NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
75.89 |
77.00 |
1.11 |
1.5% |
75.34 |
| High |
77.41 |
77.53 |
0.12 |
0.2% |
77.41 |
| Low |
75.77 |
75.45 |
-0.32 |
-0.4% |
74.78 |
| Close |
76.68 |
75.98 |
-0.70 |
-0.9% |
76.68 |
| Range |
1.64 |
2.08 |
0.44 |
26.8% |
2.63 |
| ATR |
1.85 |
1.86 |
0.02 |
0.9% |
0.00 |
| Volume |
9,480 |
14,538 |
5,058 |
53.4% |
53,974 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.56 |
81.35 |
77.12 |
|
| R3 |
80.48 |
79.27 |
76.55 |
|
| R2 |
78.40 |
78.40 |
76.36 |
|
| R1 |
77.19 |
77.19 |
76.17 |
76.76 |
| PP |
76.32 |
76.32 |
76.32 |
76.10 |
| S1 |
75.11 |
75.11 |
75.79 |
74.68 |
| S2 |
74.24 |
74.24 |
75.60 |
|
| S3 |
72.16 |
73.03 |
75.41 |
|
| S4 |
70.08 |
70.95 |
74.84 |
|
|
| 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 |
77.53 |
75.04 |
2.49 |
3.3% |
1.66 |
2.2% |
38% |
True |
False |
11,363 |
| 10 |
80.00 |
74.52 |
5.48 |
7.2% |
1.77 |
2.3% |
27% |
False |
False |
12,807 |
| 20 |
83.05 |
74.52 |
8.53 |
11.2% |
1.92 |
2.5% |
17% |
False |
False |
11,621 |
| 40 |
83.67 |
74.52 |
9.15 |
12.0% |
1.87 |
2.5% |
16% |
False |
False |
8,412 |
| 60 |
84.42 |
68.99 |
15.43 |
20.3% |
1.66 |
2.2% |
45% |
False |
False |
7,099 |
| 80 |
84.42 |
68.84 |
15.58 |
20.5% |
1.43 |
1.9% |
46% |
False |
False |
6,048 |
| 100 |
84.42 |
68.84 |
15.58 |
20.5% |
1.28 |
1.7% |
46% |
False |
False |
5,226 |
| 120 |
84.42 |
65.75 |
18.67 |
24.6% |
1.17 |
1.5% |
55% |
False |
False |
4,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.37 |
|
2.618 |
82.98 |
|
1.618 |
80.90 |
|
1.000 |
79.61 |
|
0.618 |
78.82 |
|
HIGH |
77.53 |
|
0.618 |
76.74 |
|
0.500 |
76.49 |
|
0.382 |
76.24 |
|
LOW |
75.45 |
|
0.618 |
74.16 |
|
1.000 |
73.37 |
|
1.618 |
72.08 |
|
2.618 |
70.00 |
|
4.250 |
66.61 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.49 |
76.29 |
| PP |
76.32 |
76.18 |
| S1 |
76.15 |
76.08 |
|