NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
80.66 |
81.23 |
0.57 |
0.7% |
77.47 |
| High |
81.51 |
81.90 |
0.39 |
0.5% |
80.45 |
| Low |
80.31 |
80.75 |
0.44 |
0.5% |
75.60 |
| Close |
81.26 |
81.42 |
0.16 |
0.2% |
80.37 |
| Range |
1.20 |
1.15 |
-0.05 |
-4.2% |
4.85 |
| ATR |
1.99 |
1.93 |
-0.06 |
-3.0% |
0.00 |
| Volume |
6,661 |
8,582 |
1,921 |
28.8% |
74,756 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.81 |
84.26 |
82.05 |
|
| R3 |
83.66 |
83.11 |
81.74 |
|
| R2 |
82.51 |
82.51 |
81.63 |
|
| R1 |
81.96 |
81.96 |
81.53 |
82.24 |
| PP |
81.36 |
81.36 |
81.36 |
81.49 |
| S1 |
80.81 |
80.81 |
81.31 |
81.09 |
| S2 |
80.21 |
80.21 |
81.21 |
|
| S3 |
79.06 |
79.66 |
81.10 |
|
| S4 |
77.91 |
78.51 |
80.79 |
|
|
| 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 |
81.90 |
75.60 |
6.30 |
7.7% |
1.77 |
2.2% |
92% |
True |
False |
13,824 |
| 10 |
81.90 |
75.60 |
6.30 |
7.7% |
1.75 |
2.1% |
92% |
True |
False |
17,214 |
| 20 |
83.78 |
75.00 |
8.78 |
10.8% |
1.88 |
2.3% |
73% |
False |
False |
21,645 |
| 40 |
84.20 |
75.00 |
9.20 |
11.3% |
2.01 |
2.5% |
70% |
False |
False |
18,887 |
| 60 |
84.85 |
71.32 |
13.53 |
16.6% |
2.02 |
2.5% |
75% |
False |
False |
17,378 |
| 80 |
84.85 |
69.40 |
15.45 |
19.0% |
2.01 |
2.5% |
78% |
False |
False |
15,959 |
| 100 |
84.85 |
69.40 |
15.45 |
19.0% |
1.96 |
2.4% |
78% |
False |
False |
14,386 |
| 120 |
84.85 |
65.66 |
19.19 |
23.6% |
1.94 |
2.4% |
82% |
False |
False |
13,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.79 |
|
2.618 |
84.91 |
|
1.618 |
83.76 |
|
1.000 |
83.05 |
|
0.618 |
82.61 |
|
HIGH |
81.90 |
|
0.618 |
81.46 |
|
0.500 |
81.33 |
|
0.382 |
81.19 |
|
LOW |
80.75 |
|
0.618 |
80.04 |
|
1.000 |
79.60 |
|
1.618 |
78.89 |
|
2.618 |
77.74 |
|
4.250 |
75.86 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.39 |
81.02 |
| PP |
81.36 |
80.61 |
| S1 |
81.33 |
80.21 |
|