NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.90 |
75.30 |
0.40 |
0.5% |
79.84 |
| High |
78.05 |
75.40 |
-2.65 |
-3.4% |
82.28 |
| Low |
74.68 |
73.93 |
-0.75 |
-1.0% |
78.64 |
| Close |
74.90 |
74.64 |
-0.26 |
-0.3% |
79.84 |
| Range |
3.37 |
1.47 |
-1.90 |
-56.4% |
3.64 |
| ATR |
2.25 |
2.19 |
-0.06 |
-2.5% |
0.00 |
| Volume |
26,810 |
30,112 |
3,302 |
12.3% |
84,497 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.07 |
78.32 |
75.45 |
|
| R3 |
77.60 |
76.85 |
75.04 |
|
| R2 |
76.13 |
76.13 |
74.91 |
|
| R1 |
75.38 |
75.38 |
74.77 |
75.02 |
| PP |
74.66 |
74.66 |
74.66 |
74.48 |
| S1 |
73.91 |
73.91 |
74.51 |
73.55 |
| S2 |
73.19 |
73.19 |
74.37 |
|
| S3 |
71.72 |
72.44 |
74.24 |
|
| S4 |
70.25 |
70.97 |
73.83 |
|
|
| 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 |
81.96 |
73.93 |
8.03 |
10.8% |
2.28 |
3.1% |
9% |
False |
True |
23,525 |
| 10 |
82.28 |
73.93 |
8.35 |
11.2% |
2.37 |
3.2% |
9% |
False |
True |
19,836 |
| 20 |
82.99 |
73.93 |
9.06 |
12.1% |
2.19 |
2.9% |
8% |
False |
True |
14,024 |
| 40 |
84.09 |
73.93 |
10.16 |
13.6% |
2.13 |
2.9% |
7% |
False |
True |
10,209 |
| 60 |
84.09 |
68.38 |
15.71 |
21.0% |
1.90 |
2.5% |
40% |
False |
False |
8,297 |
| 80 |
84.09 |
68.38 |
15.71 |
21.0% |
1.70 |
2.3% |
40% |
False |
False |
6,843 |
| 100 |
84.09 |
68.38 |
15.71 |
21.0% |
1.57 |
2.1% |
40% |
False |
False |
5,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.65 |
|
2.618 |
79.25 |
|
1.618 |
77.78 |
|
1.000 |
76.87 |
|
0.618 |
76.31 |
|
HIGH |
75.40 |
|
0.618 |
74.84 |
|
0.500 |
74.67 |
|
0.382 |
74.49 |
|
LOW |
73.93 |
|
0.618 |
73.02 |
|
1.000 |
72.46 |
|
1.618 |
71.55 |
|
2.618 |
70.08 |
|
4.250 |
67.68 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.67 |
76.61 |
| PP |
74.66 |
75.95 |
| S1 |
74.65 |
75.30 |
|