NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
81.21 |
78.06 |
-3.15 |
-3.9% |
80.65 |
| High |
81.21 |
80.00 |
-1.21 |
-1.5% |
83.05 |
| Low |
79.51 |
77.99 |
-1.52 |
-1.9% |
80.00 |
| Close |
79.63 |
78.06 |
-1.57 |
-2.0% |
80.69 |
| Range |
1.70 |
2.01 |
0.31 |
18.2% |
3.05 |
| ATR |
1.96 |
1.97 |
0.00 |
0.2% |
0.00 |
| Volume |
15,253 |
14,888 |
-365 |
-2.4% |
55,888 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.71 |
83.40 |
79.17 |
|
| R3 |
82.70 |
81.39 |
78.61 |
|
| R2 |
80.69 |
80.69 |
78.43 |
|
| R1 |
79.38 |
79.38 |
78.24 |
79.07 |
| PP |
78.68 |
78.68 |
78.68 |
78.53 |
| S1 |
77.37 |
77.37 |
77.88 |
77.06 |
| S2 |
76.67 |
76.67 |
77.69 |
|
| S3 |
74.66 |
75.36 |
77.51 |
|
| S4 |
72.65 |
73.35 |
76.95 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.40 |
88.59 |
82.37 |
|
| R3 |
87.35 |
85.54 |
81.53 |
|
| R2 |
84.30 |
84.30 |
81.25 |
|
| R1 |
82.49 |
82.49 |
80.97 |
83.40 |
| PP |
81.25 |
81.25 |
81.25 |
81.70 |
| S1 |
79.44 |
79.44 |
80.41 |
80.35 |
| S2 |
78.20 |
78.20 |
80.13 |
|
| S3 |
75.15 |
76.39 |
79.85 |
|
| S4 |
72.10 |
73.34 |
79.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.72 |
77.99 |
4.73 |
6.1% |
1.86 |
2.4% |
1% |
False |
True |
13,637 |
| 10 |
83.05 |
77.01 |
6.04 |
7.7% |
2.08 |
2.7% |
17% |
False |
False |
11,410 |
| 20 |
83.45 |
77.01 |
6.44 |
8.3% |
1.87 |
2.4% |
16% |
False |
False |
8,167 |
| 40 |
84.42 |
76.06 |
8.36 |
10.7% |
1.77 |
2.3% |
24% |
False |
False |
6,834 |
| 60 |
84.42 |
68.84 |
15.58 |
20.0% |
1.51 |
1.9% |
59% |
False |
False |
5,669 |
| 80 |
84.42 |
68.84 |
15.58 |
20.0% |
1.29 |
1.6% |
59% |
False |
False |
4,835 |
| 100 |
84.42 |
68.84 |
15.58 |
20.0% |
1.18 |
1.5% |
59% |
False |
False |
4,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.54 |
|
2.618 |
85.26 |
|
1.618 |
83.25 |
|
1.000 |
82.01 |
|
0.618 |
81.24 |
|
HIGH |
80.00 |
|
0.618 |
79.23 |
|
0.500 |
79.00 |
|
0.382 |
78.76 |
|
LOW |
77.99 |
|
0.618 |
76.75 |
|
1.000 |
75.98 |
|
1.618 |
74.74 |
|
2.618 |
72.73 |
|
4.250 |
69.45 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.00 |
80.36 |
| PP |
78.68 |
79.59 |
| S1 |
78.37 |
78.83 |
|