NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
73.75 |
73.89 |
0.14 |
0.2% |
74.24 |
| High |
74.49 |
74.82 |
0.33 |
0.4% |
75.42 |
| Low |
72.93 |
72.43 |
-0.50 |
-0.7% |
72.43 |
| Close |
73.64 |
72.89 |
-0.75 |
-1.0% |
72.89 |
| Range |
1.56 |
2.39 |
0.83 |
53.2% |
2.99 |
| ATR |
1.97 |
2.00 |
0.03 |
1.5% |
0.00 |
| Volume |
356,179 |
292,911 |
-63,268 |
-17.8% |
1,534,675 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.55 |
79.11 |
74.20 |
|
| R3 |
78.16 |
76.72 |
73.55 |
|
| R2 |
75.77 |
75.77 |
73.33 |
|
| R1 |
74.33 |
74.33 |
73.11 |
73.86 |
| PP |
73.38 |
73.38 |
73.38 |
73.14 |
| S1 |
71.94 |
71.94 |
72.67 |
71.47 |
| S2 |
70.99 |
70.99 |
72.45 |
|
| S3 |
68.60 |
69.55 |
72.23 |
|
| S4 |
66.21 |
67.16 |
71.58 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.55 |
80.71 |
74.53 |
|
| R3 |
79.56 |
77.72 |
73.71 |
|
| R2 |
76.57 |
76.57 |
73.44 |
|
| R1 |
74.73 |
74.73 |
73.16 |
74.16 |
| PP |
73.58 |
73.58 |
73.58 |
73.29 |
| S1 |
71.74 |
71.74 |
72.62 |
71.17 |
| S2 |
70.59 |
70.59 |
72.34 |
|
| S3 |
67.60 |
68.75 |
72.07 |
|
| S4 |
64.61 |
65.76 |
71.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.42 |
72.43 |
2.99 |
4.1% |
1.86 |
2.6% |
15% |
False |
True |
306,935 |
| 10 |
79.75 |
72.43 |
7.32 |
10.0% |
2.07 |
2.8% |
6% |
False |
True |
290,449 |
| 20 |
84.45 |
72.43 |
12.02 |
16.5% |
1.90 |
2.6% |
4% |
False |
True |
204,479 |
| 40 |
84.45 |
72.43 |
12.02 |
16.5% |
1.94 |
2.7% |
4% |
False |
True |
136,181 |
| 60 |
84.45 |
72.43 |
12.02 |
16.5% |
2.08 |
2.9% |
4% |
False |
True |
99,514 |
| 80 |
84.45 |
70.76 |
13.69 |
18.8% |
2.09 |
2.9% |
16% |
False |
False |
77,821 |
| 100 |
84.45 |
67.46 |
16.99 |
23.3% |
2.06 |
2.8% |
32% |
False |
False |
63,696 |
| 120 |
84.45 |
67.46 |
16.99 |
23.3% |
2.02 |
2.8% |
32% |
False |
False |
53,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.98 |
|
2.618 |
81.08 |
|
1.618 |
78.69 |
|
1.000 |
77.21 |
|
0.618 |
76.30 |
|
HIGH |
74.82 |
|
0.618 |
73.91 |
|
0.500 |
73.63 |
|
0.382 |
73.34 |
|
LOW |
72.43 |
|
0.618 |
70.95 |
|
1.000 |
70.04 |
|
1.618 |
68.56 |
|
2.618 |
66.17 |
|
4.250 |
62.27 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.63 |
73.76 |
| PP |
73.38 |
73.47 |
| S1 |
73.14 |
73.18 |
|