NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.00 |
75.79 |
-1.21 |
-1.6% |
75.34 |
| High |
77.53 |
76.70 |
-0.83 |
-1.1% |
77.41 |
| Low |
75.45 |
75.02 |
-0.43 |
-0.6% |
74.78 |
| Close |
75.98 |
76.36 |
0.38 |
0.5% |
76.68 |
| Range |
2.08 |
1.68 |
-0.40 |
-19.2% |
2.63 |
| ATR |
1.86 |
1.85 |
-0.01 |
-0.7% |
0.00 |
| Volume |
14,538 |
7,075 |
-7,463 |
-51.3% |
53,974 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.07 |
80.39 |
77.28 |
|
| R3 |
79.39 |
78.71 |
76.82 |
|
| R2 |
77.71 |
77.71 |
76.67 |
|
| R1 |
77.03 |
77.03 |
76.51 |
77.37 |
| PP |
76.03 |
76.03 |
76.03 |
76.20 |
| S1 |
75.35 |
75.35 |
76.21 |
75.69 |
| S2 |
74.35 |
74.35 |
76.05 |
|
| S3 |
72.67 |
73.67 |
75.90 |
|
| S4 |
70.99 |
71.99 |
75.44 |
|
|
| 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 |
75.02 |
2.51 |
3.3% |
1.78 |
2.3% |
53% |
False |
True |
11,137 |
| 10 |
78.85 |
74.52 |
4.33 |
5.7% |
1.74 |
2.3% |
42% |
False |
False |
12,025 |
| 20 |
83.05 |
74.52 |
8.53 |
11.2% |
1.91 |
2.5% |
22% |
False |
False |
11,718 |
| 40 |
83.67 |
74.52 |
9.15 |
12.0% |
1.87 |
2.4% |
20% |
False |
False |
8,462 |
| 60 |
84.42 |
69.30 |
15.12 |
19.8% |
1.67 |
2.2% |
47% |
False |
False |
7,133 |
| 80 |
84.42 |
68.84 |
15.58 |
20.4% |
1.45 |
1.9% |
48% |
False |
False |
6,091 |
| 100 |
84.42 |
68.84 |
15.58 |
20.4% |
1.28 |
1.7% |
48% |
False |
False |
5,283 |
| 120 |
84.42 |
65.75 |
18.67 |
24.4% |
1.18 |
1.5% |
57% |
False |
False |
4,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.84 |
|
2.618 |
81.10 |
|
1.618 |
79.42 |
|
1.000 |
78.38 |
|
0.618 |
77.74 |
|
HIGH |
76.70 |
|
0.618 |
76.06 |
|
0.500 |
75.86 |
|
0.382 |
75.66 |
|
LOW |
75.02 |
|
0.618 |
73.98 |
|
1.000 |
73.34 |
|
1.618 |
72.30 |
|
2.618 |
70.62 |
|
4.250 |
67.88 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.19 |
76.33 |
| PP |
76.03 |
76.30 |
| S1 |
75.86 |
76.28 |
|