NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.74 |
76.12 |
0.38 |
0.5% |
74.10 |
| High |
76.90 |
76.84 |
-0.06 |
-0.1% |
76.90 |
| Low |
75.24 |
74.82 |
-0.42 |
-0.6% |
73.72 |
| Close |
75.99 |
75.32 |
-0.67 |
-0.9% |
75.99 |
| Range |
1.66 |
2.02 |
0.36 |
21.7% |
3.18 |
| ATR |
1.98 |
1.99 |
0.00 |
0.1% |
0.00 |
| Volume |
20,377 |
26,556 |
6,179 |
30.3% |
110,204 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.72 |
80.54 |
76.43 |
|
| R3 |
79.70 |
78.52 |
75.88 |
|
| R2 |
77.68 |
77.68 |
75.69 |
|
| R1 |
76.50 |
76.50 |
75.51 |
76.08 |
| PP |
75.66 |
75.66 |
75.66 |
75.45 |
| S1 |
74.48 |
74.48 |
75.13 |
74.06 |
| S2 |
73.64 |
73.64 |
74.95 |
|
| S3 |
71.62 |
72.46 |
74.76 |
|
| S4 |
69.60 |
70.44 |
74.21 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.08 |
83.71 |
77.74 |
|
| R3 |
81.90 |
80.53 |
76.86 |
|
| R2 |
78.72 |
78.72 |
76.57 |
|
| R1 |
77.35 |
77.35 |
76.28 |
78.04 |
| PP |
75.54 |
75.54 |
75.54 |
75.88 |
| S1 |
74.17 |
74.17 |
75.70 |
74.86 |
| S2 |
72.36 |
72.36 |
75.41 |
|
| S3 |
69.18 |
70.99 |
75.12 |
|
| S4 |
66.00 |
67.81 |
74.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.90 |
74.34 |
2.56 |
3.4% |
1.75 |
2.3% |
38% |
False |
False |
22,637 |
| 10 |
79.29 |
73.72 |
5.57 |
7.4% |
1.85 |
2.5% |
29% |
False |
False |
23,936 |
| 20 |
82.28 |
73.72 |
8.56 |
11.4% |
2.08 |
2.8% |
19% |
False |
False |
19,662 |
| 40 |
84.00 |
73.72 |
10.28 |
13.6% |
2.10 |
2.8% |
16% |
False |
False |
13,094 |
| 60 |
84.09 |
68.40 |
15.69 |
20.8% |
1.94 |
2.6% |
44% |
False |
False |
10,547 |
| 80 |
84.09 |
68.38 |
15.71 |
20.9% |
1.75 |
2.3% |
44% |
False |
False |
8,645 |
| 100 |
84.09 |
68.38 |
15.71 |
20.9% |
1.61 |
2.1% |
44% |
False |
False |
7,326 |
| 120 |
84.09 |
65.05 |
19.04 |
25.3% |
1.45 |
1.9% |
54% |
False |
False |
6,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.43 |
|
2.618 |
82.13 |
|
1.618 |
80.11 |
|
1.000 |
78.86 |
|
0.618 |
78.09 |
|
HIGH |
76.84 |
|
0.618 |
76.07 |
|
0.500 |
75.83 |
|
0.382 |
75.59 |
|
LOW |
74.82 |
|
0.618 |
73.57 |
|
1.000 |
72.80 |
|
1.618 |
71.55 |
|
2.618 |
69.53 |
|
4.250 |
66.24 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.83 |
75.68 |
| PP |
75.66 |
75.56 |
| S1 |
75.49 |
75.44 |
|