NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.96 |
79.45 |
-1.51 |
-1.9% |
85.75 |
| High |
80.97 |
79.85 |
-1.12 |
-1.4% |
85.95 |
| Low |
79.00 |
77.35 |
-1.65 |
-2.1% |
80.03 |
| Close |
79.47 |
77.74 |
-1.73 |
-2.2% |
80.28 |
| Range |
1.97 |
2.50 |
0.53 |
26.9% |
5.92 |
| ATR |
1.83 |
1.88 |
0.05 |
2.6% |
0.00 |
| Volume |
39,388 |
32,221 |
-7,167 |
-18.2% |
149,205 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.81 |
84.28 |
79.12 |
|
| R3 |
83.31 |
81.78 |
78.43 |
|
| R2 |
80.81 |
80.81 |
78.20 |
|
| R1 |
79.28 |
79.28 |
77.97 |
78.80 |
| PP |
78.31 |
78.31 |
78.31 |
78.07 |
| S1 |
76.78 |
76.78 |
77.51 |
76.30 |
| S2 |
75.81 |
75.81 |
77.28 |
|
| S3 |
73.31 |
74.28 |
77.05 |
|
| S4 |
70.81 |
71.78 |
76.37 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.85 |
95.98 |
83.54 |
|
| R3 |
93.93 |
90.06 |
81.91 |
|
| R2 |
88.01 |
88.01 |
81.37 |
|
| R1 |
84.14 |
84.14 |
80.82 |
83.12 |
| PP |
82.09 |
82.09 |
82.09 |
81.57 |
| S1 |
78.22 |
78.22 |
79.74 |
77.20 |
| S2 |
76.17 |
76.17 |
79.19 |
|
| S3 |
70.25 |
72.30 |
78.65 |
|
| S4 |
64.33 |
66.38 |
77.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.51 |
77.35 |
5.16 |
6.6% |
1.92 |
2.5% |
8% |
False |
True |
34,300 |
| 10 |
85.95 |
77.35 |
8.60 |
11.1% |
1.83 |
2.4% |
5% |
False |
True |
31,315 |
| 20 |
85.95 |
75.60 |
10.35 |
13.3% |
1.69 |
2.2% |
21% |
False |
False |
23,940 |
| 40 |
85.95 |
75.00 |
10.95 |
14.1% |
1.90 |
2.4% |
25% |
False |
False |
23,598 |
| 60 |
85.95 |
75.00 |
10.95 |
14.1% |
1.98 |
2.5% |
25% |
False |
False |
20,645 |
| 80 |
85.95 |
69.58 |
16.37 |
21.1% |
1.95 |
2.5% |
50% |
False |
False |
18,926 |
| 100 |
85.95 |
69.40 |
16.55 |
21.3% |
1.94 |
2.5% |
50% |
False |
False |
17,317 |
| 120 |
85.95 |
69.40 |
16.55 |
21.3% |
1.92 |
2.5% |
50% |
False |
False |
15,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.48 |
|
2.618 |
86.40 |
|
1.618 |
83.90 |
|
1.000 |
82.35 |
|
0.618 |
81.40 |
|
HIGH |
79.85 |
|
0.618 |
78.90 |
|
0.500 |
78.60 |
|
0.382 |
78.31 |
|
LOW |
77.35 |
|
0.618 |
75.81 |
|
1.000 |
74.85 |
|
1.618 |
73.31 |
|
2.618 |
70.81 |
|
4.250 |
66.73 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.60 |
79.21 |
| PP |
78.31 |
78.72 |
| S1 |
78.03 |
78.23 |
|