NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
85.43 |
85.01 |
-0.42 |
-0.5% |
82.10 |
| High |
85.43 |
85.53 |
0.10 |
0.1% |
85.62 |
| Low |
84.34 |
84.10 |
-0.24 |
-0.3% |
82.01 |
| Close |
84.75 |
85.01 |
0.26 |
0.3% |
85.01 |
| Range |
1.09 |
1.43 |
0.34 |
31.2% |
3.61 |
| ATR |
1.74 |
1.71 |
-0.02 |
-1.3% |
0.00 |
| Volume |
39,887 |
22,941 |
-16,946 |
-42.5% |
130,553 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.17 |
88.52 |
85.80 |
|
| R3 |
87.74 |
87.09 |
85.40 |
|
| R2 |
86.31 |
86.31 |
85.27 |
|
| R1 |
85.66 |
85.66 |
85.14 |
85.73 |
| PP |
84.88 |
84.88 |
84.88 |
84.91 |
| S1 |
84.23 |
84.23 |
84.88 |
84.30 |
| S2 |
83.45 |
83.45 |
84.75 |
|
| S3 |
82.02 |
82.80 |
84.62 |
|
| S4 |
80.59 |
81.37 |
84.22 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.04 |
93.64 |
87.00 |
|
| R3 |
91.43 |
90.03 |
86.00 |
|
| R2 |
87.82 |
87.82 |
85.67 |
|
| R1 |
86.42 |
86.42 |
85.34 |
87.12 |
| PP |
84.21 |
84.21 |
84.21 |
84.57 |
| S1 |
82.81 |
82.81 |
84.68 |
83.51 |
| S2 |
80.60 |
80.60 |
84.35 |
|
| S3 |
76.99 |
79.20 |
84.02 |
|
| S4 |
73.38 |
75.59 |
83.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.62 |
82.01 |
3.61 |
4.2% |
1.47 |
1.7% |
83% |
False |
False |
26,110 |
| 10 |
85.62 |
78.51 |
7.11 |
8.4% |
1.35 |
1.6% |
91% |
False |
False |
19,878 |
| 20 |
85.62 |
75.00 |
10.62 |
12.5% |
1.56 |
1.8% |
94% |
False |
False |
20,685 |
| 40 |
85.62 |
75.00 |
10.62 |
12.5% |
1.87 |
2.2% |
94% |
False |
False |
20,415 |
| 60 |
85.62 |
75.00 |
10.62 |
12.5% |
1.96 |
2.3% |
94% |
False |
False |
18,649 |
| 80 |
85.62 |
69.40 |
16.22 |
19.1% |
1.95 |
2.3% |
96% |
False |
False |
16,849 |
| 100 |
85.62 |
69.40 |
16.22 |
19.1% |
1.94 |
2.3% |
96% |
False |
False |
15,449 |
| 120 |
85.62 |
69.40 |
16.22 |
19.1% |
1.92 |
2.3% |
96% |
False |
False |
14,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.61 |
|
2.618 |
89.27 |
|
1.618 |
87.84 |
|
1.000 |
86.96 |
|
0.618 |
86.41 |
|
HIGH |
85.53 |
|
0.618 |
84.98 |
|
0.500 |
84.82 |
|
0.382 |
84.65 |
|
LOW |
84.10 |
|
0.618 |
83.22 |
|
1.000 |
82.67 |
|
1.618 |
81.79 |
|
2.618 |
80.36 |
|
4.250 |
78.02 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.95 |
84.84 |
| PP |
84.88 |
84.66 |
| S1 |
84.82 |
84.49 |
|