NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.85 |
75.39 |
-0.46 |
-0.6% |
81.21 |
| High |
76.16 |
75.96 |
-0.20 |
-0.3% |
81.21 |
| Low |
74.78 |
74.52 |
-0.26 |
-0.3% |
74.52 |
| Close |
75.40 |
75.39 |
-0.01 |
0.0% |
75.39 |
| Range |
1.38 |
1.44 |
0.06 |
4.3% |
6.69 |
| ATR |
2.03 |
1.99 |
-0.04 |
-2.1% |
0.00 |
| Volume |
15,438 |
13,579 |
-1,859 |
-12.0% |
74,813 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.61 |
78.94 |
76.18 |
|
| R3 |
78.17 |
77.50 |
75.79 |
|
| R2 |
76.73 |
76.73 |
75.65 |
|
| R1 |
76.06 |
76.06 |
75.52 |
76.11 |
| PP |
75.29 |
75.29 |
75.29 |
75.32 |
| S1 |
74.62 |
74.62 |
75.26 |
74.67 |
| S2 |
73.85 |
73.85 |
75.13 |
|
| S3 |
72.41 |
73.18 |
74.99 |
|
| S4 |
70.97 |
71.74 |
74.60 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.11 |
92.94 |
79.07 |
|
| R3 |
90.42 |
86.25 |
77.23 |
|
| R2 |
83.73 |
83.73 |
76.62 |
|
| R1 |
79.56 |
79.56 |
76.00 |
78.30 |
| PP |
77.04 |
77.04 |
77.04 |
76.41 |
| S1 |
72.87 |
72.87 |
74.78 |
71.61 |
| S2 |
70.35 |
70.35 |
74.16 |
|
| S3 |
63.66 |
66.18 |
73.55 |
|
| S4 |
56.97 |
59.49 |
71.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.21 |
74.52 |
6.69 |
8.9% |
2.02 |
2.7% |
13% |
False |
True |
14,962 |
| 10 |
83.05 |
74.52 |
8.53 |
11.3% |
1.92 |
2.6% |
10% |
False |
True |
13,070 |
| 20 |
83.45 |
74.52 |
8.93 |
11.8% |
1.94 |
2.6% |
10% |
False |
True |
9,640 |
| 40 |
84.42 |
74.52 |
9.90 |
13.1% |
1.84 |
2.4% |
9% |
False |
True |
7,492 |
| 60 |
84.42 |
68.84 |
15.58 |
20.7% |
1.61 |
2.1% |
42% |
False |
False |
6,281 |
| 80 |
84.42 |
68.84 |
15.58 |
20.7% |
1.33 |
1.8% |
42% |
False |
False |
5,323 |
| 100 |
84.42 |
68.84 |
15.58 |
20.7% |
1.22 |
1.6% |
42% |
False |
False |
4,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.08 |
|
2.618 |
79.73 |
|
1.618 |
78.29 |
|
1.000 |
77.40 |
|
0.618 |
76.85 |
|
HIGH |
75.96 |
|
0.618 |
75.41 |
|
0.500 |
75.24 |
|
0.382 |
75.07 |
|
LOW |
74.52 |
|
0.618 |
73.63 |
|
1.000 |
73.08 |
|
1.618 |
72.19 |
|
2.618 |
70.75 |
|
4.250 |
68.40 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.34 |
76.69 |
| PP |
75.29 |
76.25 |
| S1 |
75.24 |
75.82 |
|