NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
73.64 |
74.25 |
0.61 |
0.8% |
78.76 |
| High |
74.56 |
75.88 |
1.32 |
1.8% |
79.36 |
| Low |
73.26 |
73.91 |
0.65 |
0.9% |
72.75 |
| Close |
73.93 |
75.32 |
1.39 |
1.9% |
73.54 |
| Range |
1.30 |
1.97 |
0.67 |
51.5% |
6.61 |
| ATR |
2.21 |
2.20 |
-0.02 |
-0.8% |
0.00 |
| Volume |
69,677 |
75,950 |
6,273 |
9.0% |
437,987 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.95 |
80.10 |
76.40 |
|
| R3 |
78.98 |
78.13 |
75.86 |
|
| R2 |
77.01 |
77.01 |
75.68 |
|
| R1 |
76.16 |
76.16 |
75.50 |
76.59 |
| PP |
75.04 |
75.04 |
75.04 |
75.25 |
| S1 |
74.19 |
74.19 |
75.14 |
74.62 |
| S2 |
73.07 |
73.07 |
74.96 |
|
| S3 |
71.10 |
72.22 |
74.78 |
|
| S4 |
69.13 |
70.25 |
74.24 |
|
|
| 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 |
75.88 |
72.45 |
3.43 |
4.6% |
1.63 |
2.2% |
84% |
True |
False |
84,679 |
| 10 |
81.02 |
72.45 |
8.57 |
11.4% |
2.06 |
2.7% |
33% |
False |
False |
76,223 |
| 20 |
82.30 |
72.45 |
9.85 |
13.1% |
2.27 |
3.0% |
29% |
False |
False |
56,112 |
| 40 |
83.60 |
72.45 |
11.15 |
14.8% |
2.32 |
3.1% |
26% |
False |
False |
36,720 |
| 60 |
83.60 |
67.46 |
16.14 |
21.4% |
2.20 |
2.9% |
49% |
False |
False |
27,653 |
| 80 |
83.60 |
67.46 |
16.14 |
21.4% |
2.12 |
2.8% |
49% |
False |
False |
22,184 |
| 100 |
83.60 |
67.46 |
16.14 |
21.4% |
2.01 |
2.7% |
49% |
False |
False |
18,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.25 |
|
2.618 |
81.04 |
|
1.618 |
79.07 |
|
1.000 |
77.85 |
|
0.618 |
77.10 |
|
HIGH |
75.88 |
|
0.618 |
75.13 |
|
0.500 |
74.90 |
|
0.382 |
74.66 |
|
LOW |
73.91 |
|
0.618 |
72.69 |
|
1.000 |
71.94 |
|
1.618 |
70.72 |
|
2.618 |
68.75 |
|
4.250 |
65.54 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.18 |
74.94 |
| PP |
75.04 |
74.55 |
| S1 |
74.90 |
74.17 |
|