NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
74.89 |
75.17 |
0.28 |
0.4% |
80.14 |
| High |
75.50 |
76.60 |
1.10 |
1.5% |
80.40 |
| Low |
74.34 |
74.86 |
0.52 |
0.7% |
73.83 |
| Close |
74.84 |
76.09 |
1.25 |
1.7% |
74.63 |
| Range |
1.16 |
1.74 |
0.58 |
50.0% |
6.57 |
| ATR |
2.02 |
2.00 |
-0.02 |
-0.9% |
0.00 |
| Volume |
19,389 |
21,879 |
2,490 |
12.8% |
119,714 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.07 |
80.32 |
77.05 |
|
| R3 |
79.33 |
78.58 |
76.57 |
|
| R2 |
77.59 |
77.59 |
76.41 |
|
| R1 |
76.84 |
76.84 |
76.25 |
77.22 |
| PP |
75.85 |
75.85 |
75.85 |
76.04 |
| S1 |
75.10 |
75.10 |
75.93 |
75.48 |
| S2 |
74.11 |
74.11 |
75.77 |
|
| S3 |
72.37 |
73.36 |
75.61 |
|
| S4 |
70.63 |
71.62 |
75.13 |
|
|
| 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 |
76.60 |
73.72 |
2.88 |
3.8% |
1.43 |
1.9% |
82% |
True |
False |
23,522 |
| 10 |
81.96 |
73.72 |
8.24 |
10.8% |
1.87 |
2.5% |
29% |
False |
False |
22,357 |
| 20 |
82.99 |
73.72 |
9.27 |
12.2% |
2.05 |
2.7% |
26% |
False |
False |
17,102 |
| 40 |
84.09 |
73.72 |
10.37 |
13.6% |
2.10 |
2.8% |
23% |
False |
False |
11,816 |
| 60 |
84.09 |
68.38 |
15.71 |
20.6% |
1.95 |
2.6% |
49% |
False |
False |
9,579 |
| 80 |
84.09 |
68.38 |
15.71 |
20.6% |
1.71 |
2.2% |
49% |
False |
False |
7,812 |
| 100 |
84.09 |
68.38 |
15.71 |
20.6% |
1.58 |
2.1% |
49% |
False |
False |
6,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.00 |
|
2.618 |
81.16 |
|
1.618 |
79.42 |
|
1.000 |
78.34 |
|
0.618 |
77.68 |
|
HIGH |
76.60 |
|
0.618 |
75.94 |
|
0.500 |
75.73 |
|
0.382 |
75.52 |
|
LOW |
74.86 |
|
0.618 |
73.78 |
|
1.000 |
73.12 |
|
1.618 |
72.04 |
|
2.618 |
70.30 |
|
4.250 |
67.47 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.97 |
75.78 |
| PP |
75.85 |
75.47 |
| S1 |
75.73 |
75.16 |
|