NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.78 |
74.10 |
-0.68 |
-0.9% |
80.14 |
| High |
75.25 |
75.08 |
-0.17 |
-0.2% |
80.40 |
| Low |
73.83 |
73.72 |
-0.11 |
-0.1% |
73.83 |
| Close |
74.63 |
74.56 |
-0.07 |
-0.1% |
74.63 |
| Range |
1.42 |
1.36 |
-0.06 |
-4.2% |
6.57 |
| ATR |
2.14 |
2.08 |
-0.06 |
-2.6% |
0.00 |
| Volume |
22,659 |
23,574 |
915 |
4.0% |
119,714 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.53 |
77.91 |
75.31 |
|
| R3 |
77.17 |
76.55 |
74.93 |
|
| R2 |
75.81 |
75.81 |
74.81 |
|
| R1 |
75.19 |
75.19 |
74.68 |
75.50 |
| PP |
74.45 |
74.45 |
74.45 |
74.61 |
| S1 |
73.83 |
73.83 |
74.44 |
74.14 |
| S2 |
73.09 |
73.09 |
74.31 |
|
| S3 |
71.73 |
72.47 |
74.19 |
|
| S4 |
70.37 |
71.11 |
73.81 |
|
|
| 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 |
79.29 |
73.72 |
5.57 |
7.5% |
1.95 |
2.6% |
15% |
False |
True |
25,236 |
| 10 |
82.28 |
73.72 |
8.56 |
11.5% |
1.95 |
2.6% |
10% |
False |
True |
21,383 |
| 20 |
82.99 |
73.72 |
9.27 |
12.4% |
2.11 |
2.8% |
9% |
False |
True |
15,629 |
| 40 |
84.09 |
73.72 |
10.37 |
13.9% |
2.10 |
2.8% |
8% |
False |
True |
11,008 |
| 60 |
84.09 |
68.38 |
15.71 |
21.1% |
1.94 |
2.6% |
39% |
False |
False |
8,999 |
| 80 |
84.09 |
68.38 |
15.71 |
21.1% |
1.69 |
2.3% |
39% |
False |
False |
7,371 |
| 100 |
84.09 |
68.38 |
15.71 |
21.1% |
1.57 |
2.1% |
39% |
False |
False |
6,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.86 |
|
2.618 |
78.64 |
|
1.618 |
77.28 |
|
1.000 |
76.44 |
|
0.618 |
75.92 |
|
HIGH |
75.08 |
|
0.618 |
74.56 |
|
0.500 |
74.40 |
|
0.382 |
74.24 |
|
LOW |
73.72 |
|
0.618 |
72.88 |
|
1.000 |
72.36 |
|
1.618 |
71.52 |
|
2.618 |
70.16 |
|
4.250 |
67.94 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.51 |
74.56 |
| PP |
74.45 |
74.56 |
| S1 |
74.40 |
74.56 |
|