NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
78.26 |
76.53 |
-1.73 |
-2.2% |
76.30 |
| High |
78.74 |
77.86 |
-0.88 |
-1.1% |
78.50 |
| Low |
76.69 |
76.17 |
-0.52 |
-0.7% |
76.21 |
| Close |
77.16 |
77.49 |
0.33 |
0.4% |
77.92 |
| Range |
2.05 |
1.69 |
-0.36 |
-17.6% |
2.29 |
| ATR |
1.77 |
1.77 |
-0.01 |
-0.3% |
0.00 |
| Volume |
3,874 |
2,796 |
-1,078 |
-27.8% |
17,987 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.24 |
81.56 |
78.42 |
|
| R3 |
80.55 |
79.87 |
77.95 |
|
| R2 |
78.86 |
78.86 |
77.80 |
|
| R1 |
78.18 |
78.18 |
77.64 |
78.52 |
| PP |
77.17 |
77.17 |
77.17 |
77.35 |
| S1 |
76.49 |
76.49 |
77.34 |
76.83 |
| S2 |
75.48 |
75.48 |
77.18 |
|
| S3 |
73.79 |
74.80 |
77.03 |
|
| S4 |
72.10 |
73.11 |
76.56 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.41 |
83.46 |
79.18 |
|
| R3 |
82.12 |
81.17 |
78.55 |
|
| R2 |
79.83 |
79.83 |
78.34 |
|
| R1 |
78.88 |
78.88 |
78.13 |
79.36 |
| PP |
77.54 |
77.54 |
77.54 |
77.78 |
| S1 |
76.59 |
76.59 |
77.71 |
77.07 |
| S2 |
75.25 |
75.25 |
77.50 |
|
| S3 |
72.96 |
74.30 |
77.29 |
|
| S4 |
70.67 |
72.01 |
76.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.74 |
76.17 |
2.57 |
3.3% |
1.79 |
2.3% |
51% |
False |
True |
3,870 |
| 10 |
80.00 |
75.83 |
4.17 |
5.4% |
1.65 |
2.1% |
40% |
False |
False |
3,690 |
| 20 |
84.32 |
75.83 |
8.49 |
11.0% |
1.73 |
2.2% |
20% |
False |
False |
3,855 |
| 40 |
84.50 |
75.83 |
8.67 |
11.2% |
1.69 |
2.2% |
19% |
False |
False |
3,473 |
| 60 |
85.24 |
70.45 |
14.79 |
19.1% |
1.68 |
2.2% |
48% |
False |
False |
3,270 |
| 80 |
85.24 |
70.06 |
15.18 |
19.6% |
1.62 |
2.1% |
49% |
False |
False |
3,244 |
| 100 |
85.24 |
70.06 |
15.18 |
19.6% |
1.61 |
2.1% |
49% |
False |
False |
3,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.04 |
|
2.618 |
82.28 |
|
1.618 |
80.59 |
|
1.000 |
79.55 |
|
0.618 |
78.90 |
|
HIGH |
77.86 |
|
0.618 |
77.21 |
|
0.500 |
77.02 |
|
0.382 |
76.82 |
|
LOW |
76.17 |
|
0.618 |
75.13 |
|
1.000 |
74.48 |
|
1.618 |
73.44 |
|
2.618 |
71.75 |
|
4.250 |
68.99 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.33 |
77.48 |
| PP |
77.17 |
77.47 |
| S1 |
77.02 |
77.46 |
|