NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.06 |
79.63 |
-0.43 |
-0.5% |
79.63 |
| High |
80.67 |
80.36 |
-0.31 |
-0.4% |
83.52 |
| Low |
78.37 |
78.92 |
0.55 |
0.7% |
79.63 |
| Close |
79.65 |
79.39 |
-0.26 |
-0.3% |
82.75 |
| Range |
2.30 |
1.44 |
-0.86 |
-37.4% |
3.89 |
| ATR |
2.01 |
1.97 |
-0.04 |
-2.0% |
0.00 |
| Volume |
333,866 |
401,627 |
67,761 |
20.3% |
1,259,492 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.88 |
83.07 |
80.18 |
|
| R3 |
82.44 |
81.63 |
79.79 |
|
| R2 |
81.00 |
81.00 |
79.65 |
|
| R1 |
80.19 |
80.19 |
79.52 |
79.88 |
| PP |
79.56 |
79.56 |
79.56 |
79.40 |
| S1 |
78.75 |
78.75 |
79.26 |
78.44 |
| S2 |
78.12 |
78.12 |
79.13 |
|
| S3 |
76.68 |
77.31 |
78.99 |
|
| S4 |
75.24 |
75.87 |
78.60 |
|
|
| 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% |
1.97 |
2.5% |
18% |
False |
False |
317,761 |
| 10 |
83.95 |
78.37 |
5.58 |
7.0% |
1.77 |
2.2% |
18% |
False |
False |
275,774 |
| 20 |
83.95 |
72.62 |
11.33 |
14.3% |
1.87 |
2.4% |
60% |
False |
False |
229,107 |
| 40 |
83.95 |
70.83 |
13.12 |
16.5% |
2.09 |
2.6% |
65% |
False |
False |
176,099 |
| 60 |
83.95 |
70.83 |
13.12 |
16.5% |
2.23 |
2.8% |
65% |
False |
False |
126,870 |
| 80 |
83.95 |
66.82 |
17.13 |
21.6% |
2.19 |
2.8% |
73% |
False |
False |
98,749 |
| 100 |
83.95 |
66.82 |
17.13 |
21.6% |
2.11 |
2.7% |
73% |
False |
False |
80,248 |
| 120 |
83.95 |
66.82 |
17.13 |
21.6% |
2.03 |
2.6% |
73% |
False |
False |
67,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.48 |
|
2.618 |
84.13 |
|
1.618 |
82.69 |
|
1.000 |
81.80 |
|
0.618 |
81.25 |
|
HIGH |
80.36 |
|
0.618 |
79.81 |
|
0.500 |
79.64 |
|
0.382 |
79.47 |
|
LOW |
78.92 |
|
0.618 |
78.03 |
|
1.000 |
77.48 |
|
1.618 |
76.59 |
|
2.618 |
75.15 |
|
4.250 |
72.80 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.64 |
80.36 |
| PP |
79.56 |
80.03 |
| S1 |
79.47 |
79.71 |
|