NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.30 |
74.78 |
-0.52 |
-0.7% |
80.14 |
| High |
75.40 |
75.25 |
-0.15 |
-0.2% |
80.40 |
| Low |
73.93 |
73.83 |
-0.10 |
-0.1% |
73.83 |
| Close |
74.64 |
74.63 |
-0.01 |
0.0% |
74.63 |
| Range |
1.47 |
1.42 |
-0.05 |
-3.4% |
6.57 |
| ATR |
2.19 |
2.14 |
-0.06 |
-2.5% |
0.00 |
| Volume |
30,112 |
22,659 |
-7,453 |
-24.8% |
119,714 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.83 |
78.15 |
75.41 |
|
| R3 |
77.41 |
76.73 |
75.02 |
|
| R2 |
75.99 |
75.99 |
74.89 |
|
| R1 |
75.31 |
75.31 |
74.76 |
74.94 |
| PP |
74.57 |
74.57 |
74.57 |
74.39 |
| S1 |
73.89 |
73.89 |
74.50 |
73.52 |
| S2 |
73.15 |
73.15 |
74.37 |
|
| S3 |
71.73 |
72.47 |
74.24 |
|
| S4 |
70.31 |
71.05 |
73.85 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.00 |
91.88 |
78.24 |
|
| R3 |
89.43 |
85.31 |
76.44 |
|
| R2 |
82.86 |
82.86 |
75.83 |
|
| R1 |
78.74 |
78.74 |
75.23 |
77.52 |
| PP |
76.29 |
76.29 |
76.29 |
75.67 |
| S1 |
72.17 |
72.17 |
74.03 |
70.95 |
| S2 |
69.72 |
69.72 |
73.43 |
|
| S3 |
63.15 |
65.60 |
72.82 |
|
| S4 |
56.58 |
59.03 |
71.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.40 |
73.83 |
6.57 |
8.8% |
2.03 |
2.7% |
12% |
False |
True |
23,942 |
| 10 |
82.28 |
73.83 |
8.45 |
11.3% |
2.08 |
2.8% |
9% |
False |
True |
20,421 |
| 20 |
82.99 |
73.83 |
9.16 |
12.3% |
2.12 |
2.8% |
9% |
False |
True |
14,866 |
| 40 |
84.09 |
73.83 |
10.26 |
13.7% |
2.10 |
2.8% |
8% |
False |
True |
10,603 |
| 60 |
84.09 |
68.38 |
15.71 |
21.1% |
1.92 |
2.6% |
40% |
False |
False |
8,644 |
| 80 |
84.09 |
68.38 |
15.71 |
21.1% |
1.68 |
2.2% |
40% |
False |
False |
7,104 |
| 100 |
84.09 |
68.38 |
15.71 |
21.1% |
1.57 |
2.1% |
40% |
False |
False |
6,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.29 |
|
2.618 |
78.97 |
|
1.618 |
77.55 |
|
1.000 |
76.67 |
|
0.618 |
76.13 |
|
HIGH |
75.25 |
|
0.618 |
74.71 |
|
0.500 |
74.54 |
|
0.382 |
74.37 |
|
LOW |
73.83 |
|
0.618 |
72.95 |
|
1.000 |
72.41 |
|
1.618 |
71.53 |
|
2.618 |
70.11 |
|
4.250 |
67.80 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.60 |
75.94 |
| PP |
74.57 |
75.50 |
| S1 |
74.54 |
75.07 |
|