NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.18 |
78.60 |
1.42 |
1.8% |
74.97 |
| High |
78.84 |
79.74 |
0.90 |
1.1% |
78.84 |
| Low |
76.78 |
78.43 |
1.65 |
2.1% |
73.52 |
| Close |
78.66 |
79.45 |
0.79 |
1.0% |
78.66 |
| Range |
2.06 |
1.31 |
-0.75 |
-36.4% |
5.32 |
| ATR |
2.19 |
2.13 |
-0.06 |
-2.9% |
0.00 |
| Volume |
77,544 |
28,130 |
-49,414 |
-63.7% |
269,916 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.14 |
82.60 |
80.17 |
|
| R3 |
81.83 |
81.29 |
79.81 |
|
| R2 |
80.52 |
80.52 |
79.69 |
|
| R1 |
79.98 |
79.98 |
79.57 |
80.25 |
| PP |
79.21 |
79.21 |
79.21 |
79.34 |
| S1 |
78.67 |
78.67 |
79.33 |
78.94 |
| S2 |
77.90 |
77.90 |
79.21 |
|
| S3 |
76.59 |
77.36 |
79.09 |
|
| S4 |
75.28 |
76.05 |
78.73 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.97 |
91.13 |
81.59 |
|
| R3 |
87.65 |
85.81 |
80.12 |
|
| R2 |
82.33 |
82.33 |
79.64 |
|
| R1 |
80.49 |
80.49 |
79.15 |
81.41 |
| PP |
77.01 |
77.01 |
77.01 |
77.47 |
| S1 |
75.17 |
75.17 |
78.17 |
76.09 |
| S2 |
71.69 |
71.69 |
77.68 |
|
| S3 |
66.37 |
69.85 |
77.20 |
|
| S4 |
61.05 |
64.53 |
75.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.74 |
73.52 |
6.22 |
7.8% |
2.04 |
2.6% |
95% |
True |
False |
59,609 |
| 10 |
79.74 |
72.45 |
7.29 |
9.2% |
1.93 |
2.4% |
96% |
True |
False |
69,069 |
| 20 |
81.52 |
72.45 |
9.07 |
11.4% |
2.09 |
2.6% |
77% |
False |
False |
67,462 |
| 40 |
82.81 |
72.45 |
10.36 |
13.0% |
2.23 |
2.8% |
68% |
False |
False |
45,743 |
| 60 |
83.60 |
69.77 |
13.83 |
17.4% |
2.18 |
2.7% |
70% |
False |
False |
34,517 |
| 80 |
83.60 |
67.46 |
16.14 |
20.3% |
2.10 |
2.6% |
74% |
False |
False |
27,630 |
| 100 |
83.60 |
67.46 |
16.14 |
20.3% |
2.03 |
2.6% |
74% |
False |
False |
22,885 |
| 120 |
83.60 |
64.26 |
19.34 |
24.3% |
1.92 |
2.4% |
79% |
False |
False |
19,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.31 |
|
2.618 |
83.17 |
|
1.618 |
81.86 |
|
1.000 |
81.05 |
|
0.618 |
80.55 |
|
HIGH |
79.74 |
|
0.618 |
79.24 |
|
0.500 |
79.09 |
|
0.382 |
78.93 |
|
LOW |
78.43 |
|
0.618 |
77.62 |
|
1.000 |
77.12 |
|
1.618 |
76.31 |
|
2.618 |
75.00 |
|
4.250 |
72.86 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.33 |
78.74 |
| PP |
79.21 |
78.04 |
| S1 |
79.09 |
77.33 |
|