618 |
68.18 |
|
4.250 |
65.52 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.40 |
73.50 |
| PP |
73.33 |
73.49 |
| S1 |
73.27 |
73.47 |
|