NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.30 |
78.57 |
2.27 |
3.0% |
75.34 |
| High |
78.68 |
79.98 |
1.30 |
1.7% |
77.41 |
| Low |
76.30 |
78.03 |
1.73 |
2.3% |
74.78 |
| Close |
78.43 |
79.86 |
1.43 |
1.8% |
76.68 |
| Range |
2.38 |
1.95 |
-0.43 |
-18.1% |
2.63 |
| ATR |
1.89 |
1.89 |
0.00 |
0.2% |
0.00 |
| Volume |
6,055 |
10,758 |
4,703 |
77.7% |
53,974 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.14 |
84.45 |
80.93 |
|
| R3 |
83.19 |
82.50 |
80.40 |
|
| R2 |
81.24 |
81.24 |
80.22 |
|
| R1 |
80.55 |
80.55 |
80.04 |
80.90 |
| PP |
79.29 |
79.29 |
79.29 |
79.46 |
| S1 |
78.60 |
78.60 |
79.68 |
78.95 |
| S2 |
77.34 |
77.34 |
79.50 |
|
| S3 |
75.39 |
76.65 |
79.32 |
|
| S4 |
73.44 |
74.70 |
78.79 |
|
|
| 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 |
79.98 |
75.02 |
4.96 |
6.2% |
1.95 |
2.4% |
98% |
True |
False |
9,581 |
| 10 |
79.98 |
74.52 |
5.46 |
6.8% |
1.67 |
2.1% |
98% |
True |
False |
10,597 |
| 20 |
83.05 |
74.52 |
8.53 |
10.7% |
1.93 |
2.4% |
63% |
False |
False |
11,733 |
| 40 |
83.67 |
74.52 |
9.15 |
11.5% |
1.91 |
2.4% |
58% |
False |
False |
8,633 |
| 60 |
84.42 |
71.93 |
12.49 |
15.6% |
1.67 |
2.1% |
63% |
False |
False |
7,335 |
| 80 |
84.42 |
68.84 |
15.58 |
19.5% |
1.47 |
1.8% |
71% |
False |
False |
6,252 |
| 100 |
84.42 |
68.84 |
15.58 |
19.5% |
1.31 |
1.6% |
71% |
False |
False |
5,410 |
| 120 |
84.42 |
65.75 |
18.67 |
23.4% |
1.20 |
1.5% |
76% |
False |
False |
4,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.27 |
|
2.618 |
85.09 |
|
1.618 |
83.14 |
|
1.000 |
81.93 |
|
0.618 |
81.19 |
|
HIGH |
79.98 |
|
0.618 |
79.24 |
|
0.500 |
79.01 |
|
0.382 |
78.77 |
|
LOW |
78.03 |
|
0.618 |
76.82 |
|
1.000 |
76.08 |
|
1.618 |
74.87 |
|
2.618 |
72.92 |
|
4.250 |
69.74 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.58 |
79.07 |
| PP |
79.29 |
78.29 |
| S1 |
79.01 |
77.50 |
|