NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
80.37 |
80.66 |
0.29 |
0.4% |
77.47 |
| High |
80.45 |
81.51 |
1.06 |
1.3% |
80.45 |
| Low |
78.51 |
80.31 |
1.80 |
2.3% |
75.60 |
| Close |
80.37 |
81.26 |
0.89 |
1.1% |
80.37 |
| Range |
1.94 |
1.20 |
-0.74 |
-38.1% |
4.85 |
| ATR |
2.06 |
1.99 |
-0.06 |
-3.0% |
0.00 |
| Volume |
24,185 |
6,661 |
-17,524 |
-72.5% |
74,756 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.63 |
84.14 |
81.92 |
|
| R3 |
83.43 |
82.94 |
81.59 |
|
| R2 |
82.23 |
82.23 |
81.48 |
|
| R1 |
81.74 |
81.74 |
81.37 |
81.99 |
| PP |
81.03 |
81.03 |
81.03 |
81.15 |
| S1 |
80.54 |
80.54 |
81.15 |
80.79 |
| S2 |
79.83 |
79.83 |
81.04 |
|
| S3 |
78.63 |
79.34 |
80.93 |
|
| S4 |
77.43 |
78.14 |
80.60 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.36 |
91.71 |
83.04 |
|
| R3 |
88.51 |
86.86 |
81.70 |
|
| R2 |
83.66 |
83.66 |
81.26 |
|
| R1 |
82.01 |
82.01 |
80.81 |
82.84 |
| PP |
78.81 |
78.81 |
78.81 |
79.22 |
| S1 |
77.16 |
77.16 |
79.93 |
77.99 |
| S2 |
73.96 |
73.96 |
79.48 |
|
| S3 |
69.11 |
72.31 |
79.04 |
|
| S4 |
64.26 |
67.46 |
77.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.51 |
75.60 |
5.91 |
7.3% |
1.96 |
2.4% |
96% |
True |
False |
16,283 |
| 10 |
81.51 |
75.00 |
6.51 |
8.0% |
1.79 |
2.2% |
96% |
True |
False |
18,298 |
| 20 |
83.78 |
75.00 |
8.78 |
10.8% |
1.96 |
2.4% |
71% |
False |
False |
21,955 |
| 40 |
84.20 |
75.00 |
9.20 |
11.3% |
2.06 |
2.5% |
68% |
False |
False |
18,981 |
| 60 |
84.85 |
71.32 |
13.53 |
16.7% |
2.03 |
2.5% |
73% |
False |
False |
17,518 |
| 80 |
84.85 |
69.40 |
15.45 |
19.0% |
2.01 |
2.5% |
77% |
False |
False |
16,059 |
| 100 |
84.85 |
69.40 |
15.45 |
19.0% |
1.97 |
2.4% |
77% |
False |
False |
14,396 |
| 120 |
84.85 |
65.66 |
19.19 |
23.6% |
1.94 |
2.4% |
81% |
False |
False |
13,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.61 |
|
2.618 |
84.65 |
|
1.618 |
83.45 |
|
1.000 |
82.71 |
|
0.618 |
82.25 |
|
HIGH |
81.51 |
|
0.618 |
81.05 |
|
0.500 |
80.91 |
|
0.382 |
80.77 |
|
LOW |
80.31 |
|
0.618 |
79.57 |
|
1.000 |
79.11 |
|
1.618 |
78.37 |
|
2.618 |
77.17 |
|
4.250 |
75.21 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.14 |
80.56 |
| PP |
81.03 |
79.86 |
| S1 |
80.91 |
79.16 |
|