NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
80.14 |
77.24 |
-2.90 |
-3.6% |
79.84 |
| High |
80.40 |
79.29 |
-1.11 |
-1.4% |
82.28 |
| Low |
78.64 |
77.18 |
-1.46 |
-1.9% |
78.64 |
| Close |
78.75 |
77.24 |
-1.51 |
-1.9% |
79.84 |
| Range |
1.76 |
2.11 |
0.35 |
19.9% |
3.64 |
| ATR |
2.17 |
2.16 |
0.00 |
-0.2% |
0.00 |
| Volume |
17,105 |
23,028 |
5,923 |
34.6% |
84,497 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.23 |
82.85 |
78.40 |
|
| R3 |
82.12 |
80.74 |
77.82 |
|
| R2 |
80.01 |
80.01 |
77.63 |
|
| R1 |
78.63 |
78.63 |
77.43 |
78.30 |
| PP |
77.90 |
77.90 |
77.90 |
77.74 |
| S1 |
76.52 |
76.52 |
77.05 |
76.19 |
| S2 |
75.79 |
75.79 |
76.85 |
|
| S3 |
73.68 |
74.41 |
76.66 |
|
| S4 |
71.57 |
72.30 |
76.08 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.17 |
89.15 |
81.84 |
|
| R3 |
87.53 |
85.51 |
80.84 |
|
| R2 |
83.89 |
83.89 |
80.51 |
|
| R1 |
81.87 |
81.87 |
80.17 |
81.66 |
| PP |
80.25 |
80.25 |
80.25 |
80.15 |
| S1 |
78.23 |
78.23 |
79.51 |
78.02 |
| S2 |
76.61 |
76.61 |
79.17 |
|
| S3 |
72.97 |
74.59 |
78.84 |
|
| S4 |
69.33 |
70.95 |
77.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.00 |
77.18 |
4.82 |
6.2% |
2.04 |
2.6% |
1% |
False |
True |
19,053 |
| 10 |
82.28 |
76.29 |
5.99 |
7.8% |
2.30 |
3.0% |
16% |
False |
False |
16,940 |
| 20 |
82.99 |
76.29 |
6.70 |
8.7% |
2.12 |
2.7% |
14% |
False |
False |
11,712 |
| 40 |
84.09 |
75.51 |
8.58 |
11.1% |
2.06 |
2.7% |
20% |
False |
False |
9,121 |
| 60 |
84.09 |
68.38 |
15.71 |
20.3% |
1.87 |
2.4% |
56% |
False |
False |
7,422 |
| 80 |
84.09 |
68.38 |
15.71 |
20.3% |
1.66 |
2.1% |
56% |
False |
False |
6,177 |
| 100 |
84.09 |
68.38 |
15.71 |
20.3% |
1.53 |
2.0% |
56% |
False |
False |
5,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.26 |
|
2.618 |
84.81 |
|
1.618 |
82.70 |
|
1.000 |
81.40 |
|
0.618 |
80.59 |
|
HIGH |
79.29 |
|
0.618 |
78.48 |
|
0.500 |
78.24 |
|
0.382 |
77.99 |
|
LOW |
77.18 |
|
0.618 |
75.88 |
|
1.000 |
75.07 |
|
1.618 |
73.77 |
|
2.618 |
71.66 |
|
4.250 |
68.21 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.24 |
79.57 |
| PP |
77.90 |
78.79 |
| S1 |
77.57 |
78.02 |
|