NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.22 |
83.37 |
0.15 |
0.2% |
80.34 |
| High |
83.98 |
84.45 |
0.47 |
0.6% |
84.08 |
| Low |
82.40 |
82.44 |
0.04 |
0.0% |
80.34 |
| Close |
83.30 |
83.01 |
-0.29 |
-0.3% |
83.30 |
| Range |
1.58 |
2.01 |
0.43 |
27.2% |
3.74 |
| ATR |
1.86 |
1.87 |
0.01 |
0.6% |
0.00 |
| Volume |
112,493 |
120,793 |
8,300 |
7.4% |
491,035 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.33 |
88.18 |
84.12 |
|
| R3 |
87.32 |
86.17 |
83.56 |
|
| R2 |
85.31 |
85.31 |
83.38 |
|
| R1 |
84.16 |
84.16 |
83.19 |
83.73 |
| PP |
83.30 |
83.30 |
83.30 |
83.09 |
| S1 |
82.15 |
82.15 |
82.83 |
81.72 |
| S2 |
81.29 |
81.29 |
82.64 |
|
| S3 |
79.28 |
80.14 |
82.46 |
|
| S4 |
77.27 |
78.13 |
81.90 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.79 |
92.29 |
85.36 |
|
| R3 |
90.05 |
88.55 |
84.33 |
|
| R2 |
86.31 |
86.31 |
83.99 |
|
| R1 |
84.81 |
84.81 |
83.64 |
85.56 |
| PP |
82.57 |
82.57 |
82.57 |
82.95 |
| S1 |
81.07 |
81.07 |
82.96 |
81.82 |
| S2 |
78.83 |
78.83 |
82.61 |
|
| S3 |
75.09 |
77.33 |
82.27 |
|
| S4 |
71.35 |
73.59 |
81.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.45 |
81.50 |
2.95 |
3.6% |
1.66 |
2.0% |
51% |
True |
False |
112,863 |
| 10 |
84.45 |
78.43 |
6.02 |
7.3% |
1.50 |
1.8% |
76% |
True |
False |
78,388 |
| 20 |
84.45 |
72.45 |
12.00 |
14.5% |
1.73 |
2.1% |
88% |
True |
False |
76,509 |
| 40 |
84.45 |
72.45 |
12.00 |
14.5% |
2.06 |
2.5% |
88% |
True |
False |
60,563 |
| 60 |
84.45 |
72.45 |
12.00 |
14.5% |
2.14 |
2.6% |
88% |
True |
False |
45,670 |
| 80 |
84.45 |
67.46 |
16.99 |
20.5% |
2.05 |
2.5% |
92% |
True |
False |
36,347 |
| 100 |
84.45 |
67.46 |
16.99 |
20.5% |
2.03 |
2.5% |
92% |
True |
False |
30,161 |
| 120 |
84.45 |
67.46 |
16.99 |
20.5% |
1.95 |
2.4% |
92% |
True |
False |
25,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.99 |
|
2.618 |
89.71 |
|
1.618 |
87.70 |
|
1.000 |
86.46 |
|
0.618 |
85.69 |
|
HIGH |
84.45 |
|
0.618 |
83.68 |
|
0.500 |
83.45 |
|
0.382 |
83.21 |
|
LOW |
82.44 |
|
0.618 |
81.20 |
|
1.000 |
80.43 |
|
1.618 |
79.19 |
|
2.618 |
77.18 |
|
4.250 |
73.90 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.45 |
83.43 |
| PP |
83.30 |
83.29 |
| S1 |
83.16 |
83.15 |
|