NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
78.06 |
75.68 |
-2.38 |
-3.0% |
80.65 |
| High |
80.00 |
78.85 |
-1.15 |
-1.4% |
83.05 |
| Low |
77.99 |
75.26 |
-2.73 |
-3.5% |
80.00 |
| Close |
78.06 |
75.68 |
-2.38 |
-3.0% |
80.69 |
| Range |
2.01 |
3.59 |
1.58 |
78.6% |
3.05 |
| ATR |
1.97 |
2.08 |
0.12 |
5.9% |
0.00 |
| Volume |
14,888 |
15,655 |
767 |
5.2% |
55,888 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.37 |
85.11 |
77.65 |
|
| R3 |
83.78 |
81.52 |
76.67 |
|
| R2 |
80.19 |
80.19 |
76.34 |
|
| R1 |
77.93 |
77.93 |
76.01 |
77.48 |
| PP |
76.60 |
76.60 |
76.60 |
76.37 |
| S1 |
74.34 |
74.34 |
75.35 |
73.89 |
| S2 |
73.01 |
73.01 |
75.02 |
|
| S3 |
69.42 |
70.75 |
74.69 |
|
| S4 |
65.83 |
67.16 |
73.71 |
|
|
| 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 |
75.26 |
7.46 |
9.9% |
2.22 |
2.9% |
6% |
False |
True |
14,428 |
| 10 |
83.05 |
75.26 |
7.79 |
10.3% |
2.27 |
3.0% |
5% |
False |
True |
12,339 |
| 20 |
83.45 |
75.26 |
8.19 |
10.8% |
1.95 |
2.6% |
5% |
False |
True |
8,710 |
| 40 |
84.42 |
75.26 |
9.16 |
12.1% |
1.83 |
2.4% |
5% |
False |
True |
7,045 |
| 60 |
84.42 |
68.84 |
15.58 |
20.6% |
1.56 |
2.1% |
44% |
False |
False |
5,881 |
| 80 |
84.42 |
68.84 |
15.58 |
20.6% |
1.32 |
1.7% |
44% |
False |
False |
5,015 |
| 100 |
84.42 |
68.84 |
15.58 |
20.6% |
1.21 |
1.6% |
44% |
False |
False |
4,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.11 |
|
2.618 |
88.25 |
|
1.618 |
84.66 |
|
1.000 |
82.44 |
|
0.618 |
81.07 |
|
HIGH |
78.85 |
|
0.618 |
77.48 |
|
0.500 |
77.06 |
|
0.382 |
76.63 |
|
LOW |
75.26 |
|
0.618 |
73.04 |
|
1.000 |
71.67 |
|
1.618 |
69.45 |
|
2.618 |
65.86 |
|
4.250 |
60.00 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.06 |
78.24 |
| PP |
76.60 |
77.38 |
| S1 |
76.14 |
76.53 |
|