NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.99 |
76.49 |
-1.50 |
-1.9% |
75.48 |
| High |
77.99 |
78.04 |
0.05 |
0.1% |
78.04 |
| Low |
75.71 |
76.43 |
0.72 |
1.0% |
75.00 |
| Close |
76.75 |
77.33 |
0.58 |
0.8% |
77.33 |
| Range |
2.28 |
1.61 |
-0.67 |
-29.4% |
3.04 |
| ATR |
2.05 |
2.02 |
-0.03 |
-1.5% |
0.00 |
| Volume |
23,504 |
17,935 |
-5,569 |
-23.7% |
101,569 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.10 |
81.32 |
78.22 |
|
| R3 |
80.49 |
79.71 |
77.77 |
|
| R2 |
78.88 |
78.88 |
77.63 |
|
| R1 |
78.10 |
78.10 |
77.48 |
78.49 |
| PP |
77.27 |
77.27 |
77.27 |
77.46 |
| S1 |
76.49 |
76.49 |
77.18 |
76.88 |
| S2 |
75.66 |
75.66 |
77.03 |
|
| S3 |
74.05 |
74.88 |
76.89 |
|
| S4 |
72.44 |
73.27 |
76.44 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.91 |
84.66 |
79.00 |
|
| R3 |
82.87 |
81.62 |
78.17 |
|
| R2 |
79.83 |
79.83 |
77.89 |
|
| R1 |
78.58 |
78.58 |
77.61 |
79.21 |
| PP |
76.79 |
76.79 |
76.79 |
77.10 |
| S1 |
75.54 |
75.54 |
77.05 |
76.17 |
| S2 |
73.75 |
73.75 |
76.77 |
|
| S3 |
70.71 |
72.50 |
76.49 |
|
| S4 |
67.67 |
69.46 |
75.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.04 |
75.00 |
3.04 |
3.9% |
1.61 |
2.1% |
77% |
True |
False |
20,313 |
| 10 |
81.98 |
75.00 |
6.98 |
9.0% |
1.87 |
2.4% |
33% |
False |
False |
25,062 |
| 20 |
83.78 |
75.00 |
8.78 |
11.4% |
2.07 |
2.7% |
27% |
False |
False |
22,960 |
| 40 |
84.85 |
75.00 |
9.85 |
12.7% |
2.11 |
2.7% |
24% |
False |
False |
18,797 |
| 60 |
84.85 |
69.40 |
15.45 |
20.0% |
2.03 |
2.6% |
51% |
False |
False |
17,186 |
| 80 |
84.85 |
69.40 |
15.45 |
20.0% |
2.00 |
2.6% |
51% |
False |
False |
15,478 |
| 100 |
84.85 |
69.40 |
15.45 |
20.0% |
1.98 |
2.6% |
51% |
False |
False |
14,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.88 |
|
2.618 |
82.25 |
|
1.618 |
80.64 |
|
1.000 |
79.65 |
|
0.618 |
79.03 |
|
HIGH |
78.04 |
|
0.618 |
77.42 |
|
0.500 |
77.24 |
|
0.382 |
77.05 |
|
LOW |
76.43 |
|
0.618 |
75.44 |
|
1.000 |
74.82 |
|
1.618 |
73.83 |
|
2.618 |
72.22 |
|
4.250 |
69.59 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.30 |
77.18 |
| PP |
77.27 |
77.03 |
| S1 |
77.24 |
76.88 |
|