NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.16 |
75.89 |
-0.27 |
-0.4% |
75.34 |
| High |
77.14 |
77.41 |
0.27 |
0.4% |
77.41 |
| Low |
75.04 |
75.77 |
0.73 |
1.0% |
74.78 |
| Close |
76.16 |
76.68 |
0.52 |
0.7% |
76.68 |
| Range |
2.10 |
1.64 |
-0.46 |
-21.9% |
2.63 |
| ATR |
1.86 |
1.85 |
-0.02 |
-0.9% |
0.00 |
| Volume |
11,294 |
9,480 |
-1,814 |
-16.1% |
53,974 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.54 |
80.75 |
77.58 |
|
| R3 |
79.90 |
79.11 |
77.13 |
|
| R2 |
78.26 |
78.26 |
76.98 |
|
| R1 |
77.47 |
77.47 |
76.83 |
77.87 |
| PP |
76.62 |
76.62 |
76.62 |
76.82 |
| S1 |
75.83 |
75.83 |
76.53 |
76.23 |
| S2 |
74.98 |
74.98 |
76.38 |
|
| S3 |
73.34 |
74.19 |
76.23 |
|
| S4 |
71.70 |
72.55 |
75.78 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.18 |
83.06 |
78.13 |
|
| R3 |
81.55 |
80.43 |
77.40 |
|
| R2 |
78.92 |
78.92 |
77.16 |
|
| R1 |
77.80 |
77.80 |
76.92 |
78.36 |
| PP |
76.29 |
76.29 |
76.29 |
76.57 |
| S1 |
75.17 |
75.17 |
76.44 |
75.73 |
| S2 |
73.66 |
73.66 |
76.20 |
|
| S3 |
71.03 |
72.54 |
75.96 |
|
| S4 |
68.40 |
69.91 |
75.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.41 |
74.78 |
2.63 |
3.4% |
1.44 |
1.9% |
72% |
True |
False |
10,794 |
| 10 |
81.21 |
74.52 |
6.69 |
8.7% |
1.73 |
2.3% |
32% |
False |
False |
12,878 |
| 20 |
83.05 |
74.52 |
8.53 |
11.1% |
1.89 |
2.5% |
25% |
False |
False |
11,115 |
| 40 |
84.40 |
74.52 |
9.88 |
12.9% |
1.85 |
2.4% |
22% |
False |
False |
8,117 |
| 60 |
84.42 |
68.84 |
15.58 |
20.3% |
1.65 |
2.1% |
50% |
False |
False |
6,952 |
| 80 |
84.42 |
68.84 |
15.58 |
20.3% |
1.41 |
1.8% |
50% |
False |
False |
5,882 |
| 100 |
84.42 |
68.84 |
15.58 |
20.3% |
1.26 |
1.6% |
50% |
False |
False |
5,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.38 |
|
2.618 |
81.70 |
|
1.618 |
80.06 |
|
1.000 |
79.05 |
|
0.618 |
78.42 |
|
HIGH |
77.41 |
|
0.618 |
76.78 |
|
0.500 |
76.59 |
|
0.382 |
76.40 |
|
LOW |
75.77 |
|
0.618 |
74.76 |
|
1.000 |
74.13 |
|
1.618 |
73.12 |
|
2.618 |
71.48 |
|
4.250 |
68.80 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.65 |
76.53 |
| PP |
76.62 |
76.38 |
| S1 |
76.59 |
76.23 |
|