NYMEX Light Sweet Crude Oil Future March 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 |
80.46 |
79.97 |
-0.49 |
-0.6% |
80.34 |
| High |
81.01 |
80.75 |
-0.26 |
-0.3% |
84.08 |
| Low |
78.80 |
79.32 |
0.52 |
0.7% |
80.34 |
| Close |
80.04 |
79.88 |
-0.16 |
-0.2% |
83.30 |
| Range |
2.21 |
1.43 |
-0.78 |
-35.3% |
3.74 |
| ATR |
1.96 |
1.92 |
-0.04 |
-1.9% |
0.00 |
| Volume |
164,315 |
216,845 |
52,530 |
32.0% |
491,035 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.27 |
83.51 |
80.67 |
|
| R3 |
82.84 |
82.08 |
80.27 |
|
| R2 |
81.41 |
81.41 |
80.14 |
|
| R1 |
80.65 |
80.65 |
80.01 |
80.32 |
| PP |
79.98 |
79.98 |
79.98 |
79.82 |
| S1 |
79.22 |
79.22 |
79.75 |
78.89 |
| S2 |
78.55 |
78.55 |
79.62 |
|
| S3 |
77.12 |
77.79 |
79.49 |
|
| S4 |
75.69 |
76.36 |
79.09 |
|
|
| 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 |
78.80 |
5.65 |
7.1% |
1.95 |
2.4% |
19% |
False |
False |
148,997 |
| 10 |
84.45 |
78.80 |
5.65 |
7.1% |
1.73 |
2.2% |
19% |
False |
False |
118,508 |
| 20 |
84.45 |
73.52 |
10.93 |
13.7% |
1.81 |
2.3% |
58% |
False |
False |
90,546 |
| 40 |
84.45 |
72.45 |
12.00 |
15.0% |
2.03 |
2.5% |
62% |
False |
False |
71,896 |
| 60 |
84.45 |
72.45 |
12.00 |
15.0% |
2.15 |
2.7% |
62% |
False |
False |
53,536 |
| 80 |
84.45 |
67.46 |
16.99 |
21.3% |
2.09 |
2.6% |
73% |
False |
False |
42,516 |
| 100 |
84.45 |
67.46 |
16.99 |
21.3% |
2.04 |
2.6% |
73% |
False |
False |
35,152 |
| 120 |
84.45 |
67.46 |
16.99 |
21.3% |
1.97 |
2.5% |
73% |
False |
False |
29,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.83 |
|
2.618 |
84.49 |
|
1.618 |
83.06 |
|
1.000 |
82.18 |
|
0.618 |
81.63 |
|
HIGH |
80.75 |
|
0.618 |
80.20 |
|
0.500 |
80.04 |
|
0.382 |
79.87 |
|
LOW |
79.32 |
|
0.618 |
78.44 |
|
1.000 |
77.89 |
|
1.618 |
77.01 |
|
2.618 |
75.58 |
|
4.250 |
73.24 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.04 |
80.81 |
| PP |
79.98 |
80.50 |
| S1 |
79.93 |
80.19 |
|