NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
79.40 |
79.50 |
0.10 |
0.1% |
74.97 |
| High |
80.11 |
80.49 |
0.38 |
0.5% |
78.84 |
| Low |
78.78 |
79.21 |
0.43 |
0.5% |
73.52 |
| Close |
79.59 |
80.03 |
0.44 |
0.6% |
78.66 |
| Range |
1.33 |
1.28 |
-0.05 |
-3.8% |
5.32 |
| ATR |
2.07 |
2.01 |
-0.06 |
-2.7% |
0.00 |
| Volume |
36,014 |
46,354 |
10,340 |
28.7% |
269,916 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.75 |
83.17 |
80.73 |
|
| R3 |
82.47 |
81.89 |
80.38 |
|
| R2 |
81.19 |
81.19 |
80.26 |
|
| R1 |
80.61 |
80.61 |
80.15 |
80.90 |
| PP |
79.91 |
79.91 |
79.91 |
80.06 |
| S1 |
79.33 |
79.33 |
79.91 |
79.62 |
| S2 |
78.63 |
78.63 |
79.80 |
|
| S3 |
77.35 |
78.05 |
79.68 |
|
| S4 |
76.07 |
76.77 |
79.33 |
|
|
| 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 |
80.49 |
74.92 |
5.57 |
7.0% |
1.73 |
2.2% |
92% |
True |
False |
49,818 |
| 10 |
80.49 |
73.52 |
6.97 |
8.7% |
1.89 |
2.4% |
93% |
True |
False |
62,584 |
| 20 |
81.10 |
72.45 |
8.65 |
10.8% |
1.98 |
2.5% |
88% |
False |
False |
67,884 |
| 40 |
82.81 |
72.45 |
10.36 |
12.9% |
2.18 |
2.7% |
73% |
False |
False |
47,032 |
| 60 |
83.60 |
70.76 |
12.84 |
16.0% |
2.15 |
2.7% |
72% |
False |
False |
35,602 |
| 80 |
83.60 |
67.46 |
16.14 |
20.2% |
2.10 |
2.6% |
78% |
False |
False |
28,500 |
| 100 |
83.60 |
67.46 |
16.14 |
20.2% |
2.04 |
2.5% |
78% |
False |
False |
23,633 |
| 120 |
83.60 |
64.26 |
19.34 |
24.2% |
1.92 |
2.4% |
82% |
False |
False |
20,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.93 |
|
2.618 |
83.84 |
|
1.618 |
82.56 |
|
1.000 |
81.77 |
|
0.618 |
81.28 |
|
HIGH |
80.49 |
|
0.618 |
80.00 |
|
0.500 |
79.85 |
|
0.382 |
79.70 |
|
LOW |
79.21 |
|
0.618 |
78.42 |
|
1.000 |
77.93 |
|
1.618 |
77.14 |
|
2.618 |
75.86 |
|
4.250 |
73.77 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.97 |
79.84 |
| PP |
79.91 |
79.65 |
| S1 |
79.85 |
79.46 |
|