NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.04 |
75.62 |
0.58 |
0.8% |
74.10 |
| High |
76.22 |
78.30 |
2.08 |
2.7% |
76.90 |
| Low |
74.28 |
75.62 |
1.34 |
1.8% |
73.72 |
| Close |
75.74 |
77.86 |
2.12 |
2.8% |
75.99 |
| Range |
1.94 |
2.68 |
0.74 |
38.1% |
3.18 |
| ATR |
1.98 |
2.03 |
0.05 |
2.5% |
0.00 |
| Volume |
17,152 |
15,168 |
-1,984 |
-11.6% |
110,204 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.30 |
84.26 |
79.33 |
|
| R3 |
82.62 |
81.58 |
78.60 |
|
| R2 |
79.94 |
79.94 |
78.35 |
|
| R1 |
78.90 |
78.90 |
78.11 |
79.42 |
| PP |
77.26 |
77.26 |
77.26 |
77.52 |
| S1 |
76.22 |
76.22 |
77.61 |
76.74 |
| S2 |
74.58 |
74.58 |
77.37 |
|
| S3 |
71.90 |
73.54 |
77.12 |
|
| S4 |
69.22 |
70.86 |
76.39 |
|
|
| 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 |
78.30 |
74.28 |
4.02 |
5.2% |
2.09 |
2.7% |
89% |
True |
False |
20,847 |
| 10 |
78.30 |
73.72 |
4.58 |
5.9% |
1.76 |
2.3% |
90% |
True |
False |
22,185 |
| 20 |
82.28 |
73.72 |
8.56 |
11.0% |
2.11 |
2.7% |
48% |
False |
False |
20,336 |
| 40 |
83.20 |
73.72 |
9.48 |
12.2% |
2.09 |
2.7% |
44% |
False |
False |
13,626 |
| 60 |
84.09 |
69.55 |
14.54 |
18.7% |
1.99 |
2.6% |
57% |
False |
False |
10,900 |
| 80 |
84.09 |
68.38 |
15.71 |
20.2% |
1.78 |
2.3% |
60% |
False |
False |
8,979 |
| 100 |
84.09 |
68.38 |
15.71 |
20.2% |
1.63 |
2.1% |
60% |
False |
False |
7,613 |
| 120 |
84.09 |
65.05 |
19.04 |
24.5% |
1.49 |
1.9% |
67% |
False |
False |
6,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.69 |
|
2.618 |
85.32 |
|
1.618 |
82.64 |
|
1.000 |
80.98 |
|
0.618 |
79.96 |
|
HIGH |
78.30 |
|
0.618 |
77.28 |
|
0.500 |
76.96 |
|
0.382 |
76.64 |
|
LOW |
75.62 |
|
0.618 |
73.96 |
|
1.000 |
72.94 |
|
1.618 |
71.28 |
|
2.618 |
68.60 |
|
4.250 |
64.23 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.56 |
77.34 |
| PP |
77.26 |
76.81 |
| S1 |
76.96 |
76.29 |
|