NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.07 |
80.06 |
-2.01 |
-2.4% |
79.63 |
| High |
82.34 |
80.67 |
-1.67 |
-2.0% |
83.52 |
| Low |
79.91 |
78.37 |
-1.54 |
-1.9% |
79.63 |
| Close |
80.79 |
79.65 |
-1.14 |
-1.4% |
82.75 |
| Range |
2.43 |
2.30 |
-0.13 |
-5.3% |
3.89 |
| ATR |
1.97 |
2.01 |
0.03 |
1.6% |
0.00 |
| Volume |
296,304 |
333,866 |
37,562 |
12.7% |
1,259,492 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.46 |
85.36 |
80.92 |
|
| R3 |
84.16 |
83.06 |
80.28 |
|
| R2 |
81.86 |
81.86 |
80.07 |
|
| R1 |
80.76 |
80.76 |
79.86 |
80.16 |
| PP |
79.56 |
79.56 |
79.56 |
79.27 |
| S1 |
78.46 |
78.46 |
79.44 |
77.86 |
| S2 |
77.26 |
77.26 |
79.23 |
|
| S3 |
74.96 |
76.16 |
79.02 |
|
| S4 |
72.66 |
73.86 |
78.39 |
|
|
| 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 |
78.37 |
5.58 |
7.0% |
1.90 |
2.4% |
23% |
False |
True |
311,447 |
| 10 |
83.95 |
78.37 |
5.58 |
7.0% |
1.76 |
2.2% |
23% |
False |
True |
249,320 |
| 20 |
83.95 |
71.69 |
12.26 |
15.4% |
1.87 |
2.3% |
65% |
False |
False |
217,342 |
| 40 |
83.95 |
70.83 |
13.12 |
16.5% |
2.12 |
2.7% |
67% |
False |
False |
166,881 |
| 60 |
83.95 |
70.83 |
13.12 |
16.5% |
2.23 |
2.8% |
67% |
False |
False |
120,436 |
| 80 |
83.95 |
66.82 |
17.13 |
21.5% |
2.21 |
2.8% |
75% |
False |
False |
93,800 |
| 100 |
83.95 |
66.82 |
17.13 |
21.5% |
2.10 |
2.6% |
75% |
False |
False |
76,297 |
| 120 |
83.95 |
66.82 |
17.13 |
21.5% |
2.02 |
2.5% |
75% |
False |
False |
64,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.45 |
|
2.618 |
86.69 |
|
1.618 |
84.39 |
|
1.000 |
82.97 |
|
0.618 |
82.09 |
|
HIGH |
80.67 |
|
0.618 |
79.79 |
|
0.500 |
79.52 |
|
0.382 |
79.25 |
|
LOW |
78.37 |
|
0.618 |
76.95 |
|
1.000 |
76.07 |
|
1.618 |
74.65 |
|
2.618 |
72.35 |
|
4.250 |
68.60 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.61 |
81.16 |
| PP |
79.56 |
80.66 |
| S1 |
79.52 |
80.15 |
|