NYMEX Light Sweet Crude Oil Future February 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 |
82.65 |
82.88 |
0.23 |
0.3% |
79.63 |
| High |
83.47 |
83.95 |
0.48 |
0.6% |
83.52 |
| Low |
81.80 |
81.96 |
0.16 |
0.2% |
79.63 |
| Close |
82.75 |
82.52 |
-0.23 |
-0.3% |
82.75 |
| Range |
1.67 |
1.99 |
0.32 |
19.2% |
3.89 |
| ATR |
1.92 |
1.93 |
0.00 |
0.3% |
0.00 |
| Volume |
246,632 |
310,377 |
63,745 |
25.8% |
1,259,492 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.78 |
87.64 |
83.61 |
|
| R3 |
86.79 |
85.65 |
83.07 |
|
| R2 |
84.80 |
84.80 |
82.88 |
|
| R1 |
83.66 |
83.66 |
82.70 |
83.24 |
| PP |
82.81 |
82.81 |
82.81 |
82.60 |
| S1 |
81.67 |
81.67 |
82.34 |
81.25 |
| S2 |
80.82 |
80.82 |
82.16 |
|
| S3 |
78.83 |
79.68 |
81.97 |
|
| S4 |
76.84 |
77.69 |
81.43 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.64 |
92.08 |
84.89 |
|
| R3 |
89.75 |
88.19 |
83.82 |
|
| R2 |
85.86 |
85.86 |
83.46 |
|
| R1 |
84.30 |
84.30 |
83.11 |
85.08 |
| PP |
81.97 |
81.97 |
81.97 |
82.36 |
| S1 |
80.41 |
80.41 |
82.39 |
81.19 |
| S2 |
78.08 |
78.08 |
82.04 |
|
| S3 |
74.19 |
76.52 |
81.68 |
|
| S4 |
70.30 |
72.63 |
80.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.95 |
80.85 |
3.10 |
3.8% |
1.70 |
2.1% |
54% |
True |
False |
289,899 |
| 10 |
83.95 |
77.76 |
6.19 |
7.5% |
1.56 |
1.9% |
77% |
True |
False |
207,441 |
| 20 |
83.95 |
70.83 |
13.12 |
15.9% |
1.80 |
2.2% |
89% |
True |
False |
206,565 |
| 40 |
83.95 |
70.83 |
13.12 |
15.9% |
2.13 |
2.6% |
89% |
True |
False |
152,861 |
| 60 |
83.95 |
70.83 |
13.12 |
15.9% |
2.23 |
2.7% |
89% |
True |
False |
110,569 |
| 80 |
83.95 |
66.82 |
17.13 |
20.8% |
2.17 |
2.6% |
92% |
True |
False |
86,102 |
| 100 |
83.95 |
66.82 |
17.13 |
20.8% |
2.09 |
2.5% |
92% |
True |
False |
70,104 |
| 120 |
83.95 |
66.82 |
17.13 |
20.8% |
2.01 |
2.4% |
92% |
True |
False |
59,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.41 |
|
2.618 |
89.16 |
|
1.618 |
87.17 |
|
1.000 |
85.94 |
|
0.618 |
85.18 |
|
HIGH |
83.95 |
|
0.618 |
83.19 |
|
0.500 |
82.96 |
|
0.382 |
82.72 |
|
LOW |
81.96 |
|
0.618 |
80.73 |
|
1.000 |
79.97 |
|
1.618 |
78.74 |
|
2.618 |
76.75 |
|
4.250 |
73.50 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.96 |
82.88 |
| PP |
82.81 |
82.76 |
| S1 |
82.67 |
82.64 |
|