NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.68 |
75.85 |
0.17 |
0.2% |
80.65 |
| High |
78.85 |
76.16 |
-2.69 |
-3.4% |
83.05 |
| Low |
75.26 |
74.78 |
-0.48 |
-0.6% |
80.00 |
| Close |
75.68 |
75.40 |
-0.28 |
-0.4% |
80.69 |
| Range |
3.59 |
1.38 |
-2.21 |
-61.6% |
3.05 |
| ATR |
2.08 |
2.03 |
-0.05 |
-2.4% |
0.00 |
| Volume |
15,655 |
15,438 |
-217 |
-1.4% |
55,888 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.59 |
78.87 |
76.16 |
|
| R3 |
78.21 |
77.49 |
75.78 |
|
| R2 |
76.83 |
76.83 |
75.65 |
|
| R1 |
76.11 |
76.11 |
75.53 |
75.78 |
| PP |
75.45 |
75.45 |
75.45 |
75.28 |
| S1 |
74.73 |
74.73 |
75.27 |
74.40 |
| S2 |
74.07 |
74.07 |
75.15 |
|
| S3 |
72.69 |
73.35 |
75.02 |
|
| S4 |
71.31 |
71.97 |
74.64 |
|
|
| 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 |
74.78 |
7.94 |
10.5% |
2.24 |
3.0% |
8% |
False |
True |
15,032 |
| 10 |
83.05 |
74.78 |
8.27 |
11.0% |
2.18 |
2.9% |
7% |
False |
True |
12,869 |
| 20 |
83.45 |
74.78 |
8.67 |
11.5% |
1.96 |
2.6% |
7% |
False |
True |
9,165 |
| 40 |
84.42 |
74.78 |
9.64 |
12.8% |
1.86 |
2.5% |
6% |
False |
True |
7,295 |
| 60 |
84.42 |
68.84 |
15.58 |
20.7% |
1.59 |
2.1% |
42% |
False |
False |
6,101 |
| 80 |
84.42 |
68.84 |
15.58 |
20.7% |
1.31 |
1.7% |
42% |
False |
False |
5,182 |
| 100 |
84.42 |
68.84 |
15.58 |
20.7% |
1.22 |
1.6% |
42% |
False |
False |
4,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.03 |
|
2.618 |
79.77 |
|
1.618 |
78.39 |
|
1.000 |
77.54 |
|
0.618 |
77.01 |
|
HIGH |
76.16 |
|
0.618 |
75.63 |
|
0.500 |
75.47 |
|
0.382 |
75.31 |
|
LOW |
74.78 |
|
0.618 |
73.93 |
|
1.000 |
73.40 |
|
1.618 |
72.55 |
|
2.618 |
71.17 |
|
4.250 |
68.92 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.47 |
77.39 |
| PP |
75.45 |
76.73 |
| S1 |
75.42 |
76.06 |
|