NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.30 |
76.30 |
0.00 |
0.0% |
81.96 |
| High |
77.02 |
77.31 |
0.29 |
0.4% |
81.96 |
| Low |
76.30 |
76.30 |
0.00 |
0.0% |
75.83 |
| Close |
76.51 |
76.64 |
0.13 |
0.2% |
76.53 |
| Range |
0.72 |
1.01 |
0.29 |
40.3% |
6.13 |
| ATR |
1.79 |
1.74 |
-0.06 |
-3.1% |
0.00 |
| Volume |
3,448 |
1,855 |
-1,593 |
-46.2% |
21,386 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.78 |
79.22 |
77.20 |
|
| R3 |
78.77 |
78.21 |
76.92 |
|
| R2 |
77.76 |
77.76 |
76.83 |
|
| R1 |
77.20 |
77.20 |
76.73 |
77.48 |
| PP |
76.75 |
76.75 |
76.75 |
76.89 |
| S1 |
76.19 |
76.19 |
76.55 |
76.47 |
| S2 |
75.74 |
75.74 |
76.45 |
|
| S3 |
74.73 |
75.18 |
76.36 |
|
| S4 |
73.72 |
74.17 |
76.08 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.50 |
92.64 |
79.90 |
|
| R3 |
90.37 |
86.51 |
78.22 |
|
| R2 |
84.24 |
84.24 |
77.65 |
|
| R1 |
80.38 |
80.38 |
77.09 |
79.25 |
| PP |
78.11 |
78.11 |
78.11 |
77.54 |
| S1 |
74.25 |
74.25 |
75.97 |
73.12 |
| S2 |
71.98 |
71.98 |
75.41 |
|
| S3 |
65.85 |
68.12 |
74.84 |
|
| S4 |
59.72 |
61.99 |
73.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.00 |
75.83 |
4.17 |
5.4% |
1.51 |
2.0% |
19% |
False |
False |
3,510 |
| 10 |
84.05 |
75.83 |
8.22 |
10.7% |
1.65 |
2.2% |
10% |
False |
False |
3,782 |
| 20 |
84.47 |
75.83 |
8.64 |
11.3% |
1.62 |
2.1% |
9% |
False |
False |
3,401 |
| 40 |
85.24 |
75.83 |
9.41 |
12.3% |
1.71 |
2.2% |
9% |
False |
False |
3,427 |
| 60 |
85.24 |
70.06 |
15.18 |
19.8% |
1.65 |
2.2% |
43% |
False |
False |
3,196 |
| 80 |
85.24 |
70.06 |
15.18 |
19.8% |
1.58 |
2.1% |
43% |
False |
False |
3,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.60 |
|
2.618 |
79.95 |
|
1.618 |
78.94 |
|
1.000 |
78.32 |
|
0.618 |
77.93 |
|
HIGH |
77.31 |
|
0.618 |
76.92 |
|
0.500 |
76.81 |
|
0.382 |
76.69 |
|
LOW |
76.30 |
|
0.618 |
75.68 |
|
1.000 |
75.29 |
|
1.618 |
74.67 |
|
2.618 |
73.66 |
|
4.250 |
72.01 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.81 |
76.62 |
| PP |
76.75 |
76.59 |
| S1 |
76.70 |
76.57 |
|