NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
79.88 |
80.73 |
0.85 |
1.1% |
77.00 |
| High |
80.98 |
81.38 |
0.40 |
0.5% |
79.98 |
| Low |
79.88 |
80.24 |
0.36 |
0.5% |
75.02 |
| Close |
80.74 |
80.88 |
0.14 |
0.2% |
79.86 |
| Range |
1.10 |
1.14 |
0.04 |
3.6% |
4.96 |
| ATR |
1.84 |
1.79 |
-0.05 |
-2.7% |
0.00 |
| Volume |
6,501 |
4,307 |
-2,194 |
-33.7% |
38,426 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.25 |
83.71 |
81.51 |
|
| R3 |
83.11 |
82.57 |
81.19 |
|
| R2 |
81.97 |
81.97 |
81.09 |
|
| R1 |
81.43 |
81.43 |
80.98 |
81.70 |
| PP |
80.83 |
80.83 |
80.83 |
80.97 |
| S1 |
80.29 |
80.29 |
80.78 |
80.56 |
| S2 |
79.69 |
79.69 |
80.67 |
|
| S3 |
78.55 |
79.15 |
80.57 |
|
| S4 |
77.41 |
78.01 |
80.25 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.17 |
91.47 |
82.59 |
|
| R3 |
88.21 |
86.51 |
81.22 |
|
| R2 |
83.25 |
83.25 |
80.77 |
|
| R1 |
81.55 |
81.55 |
80.31 |
82.40 |
| PP |
78.29 |
78.29 |
78.29 |
78.71 |
| S1 |
76.59 |
76.59 |
79.41 |
77.44 |
| S2 |
73.33 |
73.33 |
78.95 |
|
| S3 |
68.37 |
71.63 |
78.50 |
|
| S4 |
63.41 |
66.67 |
77.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.38 |
75.02 |
6.36 |
7.9% |
1.65 |
2.0% |
92% |
True |
False |
6,939 |
| 10 |
81.38 |
75.02 |
6.36 |
7.9% |
1.66 |
2.0% |
92% |
True |
False |
9,151 |
| 20 |
83.05 |
74.52 |
8.53 |
10.5% |
1.74 |
2.2% |
75% |
False |
False |
11,149 |
| 40 |
83.67 |
74.52 |
9.15 |
11.3% |
1.82 |
2.3% |
70% |
False |
False |
8,677 |
| 60 |
84.42 |
71.93 |
12.49 |
15.4% |
1.68 |
2.1% |
72% |
False |
False |
7,340 |
| 80 |
84.42 |
68.84 |
15.58 |
19.3% |
1.49 |
1.8% |
77% |
False |
False |
6,305 |
| 100 |
84.42 |
68.84 |
15.58 |
19.3% |
1.32 |
1.6% |
77% |
False |
False |
5,467 |
| 120 |
84.42 |
65.75 |
18.67 |
23.1% |
1.21 |
1.5% |
81% |
False |
False |
4,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.23 |
|
2.618 |
84.36 |
|
1.618 |
83.22 |
|
1.000 |
82.52 |
|
0.618 |
82.08 |
|
HIGH |
81.38 |
|
0.618 |
80.94 |
|
0.500 |
80.81 |
|
0.382 |
80.68 |
|
LOW |
80.24 |
|
0.618 |
79.54 |
|
1.000 |
79.10 |
|
1.618 |
78.40 |
|
2.618 |
77.26 |
|
4.250 |
75.40 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.86 |
80.49 |
| PP |
80.83 |
80.10 |
| S1 |
80.81 |
79.71 |
|