NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
81.26 |
82.28 |
1.02 |
1.3% |
77.47 |
| High |
82.10 |
82.35 |
0.25 |
0.3% |
80.45 |
| Low |
81.10 |
81.52 |
0.42 |
0.5% |
75.60 |
| Close |
81.79 |
81.59 |
-0.20 |
-0.2% |
80.37 |
| Range |
1.00 |
0.83 |
-0.17 |
-17.0% |
4.85 |
| ATR |
1.87 |
1.79 |
-0.07 |
-4.0% |
0.00 |
| Volume |
13,946 |
14,859 |
913 |
6.5% |
74,756 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.31 |
83.78 |
82.05 |
|
| R3 |
83.48 |
82.95 |
81.82 |
|
| R2 |
82.65 |
82.65 |
81.74 |
|
| R1 |
82.12 |
82.12 |
81.67 |
81.97 |
| PP |
81.82 |
81.82 |
81.82 |
81.75 |
| S1 |
81.29 |
81.29 |
81.51 |
81.14 |
| S2 |
80.99 |
80.99 |
81.44 |
|
| S3 |
80.16 |
80.46 |
81.36 |
|
| S4 |
79.33 |
79.63 |
81.13 |
|
|
| 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 |
82.35 |
78.51 |
3.84 |
4.7% |
1.22 |
1.5% |
80% |
True |
False |
13,646 |
| 10 |
82.35 |
75.60 |
6.75 |
8.3% |
1.67 |
2.0% |
89% |
True |
False |
16,024 |
| 20 |
83.66 |
75.00 |
8.66 |
10.6% |
1.79 |
2.2% |
76% |
False |
False |
20,855 |
| 40 |
84.20 |
75.00 |
9.20 |
11.3% |
1.94 |
2.4% |
72% |
False |
False |
18,881 |
| 60 |
84.85 |
71.98 |
12.87 |
15.8% |
1.99 |
2.4% |
75% |
False |
False |
17,483 |
| 80 |
84.85 |
69.40 |
15.45 |
18.9% |
1.97 |
2.4% |
79% |
False |
False |
16,105 |
| 100 |
84.85 |
69.40 |
15.45 |
18.9% |
1.95 |
2.4% |
79% |
False |
False |
14,482 |
| 120 |
84.85 |
66.35 |
18.50 |
22.7% |
1.93 |
2.4% |
82% |
False |
False |
13,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.88 |
|
2.618 |
84.52 |
|
1.618 |
83.69 |
|
1.000 |
83.18 |
|
0.618 |
82.86 |
|
HIGH |
82.35 |
|
0.618 |
82.03 |
|
0.500 |
81.94 |
|
0.382 |
81.84 |
|
LOW |
81.52 |
|
0.618 |
81.01 |
|
1.000 |
80.69 |
|
1.618 |
80.18 |
|
2.618 |
79.35 |
|
4.250 |
77.99 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.94 |
81.58 |
| PP |
81.82 |
81.56 |
| S1 |
81.71 |
81.55 |
|