NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.88 |
82.07 |
-0.81 |
-1.0% |
79.63 |
| High |
83.95 |
82.34 |
-1.61 |
-1.9% |
83.52 |
| Low |
81.96 |
79.91 |
-2.05 |
-2.5% |
79.63 |
| Close |
82.52 |
80.79 |
-1.73 |
-2.1% |
82.75 |
| Range |
1.99 |
2.43 |
0.44 |
22.1% |
3.89 |
| ATR |
1.93 |
1.97 |
0.05 |
2.5% |
0.00 |
| Volume |
310,377 |
296,304 |
-14,073 |
-4.5% |
1,259,492 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.30 |
86.98 |
82.13 |
|
| R3 |
85.87 |
84.55 |
81.46 |
|
| R2 |
83.44 |
83.44 |
81.24 |
|
| R1 |
82.12 |
82.12 |
81.01 |
81.57 |
| PP |
81.01 |
81.01 |
81.01 |
80.74 |
| S1 |
79.69 |
79.69 |
80.57 |
79.14 |
| S2 |
78.58 |
78.58 |
80.34 |
|
| S3 |
76.15 |
77.26 |
80.12 |
|
| S4 |
73.72 |
74.83 |
79.45 |
|
|
| 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 |
79.91 |
4.04 |
5.0% |
1.97 |
2.4% |
22% |
False |
True |
296,451 |
| 10 |
83.95 |
78.02 |
5.93 |
7.3% |
1.66 |
2.1% |
47% |
False |
False |
226,823 |
| 20 |
83.95 |
70.83 |
13.12 |
16.2% |
1.84 |
2.3% |
76% |
False |
False |
210,039 |
| 40 |
83.95 |
70.83 |
13.12 |
16.2% |
2.12 |
2.6% |
76% |
False |
False |
159,550 |
| 60 |
83.95 |
70.83 |
13.12 |
16.2% |
2.22 |
2.7% |
76% |
False |
False |
115,233 |
| 80 |
83.95 |
66.82 |
17.13 |
21.2% |
2.19 |
2.7% |
82% |
False |
False |
89,712 |
| 100 |
83.95 |
66.82 |
17.13 |
21.2% |
2.09 |
2.6% |
82% |
False |
False |
73,031 |
| 120 |
83.95 |
66.82 |
17.13 |
21.2% |
2.02 |
2.5% |
82% |
False |
False |
61,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.67 |
|
2.618 |
88.70 |
|
1.618 |
86.27 |
|
1.000 |
84.77 |
|
0.618 |
83.84 |
|
HIGH |
82.34 |
|
0.618 |
81.41 |
|
0.500 |
81.13 |
|
0.382 |
80.84 |
|
LOW |
79.91 |
|
0.618 |
78.41 |
|
1.000 |
77.48 |
|
1.618 |
75.98 |
|
2.618 |
73.55 |
|
4.250 |
69.58 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.13 |
81.93 |
| PP |
81.01 |
81.55 |
| S1 |
80.90 |
81.17 |
|