NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
79.73 |
78.21 |
-1.52 |
-1.9% |
83.37 |
| High |
79.75 |
79.47 |
-0.28 |
-0.4% |
84.45 |
| Low |
78.09 |
77.06 |
-1.03 |
-1.3% |
78.09 |
| Close |
78.37 |
79.32 |
0.95 |
1.2% |
78.37 |
| Range |
1.66 |
2.41 |
0.75 |
45.2% |
6.36 |
| ATR |
1.91 |
1.95 |
0.04 |
1.9% |
0.00 |
| Volume |
197,449 |
190,088 |
-7,361 |
-3.7% |
829,944 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.85 |
84.99 |
80.65 |
|
| R3 |
83.44 |
82.58 |
79.98 |
|
| R2 |
81.03 |
81.03 |
79.76 |
|
| R1 |
80.17 |
80.17 |
79.54 |
80.60 |
| PP |
78.62 |
78.62 |
78.62 |
78.83 |
| S1 |
77.76 |
77.76 |
79.10 |
78.19 |
| S2 |
76.21 |
76.21 |
78.88 |
|
| S3 |
73.80 |
75.35 |
78.66 |
|
| S4 |
71.39 |
72.94 |
77.99 |
|
|
| 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 |
82.82 |
77.06 |
5.76 |
7.3% |
2.05 |
2.6% |
39% |
False |
True |
179,847 |
| 10 |
84.45 |
77.06 |
7.39 |
9.3% |
1.86 |
2.3% |
31% |
False |
True |
146,355 |
| 20 |
84.45 |
73.52 |
10.93 |
13.8% |
1.80 |
2.3% |
53% |
False |
False |
101,648 |
| 40 |
84.45 |
72.45 |
12.00 |
15.1% |
2.05 |
2.6% |
57% |
False |
False |
80,615 |
| 60 |
84.45 |
72.45 |
12.00 |
15.1% |
2.12 |
2.7% |
57% |
False |
False |
59,622 |
| 80 |
84.45 |
67.46 |
16.99 |
21.4% |
2.09 |
2.6% |
70% |
False |
False |
47,228 |
| 100 |
84.45 |
67.46 |
16.99 |
21.4% |
2.05 |
2.6% |
70% |
False |
False |
38,946 |
| 120 |
84.45 |
67.46 |
16.99 |
21.4% |
1.99 |
2.5% |
70% |
False |
False |
33,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.71 |
|
2.618 |
85.78 |
|
1.618 |
83.37 |
|
1.000 |
81.88 |
|
0.618 |
80.96 |
|
HIGH |
79.47 |
|
0.618 |
78.55 |
|
0.500 |
78.27 |
|
0.382 |
77.98 |
|
LOW |
77.06 |
|
0.618 |
75.57 |
|
1.000 |
74.65 |
|
1.618 |
73.16 |
|
2.618 |
70.75 |
|
4.250 |
66.82 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.97 |
79.18 |
| PP |
78.62 |
79.04 |
| S1 |
78.27 |
78.91 |
|