NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.37 |
82.69 |
-0.68 |
-0.8% |
80.34 |
| High |
84.45 |
82.82 |
-1.63 |
-1.9% |
84.08 |
| Low |
82.44 |
80.29 |
-2.15 |
-2.6% |
80.34 |
| Close |
83.01 |
81.17 |
-1.84 |
-2.2% |
83.30 |
| Range |
2.01 |
2.53 |
0.52 |
25.9% |
3.74 |
| ATR |
1.87 |
1.93 |
0.06 |
3.3% |
0.00 |
| Volume |
120,793 |
130,542 |
9,749 |
8.1% |
491,035 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.02 |
87.62 |
82.56 |
|
| R3 |
86.49 |
85.09 |
81.87 |
|
| R2 |
83.96 |
83.96 |
81.63 |
|
| R1 |
82.56 |
82.56 |
81.40 |
82.00 |
| PP |
81.43 |
81.43 |
81.43 |
81.14 |
| S1 |
80.03 |
80.03 |
80.94 |
79.47 |
| S2 |
78.90 |
78.90 |
80.71 |
|
| S3 |
76.37 |
77.50 |
80.47 |
|
| S4 |
73.84 |
74.97 |
79.78 |
|
|
| 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 |
80.29 |
4.16 |
5.1% |
1.96 |
2.4% |
21% |
False |
True |
119,712 |
| 10 |
84.45 |
78.78 |
5.67 |
7.0% |
1.62 |
2.0% |
42% |
False |
False |
88,629 |
| 20 |
84.45 |
72.45 |
12.00 |
14.8% |
1.77 |
2.2% |
73% |
False |
False |
78,849 |
| 40 |
84.45 |
72.45 |
12.00 |
14.8% |
2.06 |
2.5% |
73% |
False |
False |
63,488 |
| 60 |
84.45 |
72.45 |
12.00 |
14.8% |
2.14 |
2.6% |
73% |
False |
False |
47,656 |
| 80 |
84.45 |
67.46 |
16.99 |
20.9% |
2.07 |
2.6% |
81% |
False |
False |
37,894 |
| 100 |
84.45 |
67.46 |
16.99 |
20.9% |
2.03 |
2.5% |
81% |
False |
False |
31,442 |
| 120 |
84.45 |
67.46 |
16.99 |
20.9% |
1.96 |
2.4% |
81% |
False |
False |
26,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.57 |
|
2.618 |
89.44 |
|
1.618 |
86.91 |
|
1.000 |
85.35 |
|
0.618 |
84.38 |
|
HIGH |
82.82 |
|
0.618 |
81.85 |
|
0.500 |
81.56 |
|
0.382 |
81.26 |
|
LOW |
80.29 |
|
0.618 |
78.73 |
|
1.000 |
77.76 |
|
1.618 |
76.20 |
|
2.618 |
73.67 |
|
4.250 |
69.54 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.56 |
82.37 |
| PP |
81.43 |
81.97 |
| S1 |
81.30 |
81.57 |
|