NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.97 |
74.28 |
-0.69 |
-0.9% |
73.27 |
| High |
76.09 |
75.60 |
-0.49 |
-0.6% |
76.33 |
| Low |
74.01 |
73.52 |
-0.49 |
-0.7% |
72.45 |
| Close |
74.55 |
75.06 |
0.51 |
0.7% |
75.23 |
| Range |
2.08 |
2.08 |
0.00 |
0.0% |
3.88 |
| ATR |
2.17 |
2.17 |
-0.01 |
-0.3% |
0.00 |
| Volume |
75,977 |
55,347 |
-20,630 |
-27.2% |
392,652 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.97 |
80.09 |
76.20 |
|
| R3 |
78.89 |
78.01 |
75.63 |
|
| R2 |
76.81 |
76.81 |
75.44 |
|
| R1 |
75.93 |
75.93 |
75.25 |
76.37 |
| PP |
74.73 |
74.73 |
74.73 |
74.95 |
| S1 |
73.85 |
73.85 |
74.87 |
74.29 |
| S2 |
72.65 |
72.65 |
74.68 |
|
| S3 |
70.57 |
71.77 |
74.49 |
|
| S4 |
68.49 |
69.69 |
73.92 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.31 |
84.65 |
77.36 |
|
| R3 |
82.43 |
80.77 |
76.30 |
|
| R2 |
78.55 |
78.55 |
75.94 |
|
| R1 |
76.89 |
76.89 |
75.59 |
77.72 |
| PP |
74.67 |
74.67 |
74.67 |
75.09 |
| S1 |
73.01 |
73.01 |
74.87 |
73.84 |
| S2 |
70.79 |
70.79 |
74.52 |
|
| S3 |
66.91 |
69.13 |
74.16 |
|
| S4 |
63.03 |
65.25 |
73.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.33 |
73.52 |
2.81 |
3.7% |
2.06 |
2.7% |
55% |
False |
True |
75,351 |
| 10 |
77.07 |
72.45 |
4.62 |
6.2% |
2.01 |
2.7% |
56% |
False |
False |
82,842 |
| 20 |
81.52 |
72.45 |
9.07 |
12.1% |
2.25 |
3.0% |
29% |
False |
False |
66,561 |
| 40 |
82.81 |
72.45 |
10.36 |
13.8% |
2.27 |
3.0% |
25% |
False |
False |
42,740 |
| 60 |
83.60 |
68.01 |
15.59 |
20.8% |
2.19 |
2.9% |
45% |
False |
False |
32,123 |
| 80 |
83.60 |
67.46 |
16.14 |
21.5% |
2.13 |
2.8% |
47% |
False |
False |
25,712 |
| 100 |
83.60 |
67.46 |
16.14 |
21.5% |
2.01 |
2.7% |
47% |
False |
False |
21,369 |
| 120 |
83.60 |
64.26 |
19.34 |
25.8% |
1.90 |
2.5% |
56% |
False |
False |
18,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.44 |
|
2.618 |
81.05 |
|
1.618 |
78.97 |
|
1.000 |
77.68 |
|
0.618 |
76.89 |
|
HIGH |
75.60 |
|
0.618 |
74.81 |
|
0.500 |
74.56 |
|
0.382 |
74.31 |
|
LOW |
73.52 |
|
0.618 |
72.23 |
|
1.000 |
71.44 |
|
1.618 |
70.15 |
|
2.618 |
68.07 |
|
4.250 |
64.68 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.89 |
75.02 |
| PP |
74.73 |
74.97 |
| S1 |
74.56 |
74.93 |
|