NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
79.97 |
79.73 |
-0.24 |
-0.3% |
83.37 |
| High |
80.75 |
79.75 |
-1.00 |
-1.2% |
84.45 |
| Low |
79.32 |
78.09 |
-1.23 |
-1.6% |
78.09 |
| Close |
79.88 |
78.37 |
-1.51 |
-1.9% |
78.37 |
| Range |
1.43 |
1.66 |
0.23 |
16.1% |
6.36 |
| ATR |
1.92 |
1.91 |
-0.01 |
-0.5% |
0.00 |
| Volume |
216,845 |
197,449 |
-19,396 |
-8.9% |
829,944 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.72 |
82.70 |
79.28 |
|
| R3 |
82.06 |
81.04 |
78.83 |
|
| R2 |
80.40 |
80.40 |
78.67 |
|
| R1 |
79.38 |
79.38 |
78.52 |
79.06 |
| PP |
78.74 |
78.74 |
78.74 |
78.58 |
| S1 |
77.72 |
77.72 |
78.22 |
77.40 |
| S2 |
77.08 |
77.08 |
78.07 |
|
| S3 |
75.42 |
76.06 |
77.91 |
|
| S4 |
73.76 |
74.40 |
77.46 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.38 |
95.24 |
81.87 |
|
| R3 |
93.02 |
88.88 |
80.12 |
|
| R2 |
86.66 |
86.66 |
79.54 |
|
| R1 |
82.52 |
82.52 |
78.95 |
81.41 |
| PP |
80.30 |
80.30 |
80.30 |
79.75 |
| S1 |
76.16 |
76.16 |
77.79 |
75.05 |
| S2 |
73.94 |
73.94 |
77.20 |
|
| S3 |
67.58 |
69.80 |
76.62 |
|
| S4 |
61.22 |
63.44 |
74.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.45 |
78.09 |
6.36 |
8.1% |
1.97 |
2.5% |
4% |
False |
True |
165,988 |
| 10 |
84.45 |
78.09 |
6.36 |
8.1% |
1.81 |
2.3% |
4% |
False |
True |
132,097 |
| 20 |
84.45 |
73.52 |
10.93 |
13.9% |
1.79 |
2.3% |
44% |
False |
False |
96,621 |
| 40 |
84.45 |
72.45 |
12.00 |
15.3% |
2.03 |
2.6% |
49% |
False |
False |
76,367 |
| 60 |
84.45 |
72.45 |
12.00 |
15.3% |
2.15 |
2.7% |
49% |
False |
False |
56,687 |
| 80 |
84.45 |
67.46 |
16.99 |
21.7% |
2.10 |
2.7% |
64% |
False |
False |
44,895 |
| 100 |
84.45 |
67.46 |
16.99 |
21.7% |
2.05 |
2.6% |
64% |
False |
False |
37,071 |
| 120 |
84.45 |
67.46 |
16.99 |
21.7% |
1.97 |
2.5% |
64% |
False |
False |
31,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.81 |
|
2.618 |
84.10 |
|
1.618 |
82.44 |
|
1.000 |
81.41 |
|
0.618 |
80.78 |
|
HIGH |
79.75 |
|
0.618 |
79.12 |
|
0.500 |
78.92 |
|
0.382 |
78.72 |
|
LOW |
78.09 |
|
0.618 |
77.06 |
|
1.000 |
76.43 |
|
1.618 |
75.40 |
|
2.618 |
73.74 |
|
4.250 |
71.04 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.92 |
79.55 |
| PP |
78.74 |
79.16 |
| S1 |
78.55 |
78.76 |
|