NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.19 |
77.18 |
1.99 |
2.6% |
73.27 |
| High |
77.58 |
78.84 |
1.26 |
1.6% |
76.33 |
| Low |
74.92 |
76.78 |
1.86 |
2.5% |
72.45 |
| Close |
77.25 |
78.66 |
1.41 |
1.8% |
75.23 |
| Range |
2.66 |
2.06 |
-0.60 |
-22.6% |
3.88 |
| ATR |
2.20 |
2.19 |
-0.01 |
-0.5% |
0.00 |
| Volume |
61,048 |
77,544 |
16,496 |
27.0% |
392,652 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.27 |
83.53 |
79.79 |
|
| R3 |
82.21 |
81.47 |
79.23 |
|
| R2 |
80.15 |
80.15 |
79.04 |
|
| R1 |
79.41 |
79.41 |
78.85 |
79.78 |
| PP |
78.09 |
78.09 |
78.09 |
78.28 |
| S1 |
77.35 |
77.35 |
78.47 |
77.72 |
| S2 |
76.03 |
76.03 |
78.28 |
|
| S3 |
73.97 |
75.29 |
78.09 |
|
| S4 |
71.91 |
73.23 |
77.53 |
|
|
| 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 |
78.84 |
73.52 |
5.32 |
6.8% |
2.17 |
2.8% |
97% |
True |
False |
69,969 |
| 10 |
78.84 |
72.45 |
6.39 |
8.1% |
1.95 |
2.5% |
97% |
True |
False |
74,629 |
| 20 |
81.52 |
72.45 |
9.07 |
11.5% |
2.28 |
2.9% |
68% |
False |
False |
68,623 |
| 40 |
82.81 |
72.45 |
10.36 |
13.2% |
2.28 |
2.9% |
60% |
False |
False |
45,383 |
| 60 |
83.60 |
69.77 |
13.83 |
17.6% |
2.18 |
2.8% |
64% |
False |
False |
34,215 |
| 80 |
83.60 |
67.46 |
16.14 |
20.5% |
2.10 |
2.7% |
69% |
False |
False |
27,337 |
| 100 |
83.60 |
67.46 |
16.14 |
20.5% |
2.04 |
2.6% |
69% |
False |
False |
22,650 |
| 120 |
83.60 |
64.26 |
19.34 |
24.6% |
1.92 |
2.4% |
74% |
False |
False |
19,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.60 |
|
2.618 |
84.23 |
|
1.618 |
82.17 |
|
1.000 |
80.90 |
|
0.618 |
80.11 |
|
HIGH |
78.84 |
|
0.618 |
78.05 |
|
0.500 |
77.81 |
|
0.382 |
77.57 |
|
LOW |
76.78 |
|
0.618 |
75.51 |
|
1.000 |
74.72 |
|
1.618 |
73.45 |
|
2.618 |
71.39 |
|
4.250 |
68.03 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.38 |
77.83 |
| PP |
78.09 |
77.01 |
| S1 |
77.81 |
76.18 |
|