NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
81.23 |
82.80 |
1.57 |
1.9% |
79.50 |
| High |
82.77 |
83.20 |
0.43 |
0.5% |
81.37 |
| Low |
81.05 |
82.24 |
1.19 |
1.5% |
79.22 |
| Close |
82.65 |
82.99 |
0.34 |
0.4% |
80.63 |
| Range |
1.72 |
0.96 |
-0.76 |
-44.2% |
2.15 |
| ATR |
1.82 |
1.76 |
-0.06 |
-3.4% |
0.00 |
| Volume |
17,352 |
30,877 |
13,525 |
77.9% |
53,010 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.69 |
85.30 |
83.52 |
|
| R3 |
84.73 |
84.34 |
83.25 |
|
| R2 |
83.77 |
83.77 |
83.17 |
|
| R1 |
83.38 |
83.38 |
83.08 |
83.58 |
| PP |
82.81 |
82.81 |
82.81 |
82.91 |
| S1 |
82.42 |
82.42 |
82.90 |
82.62 |
| S2 |
81.85 |
81.85 |
82.81 |
|
| S3 |
80.89 |
81.46 |
82.73 |
|
| S4 |
79.93 |
80.50 |
82.46 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
85.89 |
81.81 |
|
| R3 |
84.71 |
83.74 |
81.22 |
|
| R2 |
82.56 |
82.56 |
81.02 |
|
| R1 |
81.59 |
81.59 |
80.83 |
82.08 |
| PP |
80.41 |
80.41 |
80.41 |
80.65 |
| S1 |
79.44 |
79.44 |
80.43 |
79.93 |
| S2 |
78.26 |
78.26 |
80.24 |
|
| S3 |
76.11 |
77.29 |
80.04 |
|
| S4 |
73.96 |
75.14 |
79.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.20 |
79.60 |
3.60 |
4.3% |
1.19 |
1.4% |
94% |
True |
False |
18,432 |
| 10 |
83.20 |
74.28 |
8.92 |
10.7% |
1.59 |
1.9% |
98% |
True |
False |
18,969 |
| 20 |
83.20 |
73.72 |
9.48 |
11.4% |
1.70 |
2.1% |
98% |
True |
False |
20,980 |
| 40 |
83.20 |
73.72 |
9.48 |
11.4% |
1.95 |
2.3% |
98% |
True |
False |
15,740 |
| 60 |
84.09 |
73.58 |
10.51 |
12.7% |
1.91 |
2.3% |
90% |
False |
False |
12,554 |
| 80 |
84.09 |
68.38 |
15.71 |
18.9% |
1.82 |
2.2% |
93% |
False |
False |
10,399 |
| 100 |
84.09 |
68.38 |
15.71 |
18.9% |
1.66 |
2.0% |
93% |
False |
False |
8,796 |
| 120 |
84.09 |
68.16 |
15.93 |
19.2% |
1.53 |
1.8% |
93% |
False |
False |
7,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.28 |
|
2.618 |
85.71 |
|
1.618 |
84.75 |
|
1.000 |
84.16 |
|
0.618 |
83.79 |
|
HIGH |
83.20 |
|
0.618 |
82.83 |
|
0.500 |
82.72 |
|
0.382 |
82.61 |
|
LOW |
82.24 |
|
0.618 |
81.65 |
|
1.000 |
81.28 |
|
1.618 |
80.69 |
|
2.618 |
79.73 |
|
4.250 |
78.16 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.90 |
82.61 |
| PP |
82.81 |
82.24 |
| S1 |
82.72 |
81.86 |
|