NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.96 |
80.37 |
3.41 |
4.4% |
75.48 |
| High |
79.45 |
80.45 |
1.00 |
1.3% |
78.04 |
| Low |
76.80 |
78.51 |
1.71 |
2.2% |
75.00 |
| Close |
78.97 |
80.37 |
1.40 |
1.8% |
77.33 |
| Range |
2.65 |
1.94 |
-0.71 |
-26.8% |
3.04 |
| ATR |
2.06 |
2.06 |
-0.01 |
-0.4% |
0.00 |
| Volume |
14,701 |
24,185 |
9,484 |
64.5% |
101,569 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.60 |
84.92 |
81.44 |
|
| R3 |
83.66 |
82.98 |
80.90 |
|
| R2 |
81.72 |
81.72 |
80.73 |
|
| R1 |
81.04 |
81.04 |
80.55 |
81.34 |
| PP |
79.78 |
79.78 |
79.78 |
79.93 |
| S1 |
79.10 |
79.10 |
80.19 |
79.40 |
| S2 |
77.84 |
77.84 |
80.01 |
|
| S3 |
75.90 |
77.16 |
79.84 |
|
| S4 |
73.96 |
75.22 |
79.30 |
|
|
| 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 |
80.45 |
75.60 |
4.85 |
6.0% |
2.05 |
2.5% |
98% |
True |
False |
18,538 |
| 10 |
80.45 |
75.00 |
5.45 |
6.8% |
1.81 |
2.2% |
99% |
True |
False |
20,795 |
| 20 |
83.78 |
75.00 |
8.78 |
10.9% |
2.10 |
2.6% |
61% |
False |
False |
23,284 |
| 40 |
84.20 |
75.00 |
9.20 |
11.4% |
2.10 |
2.6% |
58% |
False |
False |
19,227 |
| 60 |
84.85 |
71.32 |
13.53 |
16.8% |
2.04 |
2.5% |
67% |
False |
False |
17,717 |
| 80 |
84.85 |
69.40 |
15.45 |
19.2% |
2.01 |
2.5% |
71% |
False |
False |
16,054 |
| 100 |
84.85 |
69.40 |
15.45 |
19.2% |
1.97 |
2.4% |
71% |
False |
False |
14,442 |
| 120 |
84.85 |
65.66 |
19.19 |
23.9% |
1.94 |
2.4% |
77% |
False |
False |
13,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.70 |
|
2.618 |
85.53 |
|
1.618 |
83.59 |
|
1.000 |
82.39 |
|
0.618 |
81.65 |
|
HIGH |
80.45 |
|
0.618 |
79.71 |
|
0.500 |
79.48 |
|
0.382 |
79.25 |
|
LOW |
78.51 |
|
0.618 |
77.31 |
|
1.000 |
76.57 |
|
1.618 |
75.37 |
|
2.618 |
73.43 |
|
4.250 |
70.27 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.07 |
79.59 |
| PP |
79.78 |
78.81 |
| S1 |
79.48 |
78.03 |
|