NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
85.53 |
85.85 |
0.32 |
0.4% |
84.02 |
| High |
85.99 |
86.41 |
0.42 |
0.5% |
86.01 |
| Low |
84.58 |
84.80 |
0.22 |
0.3% |
82.90 |
| Close |
85.53 |
85.24 |
-0.29 |
-0.3% |
85.53 |
| Range |
1.41 |
1.61 |
0.20 |
14.2% |
3.11 |
| ATR |
1.52 |
1.53 |
0.01 |
0.4% |
0.00 |
| Volume |
3,191 |
6,696 |
3,505 |
109.8% |
23,255 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.31 |
89.39 |
86.13 |
|
| R3 |
88.70 |
87.78 |
85.68 |
|
| R2 |
87.09 |
87.09 |
85.54 |
|
| R1 |
86.17 |
86.17 |
85.39 |
85.83 |
| PP |
85.48 |
85.48 |
85.48 |
85.31 |
| S1 |
84.56 |
84.56 |
85.09 |
84.22 |
| S2 |
83.87 |
83.87 |
84.94 |
|
| S3 |
82.26 |
82.95 |
84.80 |
|
| S4 |
80.65 |
81.34 |
84.35 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.14 |
92.95 |
87.24 |
|
| R3 |
91.03 |
89.84 |
86.39 |
|
| R2 |
87.92 |
87.92 |
86.10 |
|
| R1 |
86.73 |
86.73 |
85.82 |
87.33 |
| PP |
84.81 |
84.81 |
84.81 |
85.11 |
| S1 |
83.62 |
83.62 |
85.24 |
84.22 |
| S2 |
81.70 |
81.70 |
84.96 |
|
| S3 |
78.59 |
80.51 |
84.67 |
|
| S4 |
75.48 |
77.40 |
83.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.41 |
83.79 |
2.62 |
3.1% |
1.32 |
1.6% |
55% |
True |
False |
5,442 |
| 10 |
86.41 |
80.67 |
5.74 |
6.7% |
1.18 |
1.4% |
80% |
True |
False |
4,018 |
| 20 |
86.41 |
75.83 |
10.58 |
12.4% |
1.36 |
1.6% |
89% |
True |
False |
3,726 |
| 40 |
86.41 |
75.83 |
10.58 |
12.4% |
1.55 |
1.8% |
89% |
True |
False |
3,516 |
| 60 |
86.41 |
75.83 |
10.58 |
12.4% |
1.63 |
1.9% |
89% |
True |
False |
3,494 |
| 80 |
86.41 |
70.06 |
16.35 |
19.2% |
1.57 |
1.8% |
93% |
True |
False |
3,264 |
| 100 |
86.41 |
70.06 |
16.35 |
19.2% |
1.56 |
1.8% |
93% |
True |
False |
3,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.25 |
|
2.618 |
90.62 |
|
1.618 |
89.01 |
|
1.000 |
88.02 |
|
0.618 |
87.40 |
|
HIGH |
86.41 |
|
0.618 |
85.79 |
|
0.500 |
85.61 |
|
0.382 |
85.42 |
|
LOW |
84.80 |
|
0.618 |
83.81 |
|
1.000 |
83.19 |
|
1.618 |
82.20 |
|
2.618 |
80.59 |
|
4.250 |
77.96 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.61 |
85.50 |
| PP |
85.48 |
85.41 |
| S1 |
85.36 |
85.33 |
|