NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
80.73 |
80.68 |
-0.05 |
-0.1% |
77.00 |
| High |
81.38 |
81.65 |
0.27 |
0.3% |
79.98 |
| Low |
80.24 |
80.56 |
0.32 |
0.4% |
75.02 |
| Close |
80.88 |
81.29 |
0.41 |
0.5% |
79.86 |
| Range |
1.14 |
1.09 |
-0.05 |
-4.4% |
4.96 |
| ATR |
1.79 |
1.74 |
-0.05 |
-2.8% |
0.00 |
| Volume |
4,307 |
8,339 |
4,032 |
93.6% |
38,426 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.44 |
83.95 |
81.89 |
|
| R3 |
83.35 |
82.86 |
81.59 |
|
| R2 |
82.26 |
82.26 |
81.49 |
|
| R1 |
81.77 |
81.77 |
81.39 |
82.02 |
| PP |
81.17 |
81.17 |
81.17 |
81.29 |
| S1 |
80.68 |
80.68 |
81.19 |
80.93 |
| S2 |
80.08 |
80.08 |
81.09 |
|
| S3 |
78.99 |
79.59 |
80.99 |
|
| S4 |
77.90 |
78.50 |
80.69 |
|
|
| 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 |
81.65 |
76.30 |
5.35 |
6.6% |
1.53 |
1.9% |
93% |
True |
False |
7,192 |
| 10 |
81.65 |
75.02 |
6.63 |
8.2% |
1.66 |
2.0% |
95% |
True |
False |
9,164 |
| 20 |
82.72 |
74.52 |
8.20 |
10.1% |
1.72 |
2.1% |
83% |
False |
False |
11,220 |
| 40 |
83.67 |
74.52 |
9.15 |
11.3% |
1.80 |
2.2% |
74% |
False |
False |
8,745 |
| 60 |
84.42 |
71.93 |
12.49 |
15.4% |
1.70 |
2.1% |
75% |
False |
False |
7,384 |
| 80 |
84.42 |
68.84 |
15.58 |
19.2% |
1.50 |
1.8% |
80% |
False |
False |
6,395 |
| 100 |
84.42 |
68.84 |
15.58 |
19.2% |
1.32 |
1.6% |
80% |
False |
False |
5,525 |
| 120 |
84.42 |
65.75 |
18.67 |
23.0% |
1.21 |
1.5% |
83% |
False |
False |
4,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.28 |
|
2.618 |
84.50 |
|
1.618 |
83.41 |
|
1.000 |
82.74 |
|
0.618 |
82.32 |
|
HIGH |
81.65 |
|
0.618 |
81.23 |
|
0.500 |
81.11 |
|
0.382 |
80.98 |
|
LOW |
80.56 |
|
0.618 |
79.89 |
|
1.000 |
79.47 |
|
1.618 |
78.80 |
|
2.618 |
77.71 |
|
4.250 |
75.93 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.23 |
81.12 |
| PP |
81.17 |
80.94 |
| S1 |
81.11 |
80.77 |
|