NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.84 |
74.24 |
-1.60 |
-2.1% |
78.21 |
| High |
76.50 |
75.42 |
-1.08 |
-1.4% |
79.47 |
| Low |
74.01 |
74.06 |
0.05 |
0.1% |
74.01 |
| Close |
74.54 |
75.26 |
0.72 |
1.0% |
74.54 |
| Range |
2.49 |
1.36 |
-1.13 |
-45.4% |
5.46 |
| ATR |
2.05 |
2.00 |
-0.05 |
-2.4% |
0.00 |
| Volume |
327,417 |
348,819 |
21,402 |
6.5% |
1,172,371 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.99 |
78.49 |
76.01 |
|
| R3 |
77.63 |
77.13 |
75.63 |
|
| R2 |
76.27 |
76.27 |
75.51 |
|
| R1 |
75.77 |
75.77 |
75.38 |
76.02 |
| PP |
74.91 |
74.91 |
74.91 |
75.04 |
| S1 |
74.41 |
74.41 |
75.14 |
74.66 |
| S2 |
73.55 |
73.55 |
75.01 |
|
| S3 |
72.19 |
73.05 |
74.89 |
|
| S4 |
70.83 |
71.69 |
74.51 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.39 |
88.92 |
77.54 |
|
| R3 |
86.93 |
83.46 |
76.04 |
|
| R2 |
81.47 |
81.47 |
75.54 |
|
| R1 |
78.00 |
78.00 |
75.04 |
77.01 |
| PP |
76.01 |
76.01 |
76.01 |
75.51 |
| S1 |
72.54 |
72.54 |
74.04 |
71.55 |
| S2 |
70.55 |
70.55 |
73.54 |
|
| S3 |
65.09 |
67.08 |
73.04 |
|
| S4 |
59.63 |
61.62 |
71.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.47 |
74.01 |
5.46 |
7.3% |
2.21 |
2.9% |
23% |
False |
False |
304,238 |
| 10 |
84.45 |
74.01 |
10.44 |
13.9% |
2.09 |
2.8% |
12% |
False |
False |
235,113 |
| 20 |
84.45 |
74.01 |
10.44 |
13.9% |
1.80 |
2.4% |
12% |
False |
False |
154,588 |
| 40 |
84.45 |
72.45 |
12.00 |
15.9% |
2.04 |
2.7% |
23% |
False |
False |
111,101 |
| 60 |
84.45 |
72.45 |
12.00 |
15.9% |
2.13 |
2.8% |
23% |
False |
False |
80,766 |
| 80 |
84.45 |
68.28 |
16.17 |
21.5% |
2.11 |
2.8% |
43% |
False |
False |
63,440 |
| 100 |
84.45 |
67.46 |
16.99 |
22.6% |
2.05 |
2.7% |
46% |
False |
False |
52,045 |
| 120 |
84.45 |
67.46 |
16.99 |
22.6% |
1.99 |
2.6% |
46% |
False |
False |
44,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.20 |
|
2.618 |
78.98 |
|
1.618 |
77.62 |
|
1.000 |
76.78 |
|
0.618 |
76.26 |
|
HIGH |
75.42 |
|
0.618 |
74.90 |
|
0.500 |
74.74 |
|
0.382 |
74.58 |
|
LOW |
74.06 |
|
0.618 |
73.22 |
|
1.000 |
72.70 |
|
1.618 |
71.86 |
|
2.618 |
70.50 |
|
4.250 |
68.28 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.09 |
76.19 |
| PP |
74.91 |
75.88 |
| S1 |
74.74 |
75.57 |
|