NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
79.20 |
77.85 |
-1.35 |
-1.7% |
82.88 |
| High |
79.31 |
79.15 |
-0.16 |
-0.2% |
83.95 |
| Low |
77.70 |
76.76 |
-0.94 |
-1.2% |
77.70 |
| Close |
78.00 |
79.02 |
1.02 |
1.3% |
78.00 |
| Range |
1.61 |
2.39 |
0.78 |
48.4% |
6.25 |
| ATR |
1.95 |
1.98 |
0.03 |
1.6% |
0.00 |
| Volume |
275,404 |
200,555 |
-74,849 |
-27.2% |
1,617,578 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.48 |
84.64 |
80.33 |
|
| R3 |
83.09 |
82.25 |
79.68 |
|
| R2 |
80.70 |
80.70 |
79.46 |
|
| R1 |
79.86 |
79.86 |
79.24 |
80.28 |
| PP |
78.31 |
78.31 |
78.31 |
78.52 |
| S1 |
77.47 |
77.47 |
78.80 |
77.89 |
| S2 |
75.92 |
75.92 |
78.58 |
|
| S3 |
73.53 |
75.08 |
78.36 |
|
| S4 |
71.14 |
72.69 |
77.71 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.63 |
94.57 |
81.44 |
|
| R3 |
92.38 |
88.32 |
79.72 |
|
| R2 |
86.13 |
86.13 |
79.15 |
|
| R1 |
82.07 |
82.07 |
78.57 |
80.98 |
| PP |
79.88 |
79.88 |
79.88 |
79.34 |
| S1 |
75.82 |
75.82 |
77.43 |
74.73 |
| S2 |
73.63 |
73.63 |
76.85 |
|
| S3 |
67.38 |
69.57 |
76.28 |
|
| S4 |
61.13 |
63.32 |
74.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.34 |
76.76 |
5.58 |
7.1% |
2.03 |
2.6% |
41% |
False |
True |
301,551 |
| 10 |
83.95 |
76.76 |
7.19 |
9.1% |
1.87 |
2.4% |
31% |
False |
True |
295,725 |
| 20 |
83.95 |
72.72 |
11.23 |
14.2% |
1.84 |
2.3% |
56% |
False |
False |
233,323 |
| 40 |
83.95 |
70.83 |
13.12 |
16.6% |
2.11 |
2.7% |
62% |
False |
False |
186,174 |
| 60 |
83.95 |
70.83 |
13.12 |
16.6% |
2.19 |
2.8% |
62% |
False |
False |
134,182 |
| 80 |
83.95 |
66.82 |
17.13 |
21.7% |
2.18 |
2.8% |
71% |
False |
False |
104,563 |
| 100 |
83.95 |
66.82 |
17.13 |
21.7% |
2.11 |
2.7% |
71% |
False |
False |
84,904 |
| 120 |
83.95 |
66.82 |
17.13 |
21.7% |
2.04 |
2.6% |
71% |
False |
False |
71,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.31 |
|
2.618 |
85.41 |
|
1.618 |
83.02 |
|
1.000 |
81.54 |
|
0.618 |
80.63 |
|
HIGH |
79.15 |
|
0.618 |
78.24 |
|
0.500 |
77.96 |
|
0.382 |
77.67 |
|
LOW |
76.76 |
|
0.618 |
75.28 |
|
1.000 |
74.37 |
|
1.618 |
72.89 |
|
2.618 |
70.50 |
|
4.250 |
66.60 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.67 |
78.87 |
| PP |
78.31 |
78.71 |
| S1 |
77.96 |
78.56 |
|