NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.62 |
78.13 |
2.51 |
3.3% |
74.10 |
| High |
78.30 |
79.49 |
1.19 |
1.5% |
76.90 |
| Low |
75.62 |
77.42 |
1.80 |
2.4% |
73.72 |
| Close |
77.86 |
79.32 |
1.46 |
1.9% |
75.99 |
| Range |
2.68 |
2.07 |
-0.61 |
-22.8% |
3.18 |
| ATR |
2.03 |
2.04 |
0.00 |
0.1% |
0.00 |
| Volume |
15,168 |
29,579 |
14,411 |
95.0% |
110,204 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.95 |
84.21 |
80.46 |
|
| R3 |
82.88 |
82.14 |
79.89 |
|
| R2 |
80.81 |
80.81 |
79.70 |
|
| R1 |
80.07 |
80.07 |
79.51 |
80.44 |
| PP |
78.74 |
78.74 |
78.74 |
78.93 |
| S1 |
78.00 |
78.00 |
79.13 |
78.37 |
| S2 |
76.67 |
76.67 |
78.94 |
|
| S3 |
74.60 |
75.93 |
78.75 |
|
| S4 |
72.53 |
73.86 |
78.18 |
|
|
| 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 |
79.49 |
74.28 |
5.21 |
6.6% |
2.07 |
2.6% |
97% |
True |
False |
21,766 |
| 10 |
79.49 |
73.72 |
5.77 |
7.3% |
1.82 |
2.3% |
97% |
True |
False |
22,131 |
| 20 |
82.28 |
73.72 |
8.56 |
10.8% |
2.09 |
2.6% |
65% |
False |
False |
20,984 |
| 40 |
83.20 |
73.72 |
9.48 |
12.0% |
2.09 |
2.6% |
59% |
False |
False |
14,233 |
| 60 |
84.09 |
70.45 |
13.64 |
17.2% |
1.97 |
2.5% |
65% |
False |
False |
11,326 |
| 80 |
84.09 |
68.38 |
15.71 |
19.8% |
1.79 |
2.3% |
70% |
False |
False |
9,332 |
| 100 |
84.09 |
68.38 |
15.71 |
19.8% |
1.64 |
2.1% |
70% |
False |
False |
7,888 |
| 120 |
84.09 |
65.05 |
19.04 |
24.0% |
1.50 |
1.9% |
75% |
False |
False |
6,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.29 |
|
2.618 |
84.91 |
|
1.618 |
82.84 |
|
1.000 |
81.56 |
|
0.618 |
80.77 |
|
HIGH |
79.49 |
|
0.618 |
78.70 |
|
0.500 |
78.46 |
|
0.382 |
78.21 |
|
LOW |
77.42 |
|
0.618 |
76.14 |
|
1.000 |
75.35 |
|
1.618 |
74.07 |
|
2.618 |
72.00 |
|
4.250 |
68.62 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.03 |
78.51 |
| PP |
78.74 |
77.70 |
| S1 |
78.46 |
76.89 |
|