NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
81.43 |
83.20 |
1.77 |
2.2% |
77.92 |
| High |
83.52 |
83.36 |
-0.16 |
-0.2% |
80.00 |
| Low |
80.85 |
82.26 |
1.41 |
1.7% |
77.76 |
| Close |
83.18 |
82.66 |
-0.52 |
-0.6% |
79.36 |
| Range |
2.67 |
1.10 |
-1.57 |
-58.8% |
2.24 |
| ATR |
2.00 |
1.94 |
-0.06 |
-3.2% |
0.00 |
| Volume |
258,887 |
370,059 |
111,172 |
42.9% |
504,543 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.06 |
85.46 |
83.27 |
|
| R3 |
84.96 |
84.36 |
82.96 |
|
| R2 |
83.86 |
83.86 |
82.86 |
|
| R1 |
83.26 |
83.26 |
82.76 |
83.01 |
| PP |
82.76 |
82.76 |
82.76 |
82.64 |
| S1 |
82.16 |
82.16 |
82.56 |
81.91 |
| S2 |
81.66 |
81.66 |
82.46 |
|
| S3 |
80.56 |
81.06 |
82.36 |
|
| S4 |
79.46 |
79.96 |
82.06 |
|
|
| 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 |
83.52 |
79.16 |
4.36 |
5.3% |
1.56 |
1.9% |
80% |
False |
False |
233,787 |
| 10 |
83.52 |
74.25 |
9.27 |
11.2% |
1.67 |
2.0% |
91% |
False |
False |
191,981 |
| 20 |
83.52 |
70.83 |
12.69 |
15.4% |
1.88 |
2.3% |
93% |
False |
False |
203,922 |
| 40 |
83.52 |
70.83 |
12.69 |
15.4% |
2.14 |
2.6% |
93% |
False |
False |
140,363 |
| 60 |
83.52 |
70.83 |
12.69 |
15.4% |
2.21 |
2.7% |
93% |
False |
False |
101,864 |
| 80 |
83.52 |
66.82 |
16.70 |
20.2% |
2.18 |
2.6% |
95% |
False |
False |
79,260 |
| 100 |
83.52 |
66.82 |
16.70 |
20.2% |
2.10 |
2.5% |
95% |
False |
False |
64,604 |
| 120 |
83.52 |
66.82 |
16.70 |
20.2% |
2.00 |
2.4% |
95% |
False |
False |
54,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.04 |
|
2.618 |
86.24 |
|
1.618 |
85.14 |
|
1.000 |
84.46 |
|
0.618 |
84.04 |
|
HIGH |
83.36 |
|
0.618 |
82.94 |
|
0.500 |
82.81 |
|
0.382 |
82.68 |
|
LOW |
82.26 |
|
0.618 |
81.58 |
|
1.000 |
81.16 |
|
1.618 |
80.48 |
|
2.618 |
79.38 |
|
4.250 |
77.59 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.81 |
82.50 |
| PP |
82.76 |
82.34 |
| S1 |
82.71 |
82.19 |
|