NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.47 |
76.60 |
-0.87 |
-1.1% |
75.48 |
| High |
78.23 |
77.53 |
-0.70 |
-0.9% |
78.04 |
| Low |
76.13 |
75.60 |
-0.53 |
-0.7% |
75.00 |
| Close |
76.60 |
76.94 |
0.34 |
0.4% |
77.33 |
| Range |
2.10 |
1.93 |
-0.17 |
-8.1% |
3.04 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.3% |
0.00 |
| Volume |
20,875 |
14,995 |
-5,880 |
-28.2% |
101,569 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.48 |
81.64 |
78.00 |
|
| R3 |
80.55 |
79.71 |
77.47 |
|
| R2 |
78.62 |
78.62 |
77.29 |
|
| R1 |
77.78 |
77.78 |
77.12 |
78.20 |
| PP |
76.69 |
76.69 |
76.69 |
76.90 |
| S1 |
75.85 |
75.85 |
76.76 |
76.27 |
| S2 |
74.76 |
74.76 |
76.59 |
|
| S3 |
72.83 |
73.92 |
76.41 |
|
| S4 |
70.90 |
71.99 |
75.88 |
|
|
| 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 |
78.23 |
75.60 |
2.63 |
3.4% |
1.89 |
2.5% |
51% |
False |
True |
20,830 |
| 10 |
79.55 |
75.00 |
4.55 |
5.9% |
1.87 |
2.4% |
43% |
False |
False |
23,465 |
| 20 |
83.78 |
75.00 |
8.78 |
11.4% |
2.07 |
2.7% |
22% |
False |
False |
23,422 |
| 40 |
84.20 |
75.00 |
9.20 |
12.0% |
2.09 |
2.7% |
21% |
False |
False |
19,012 |
| 60 |
84.85 |
69.83 |
15.02 |
19.5% |
2.05 |
2.7% |
47% |
False |
False |
17,303 |
| 80 |
84.85 |
69.40 |
15.45 |
20.1% |
2.01 |
2.6% |
49% |
False |
False |
15,751 |
| 100 |
84.85 |
69.40 |
15.45 |
20.1% |
1.96 |
2.5% |
49% |
False |
False |
14,388 |
| 120 |
84.85 |
65.66 |
19.19 |
24.9% |
1.92 |
2.5% |
59% |
False |
False |
13,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.73 |
|
2.618 |
82.58 |
|
1.618 |
80.65 |
|
1.000 |
79.46 |
|
0.618 |
78.72 |
|
HIGH |
77.53 |
|
0.618 |
76.79 |
|
0.500 |
76.57 |
|
0.382 |
76.34 |
|
LOW |
75.60 |
|
0.618 |
74.41 |
|
1.000 |
73.67 |
|
1.618 |
72.48 |
|
2.618 |
70.55 |
|
4.250 |
67.40 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.82 |
76.93 |
| PP |
76.69 |
76.92 |
| S1 |
76.57 |
76.92 |
|