NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.60 |
76.96 |
0.36 |
0.5% |
75.48 |
| High |
77.53 |
79.45 |
1.92 |
2.5% |
78.04 |
| Low |
75.60 |
76.80 |
1.20 |
1.6% |
75.00 |
| Close |
76.94 |
78.97 |
2.03 |
2.6% |
77.33 |
| Range |
1.93 |
2.65 |
0.72 |
37.3% |
3.04 |
| ATR |
2.02 |
2.06 |
0.05 |
2.2% |
0.00 |
| Volume |
14,995 |
14,701 |
-294 |
-2.0% |
101,569 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.36 |
85.31 |
80.43 |
|
| R3 |
83.71 |
82.66 |
79.70 |
|
| R2 |
81.06 |
81.06 |
79.46 |
|
| R1 |
80.01 |
80.01 |
79.21 |
80.54 |
| PP |
78.41 |
78.41 |
78.41 |
78.67 |
| S1 |
77.36 |
77.36 |
78.73 |
77.89 |
| S2 |
75.76 |
75.76 |
78.48 |
|
| S3 |
73.11 |
74.71 |
78.24 |
|
| S4 |
70.46 |
72.06 |
77.51 |
|
|
| 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 |
79.45 |
75.60 |
3.85 |
4.9% |
2.11 |
2.7% |
88% |
True |
False |
18,402 |
| 10 |
79.45 |
75.00 |
4.45 |
5.6% |
1.78 |
2.2% |
89% |
True |
False |
21,493 |
| 20 |
83.78 |
75.00 |
8.78 |
11.1% |
2.12 |
2.7% |
45% |
False |
False |
23,393 |
| 40 |
84.20 |
75.00 |
9.20 |
11.6% |
2.12 |
2.7% |
43% |
False |
False |
18,981 |
| 60 |
84.85 |
70.13 |
14.72 |
18.6% |
2.07 |
2.6% |
60% |
False |
False |
17,454 |
| 80 |
84.85 |
69.40 |
15.45 |
19.6% |
2.02 |
2.6% |
62% |
False |
False |
15,825 |
| 100 |
84.85 |
69.40 |
15.45 |
19.6% |
1.97 |
2.5% |
62% |
False |
False |
14,356 |
| 120 |
84.85 |
65.66 |
19.19 |
24.3% |
1.93 |
2.5% |
69% |
False |
False |
13,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.71 |
|
2.618 |
86.39 |
|
1.618 |
83.74 |
|
1.000 |
82.10 |
|
0.618 |
81.09 |
|
HIGH |
79.45 |
|
0.618 |
78.44 |
|
0.500 |
78.13 |
|
0.382 |
77.81 |
|
LOW |
76.80 |
|
0.618 |
75.16 |
|
1.000 |
74.15 |
|
1.618 |
72.51 |
|
2.618 |
69.86 |
|
4.250 |
65.54 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.69 |
78.49 |
| PP |
78.41 |
78.01 |
| S1 |
78.13 |
77.53 |
|