NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.03 |
80.34 |
0.31 |
0.4% |
78.60 |
| High |
80.71 |
82.28 |
1.57 |
1.9% |
80.71 |
| Low |
79.87 |
80.34 |
0.47 |
0.6% |
78.43 |
| Close |
80.02 |
82.12 |
2.10 |
2.6% |
80.02 |
| Range |
0.84 |
1.94 |
1.10 |
131.0% |
2.28 |
| ATR |
1.93 |
1.95 |
0.02 |
1.2% |
0.00 |
| Volume |
61,559 |
47,513 |
-14,046 |
-22.8% |
172,057 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.40 |
86.70 |
83.19 |
|
| R3 |
85.46 |
84.76 |
82.65 |
|
| R2 |
83.52 |
83.52 |
82.48 |
|
| R1 |
82.82 |
82.82 |
82.30 |
83.17 |
| PP |
81.58 |
81.58 |
81.58 |
81.76 |
| S1 |
80.88 |
80.88 |
81.94 |
81.23 |
| S2 |
79.64 |
79.64 |
81.76 |
|
| S3 |
77.70 |
78.94 |
81.59 |
|
| S4 |
75.76 |
77.00 |
81.05 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.56 |
85.57 |
81.27 |
|
| R3 |
84.28 |
83.29 |
80.65 |
|
| R2 |
82.00 |
82.00 |
80.44 |
|
| R1 |
81.01 |
81.01 |
80.23 |
81.51 |
| PP |
79.72 |
79.72 |
79.72 |
79.97 |
| S1 |
78.73 |
78.73 |
79.81 |
79.23 |
| S2 |
77.44 |
77.44 |
79.60 |
|
| S3 |
75.16 |
76.45 |
79.39 |
|
| S4 |
72.88 |
74.17 |
78.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.28 |
78.43 |
3.85 |
4.7% |
1.34 |
1.6% |
96% |
True |
False |
43,914 |
| 10 |
82.28 |
73.52 |
8.76 |
10.7% |
1.75 |
2.1% |
98% |
True |
False |
56,941 |
| 20 |
82.28 |
72.45 |
9.83 |
12.0% |
1.93 |
2.3% |
98% |
True |
False |
68,718 |
| 40 |
82.39 |
72.45 |
9.94 |
12.1% |
2.12 |
2.6% |
97% |
False |
False |
48,683 |
| 60 |
83.60 |
71.20 |
12.40 |
15.1% |
2.14 |
2.6% |
88% |
False |
False |
37,065 |
| 80 |
83.60 |
67.46 |
16.14 |
19.7% |
2.08 |
2.5% |
91% |
False |
False |
29,704 |
| 100 |
83.60 |
67.46 |
16.14 |
19.7% |
2.04 |
2.5% |
91% |
False |
False |
24,688 |
| 120 |
83.60 |
66.51 |
17.09 |
20.8% |
1.93 |
2.3% |
91% |
False |
False |
21,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.53 |
|
2.618 |
87.36 |
|
1.618 |
85.42 |
|
1.000 |
84.22 |
|
0.618 |
83.48 |
|
HIGH |
82.28 |
|
0.618 |
81.54 |
|
0.500 |
81.31 |
|
0.382 |
81.08 |
|
LOW |
80.34 |
|
0.618 |
79.14 |
|
1.000 |
78.40 |
|
1.618 |
77.20 |
|
2.618 |
75.26 |
|
4.250 |
72.10 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.85 |
81.66 |
| PP |
81.58 |
81.20 |
| S1 |
81.31 |
80.75 |
|