NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
79.50 |
80.03 |
0.53 |
0.7% |
74.97 |
| High |
80.49 |
80.71 |
0.22 |
0.3% |
78.84 |
| Low |
79.21 |
79.87 |
0.66 |
0.8% |
73.52 |
| Close |
80.03 |
80.02 |
-0.01 |
0.0% |
78.66 |
| Range |
1.28 |
0.84 |
-0.44 |
-34.4% |
5.32 |
| ATR |
2.01 |
1.93 |
-0.08 |
-4.2% |
0.00 |
| Volume |
46,354 |
61,559 |
15,205 |
32.8% |
269,916 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.72 |
82.21 |
80.48 |
|
| R3 |
81.88 |
81.37 |
80.25 |
|
| R2 |
81.04 |
81.04 |
80.17 |
|
| R1 |
80.53 |
80.53 |
80.10 |
80.37 |
| PP |
80.20 |
80.20 |
80.20 |
80.12 |
| S1 |
79.69 |
79.69 |
79.94 |
79.53 |
| S2 |
79.36 |
79.36 |
79.87 |
|
| S3 |
78.52 |
78.85 |
79.79 |
|
| S4 |
77.68 |
78.01 |
79.56 |
|
|
| 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 |
80.71 |
76.78 |
3.93 |
4.9% |
1.36 |
1.7% |
82% |
True |
False |
49,920 |
| 10 |
80.71 |
73.52 |
7.19 |
9.0% |
1.78 |
2.2% |
90% |
True |
False |
61,145 |
| 20 |
81.02 |
72.45 |
8.57 |
10.7% |
1.92 |
2.4% |
88% |
False |
False |
68,684 |
| 40 |
82.81 |
72.45 |
10.36 |
12.9% |
2.12 |
2.7% |
73% |
False |
False |
48,039 |
| 60 |
83.60 |
70.76 |
12.84 |
16.0% |
2.14 |
2.7% |
72% |
False |
False |
36,450 |
| 80 |
83.60 |
67.46 |
16.14 |
20.2% |
2.07 |
2.6% |
78% |
False |
False |
29,181 |
| 100 |
83.60 |
67.46 |
16.14 |
20.2% |
2.04 |
2.5% |
78% |
False |
False |
24,230 |
| 120 |
83.60 |
65.05 |
18.55 |
23.2% |
1.92 |
2.4% |
81% |
False |
False |
20,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.28 |
|
2.618 |
82.91 |
|
1.618 |
82.07 |
|
1.000 |
81.55 |
|
0.618 |
81.23 |
|
HIGH |
80.71 |
|
0.618 |
80.39 |
|
0.500 |
80.29 |
|
0.382 |
80.19 |
|
LOW |
79.87 |
|
0.618 |
79.35 |
|
1.000 |
79.03 |
|
1.618 |
78.51 |
|
2.618 |
77.67 |
|
4.250 |
76.30 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.29 |
79.93 |
| PP |
80.20 |
79.84 |
| S1 |
80.11 |
79.75 |
|