NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
78.21 |
79.17 |
0.96 |
1.2% |
83.37 |
| High |
79.47 |
79.36 |
-0.11 |
-0.1% |
84.45 |
| Low |
77.06 |
77.27 |
0.21 |
0.3% |
78.09 |
| Close |
79.32 |
77.74 |
-1.58 |
-2.0% |
78.37 |
| Range |
2.41 |
2.09 |
-0.32 |
-13.3% |
6.36 |
| ATR |
1.95 |
1.96 |
0.01 |
0.5% |
0.00 |
| Volume |
190,088 |
351,108 |
161,020 |
84.7% |
829,944 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.39 |
83.16 |
78.89 |
|
| R3 |
82.30 |
81.07 |
78.31 |
|
| R2 |
80.21 |
80.21 |
78.12 |
|
| R1 |
78.98 |
78.98 |
77.93 |
78.55 |
| PP |
78.12 |
78.12 |
78.12 |
77.91 |
| S1 |
76.89 |
76.89 |
77.55 |
76.46 |
| S2 |
76.03 |
76.03 |
77.36 |
|
| S3 |
73.94 |
74.80 |
77.17 |
|
| S4 |
71.85 |
72.71 |
76.59 |
|
|
| 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 |
81.01 |
77.06 |
3.95 |
5.1% |
1.96 |
2.5% |
17% |
False |
False |
223,961 |
| 10 |
84.45 |
77.06 |
7.39 |
9.5% |
1.96 |
2.5% |
9% |
False |
False |
171,836 |
| 20 |
84.45 |
73.52 |
10.93 |
14.1% |
1.81 |
2.3% |
39% |
False |
False |
115,207 |
| 40 |
84.45 |
72.45 |
12.00 |
15.4% |
2.04 |
2.6% |
44% |
False |
False |
88,754 |
| 60 |
84.45 |
72.45 |
12.00 |
15.4% |
2.13 |
2.7% |
44% |
False |
False |
65,156 |
| 80 |
84.45 |
67.46 |
16.99 |
21.9% |
2.08 |
2.7% |
61% |
False |
False |
51,529 |
| 100 |
84.45 |
67.46 |
16.99 |
21.9% |
2.06 |
2.6% |
61% |
False |
False |
42,421 |
| 120 |
84.45 |
67.46 |
16.99 |
21.9% |
1.99 |
2.6% |
61% |
False |
False |
35,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.24 |
|
2.618 |
84.83 |
|
1.618 |
82.74 |
|
1.000 |
81.45 |
|
0.618 |
80.65 |
|
HIGH |
79.36 |
|
0.618 |
78.56 |
|
0.500 |
78.32 |
|
0.382 |
78.07 |
|
LOW |
77.27 |
|
0.618 |
75.98 |
|
1.000 |
75.18 |
|
1.618 |
73.89 |
|
2.618 |
71.80 |
|
4.250 |
68.39 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.32 |
78.41 |
| PP |
78.12 |
78.18 |
| S1 |
77.93 |
77.96 |
|