NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
79.28 |
79.63 |
0.35 |
0.4% |
77.92 |
| High |
80.00 |
81.79 |
1.79 |
2.2% |
80.00 |
| Low |
79.16 |
79.63 |
0.47 |
0.6% |
77.76 |
| Close |
79.36 |
81.51 |
2.15 |
2.7% |
79.36 |
| Range |
0.84 |
2.16 |
1.32 |
157.1% |
2.24 |
| ATR |
1.99 |
2.02 |
0.03 |
1.6% |
0.00 |
| Volume |
156,075 |
120,372 |
-35,703 |
-22.9% |
504,543 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.46 |
86.64 |
82.70 |
|
| R3 |
85.30 |
84.48 |
82.10 |
|
| R2 |
83.14 |
83.14 |
81.91 |
|
| R1 |
82.32 |
82.32 |
81.71 |
82.73 |
| PP |
80.98 |
80.98 |
80.98 |
81.18 |
| S1 |
80.16 |
80.16 |
81.31 |
80.57 |
| S2 |
78.82 |
78.82 |
81.11 |
|
| S3 |
76.66 |
78.00 |
80.92 |
|
| S4 |
74.50 |
75.84 |
80.32 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.76 |
84.80 |
80.59 |
|
| R3 |
83.52 |
82.56 |
79.98 |
|
| R2 |
81.28 |
81.28 |
79.77 |
|
| R1 |
80.32 |
80.32 |
79.57 |
80.80 |
| PP |
79.04 |
79.04 |
79.04 |
79.28 |
| S1 |
78.08 |
78.08 |
79.15 |
78.56 |
| S2 |
76.80 |
76.80 |
78.95 |
|
| S3 |
74.56 |
75.84 |
78.74 |
|
| S4 |
72.32 |
73.60 |
78.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.79 |
77.76 |
4.03 |
4.9% |
1.41 |
1.7% |
93% |
True |
False |
124,983 |
| 10 |
81.79 |
72.72 |
9.07 |
11.1% |
1.82 |
2.2% |
97% |
True |
False |
170,921 |
| 20 |
81.79 |
70.83 |
10.96 |
13.4% |
1.99 |
2.4% |
97% |
True |
False |
179,834 |
| 40 |
81.79 |
70.83 |
10.96 |
13.4% |
2.20 |
2.7% |
97% |
True |
False |
120,279 |
| 60 |
83.19 |
70.74 |
12.45 |
15.3% |
2.23 |
2.7% |
87% |
False |
False |
87,774 |
| 80 |
83.19 |
66.82 |
16.37 |
20.1% |
2.18 |
2.7% |
90% |
False |
False |
68,429 |
| 100 |
83.19 |
66.82 |
16.37 |
20.1% |
2.10 |
2.6% |
90% |
False |
False |
55,821 |
| 120 |
83.19 |
65.71 |
17.48 |
21.4% |
1.98 |
2.4% |
90% |
False |
False |
47,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.97 |
|
2.618 |
87.44 |
|
1.618 |
85.28 |
|
1.000 |
83.95 |
|
0.618 |
83.12 |
|
HIGH |
81.79 |
|
0.618 |
80.96 |
|
0.500 |
80.71 |
|
0.382 |
80.46 |
|
LOW |
79.63 |
|
0.618 |
78.30 |
|
1.000 |
77.47 |
|
1.618 |
76.14 |
|
2.618 |
73.98 |
|
4.250 |
70.45 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.24 |
81.05 |
| PP |
80.98 |
80.59 |
| S1 |
80.71 |
80.13 |
|