NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
81.23 |
81.26 |
0.03 |
0.0% |
77.47 |
| High |
81.90 |
82.10 |
0.20 |
0.2% |
80.45 |
| Low |
80.75 |
81.10 |
0.35 |
0.4% |
75.60 |
| Close |
81.42 |
81.79 |
0.37 |
0.5% |
80.37 |
| Range |
1.15 |
1.00 |
-0.15 |
-13.0% |
4.85 |
| ATR |
1.93 |
1.87 |
-0.07 |
-3.5% |
0.00 |
| Volume |
8,582 |
13,946 |
5,364 |
62.5% |
74,756 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.66 |
84.23 |
82.34 |
|
| R3 |
83.66 |
83.23 |
82.07 |
|
| R2 |
82.66 |
82.66 |
81.97 |
|
| R1 |
82.23 |
82.23 |
81.88 |
82.45 |
| PP |
81.66 |
81.66 |
81.66 |
81.77 |
| S1 |
81.23 |
81.23 |
81.70 |
81.45 |
| S2 |
80.66 |
80.66 |
81.61 |
|
| S3 |
79.66 |
80.23 |
81.52 |
|
| S4 |
78.66 |
79.23 |
81.24 |
|
|
| 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 |
82.10 |
76.80 |
5.30 |
6.5% |
1.59 |
1.9% |
94% |
True |
False |
13,615 |
| 10 |
82.10 |
75.60 |
6.50 |
7.9% |
1.74 |
2.1% |
95% |
True |
False |
17,222 |
| 20 |
83.66 |
75.00 |
8.66 |
10.6% |
1.85 |
2.3% |
78% |
False |
False |
21,428 |
| 40 |
84.20 |
75.00 |
9.20 |
11.2% |
1.99 |
2.4% |
74% |
False |
False |
18,866 |
| 60 |
84.85 |
71.98 |
12.87 |
15.7% |
2.00 |
2.4% |
76% |
False |
False |
17,425 |
| 80 |
84.85 |
69.40 |
15.45 |
18.9% |
2.01 |
2.5% |
80% |
False |
False |
16,014 |
| 100 |
84.85 |
69.40 |
15.45 |
18.9% |
1.95 |
2.4% |
80% |
False |
False |
14,405 |
| 120 |
84.85 |
65.66 |
19.19 |
23.5% |
1.94 |
2.4% |
84% |
False |
False |
13,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.35 |
|
2.618 |
84.72 |
|
1.618 |
83.72 |
|
1.000 |
83.10 |
|
0.618 |
82.72 |
|
HIGH |
82.10 |
|
0.618 |
81.72 |
|
0.500 |
81.60 |
|
0.382 |
81.48 |
|
LOW |
81.10 |
|
0.618 |
80.48 |
|
1.000 |
80.10 |
|
1.618 |
79.48 |
|
2.618 |
78.48 |
|
4.250 |
76.85 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.73 |
81.60 |
| PP |
81.66 |
81.40 |
| S1 |
81.60 |
81.21 |
|