NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.61 |
76.26 |
-0.35 |
-0.5% |
81.83 |
| High |
76.90 |
76.62 |
-0.28 |
-0.4% |
81.98 |
| Low |
75.26 |
75.23 |
-0.03 |
0.0% |
75.23 |
| Close |
76.05 |
75.99 |
-0.06 |
-0.1% |
75.99 |
| Range |
1.64 |
1.39 |
-0.25 |
-15.2% |
6.75 |
| ATR |
2.24 |
2.18 |
-0.06 |
-2.7% |
0.00 |
| Volume |
31,156 |
31,634 |
478 |
1.5% |
149,058 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.12 |
79.44 |
76.75 |
|
| R3 |
78.73 |
78.05 |
76.37 |
|
| R2 |
77.34 |
77.34 |
76.24 |
|
| R1 |
76.66 |
76.66 |
76.12 |
76.31 |
| PP |
75.95 |
75.95 |
75.95 |
75.77 |
| S1 |
75.27 |
75.27 |
75.86 |
74.92 |
| S2 |
74.56 |
74.56 |
75.74 |
|
| S3 |
73.17 |
73.88 |
75.61 |
|
| S4 |
71.78 |
72.49 |
75.23 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.98 |
93.74 |
79.70 |
|
| R3 |
91.23 |
86.99 |
77.85 |
|
| R2 |
84.48 |
84.48 |
77.23 |
|
| R1 |
80.24 |
80.24 |
76.61 |
78.99 |
| PP |
77.73 |
77.73 |
77.73 |
77.11 |
| S1 |
73.49 |
73.49 |
75.37 |
72.24 |
| S2 |
70.98 |
70.98 |
74.75 |
|
| S3 |
64.23 |
66.74 |
74.13 |
|
| S4 |
57.48 |
59.99 |
72.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.98 |
75.23 |
6.75 |
8.9% |
2.12 |
2.8% |
11% |
False |
True |
29,811 |
| 10 |
83.78 |
75.23 |
8.55 |
11.3% |
2.14 |
2.8% |
9% |
False |
True |
25,611 |
| 20 |
84.08 |
75.23 |
8.85 |
11.6% |
2.13 |
2.8% |
9% |
False |
True |
21,871 |
| 40 |
84.85 |
75.23 |
9.62 |
12.7% |
2.14 |
2.8% |
8% |
False |
True |
18,489 |
| 60 |
84.85 |
69.40 |
15.45 |
20.3% |
2.08 |
2.7% |
43% |
False |
False |
16,277 |
| 80 |
84.85 |
69.40 |
15.45 |
20.3% |
2.00 |
2.6% |
43% |
False |
False |
14,740 |
| 100 |
84.85 |
69.40 |
15.45 |
20.3% |
1.98 |
2.6% |
43% |
False |
False |
13,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.53 |
|
2.618 |
80.26 |
|
1.618 |
78.87 |
|
1.000 |
78.01 |
|
0.618 |
77.48 |
|
HIGH |
76.62 |
|
0.618 |
76.09 |
|
0.500 |
75.93 |
|
0.382 |
75.76 |
|
LOW |
75.23 |
|
0.618 |
74.37 |
|
1.000 |
73.84 |
|
1.618 |
72.98 |
|
2.618 |
71.59 |
|
4.250 |
69.32 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.97 |
77.39 |
| PP |
75.95 |
76.92 |
| S1 |
75.93 |
76.46 |
|