NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
84.04 |
83.09 |
-0.95 |
-1.1% |
81.23 |
| High |
84.96 |
83.32 |
-1.64 |
-1.9% |
84.60 |
| Low |
82.99 |
80.82 |
-2.17 |
-2.6% |
81.05 |
| Close |
83.55 |
81.70 |
-1.85 |
-2.2% |
83.87 |
| Range |
1.97 |
2.50 |
0.53 |
26.9% |
3.55 |
| ATR |
1.76 |
1.83 |
0.07 |
3.9% |
0.00 |
| Volume |
41,106 |
30,455 |
-10,651 |
-25.9% |
188,481 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.45 |
88.07 |
83.08 |
|
| R3 |
86.95 |
85.57 |
82.39 |
|
| R2 |
84.45 |
84.45 |
82.16 |
|
| R1 |
83.07 |
83.07 |
81.93 |
82.51 |
| PP |
81.95 |
81.95 |
81.95 |
81.67 |
| S1 |
80.57 |
80.57 |
81.47 |
80.01 |
| S2 |
79.45 |
79.45 |
81.24 |
|
| S3 |
76.95 |
78.07 |
81.01 |
|
| S4 |
74.45 |
75.57 |
80.33 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.82 |
92.40 |
85.82 |
|
| R3 |
90.27 |
88.85 |
84.85 |
|
| R2 |
86.72 |
86.72 |
84.52 |
|
| R1 |
85.30 |
85.30 |
84.20 |
86.01 |
| PP |
83.17 |
83.17 |
83.17 |
83.53 |
| S1 |
81.75 |
81.75 |
83.54 |
82.46 |
| S2 |
79.62 |
79.62 |
83.22 |
|
| S3 |
76.07 |
78.20 |
82.89 |
|
| S4 |
72.52 |
74.65 |
81.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.96 |
80.82 |
4.14 |
5.1% |
1.92 |
2.3% |
21% |
False |
True |
42,362 |
| 10 |
84.96 |
79.60 |
5.36 |
6.6% |
1.55 |
1.9% |
39% |
False |
False |
30,397 |
| 20 |
84.96 |
73.72 |
11.24 |
13.8% |
1.68 |
2.1% |
71% |
False |
False |
25,585 |
| 40 |
84.96 |
73.72 |
11.24 |
13.8% |
1.90 |
2.3% |
71% |
False |
False |
20,226 |
| 60 |
84.96 |
73.72 |
11.24 |
13.8% |
1.96 |
2.4% |
71% |
False |
False |
15,597 |
| 80 |
84.96 |
68.38 |
16.58 |
20.3% |
1.86 |
2.3% |
80% |
False |
False |
12,879 |
| 100 |
84.96 |
68.38 |
16.58 |
20.3% |
1.68 |
2.1% |
80% |
False |
False |
10,801 |
| 120 |
84.96 |
68.38 |
16.58 |
20.3% |
1.59 |
1.9% |
80% |
False |
False |
9,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.95 |
|
2.618 |
89.87 |
|
1.618 |
87.37 |
|
1.000 |
85.82 |
|
0.618 |
84.87 |
|
HIGH |
83.32 |
|
0.618 |
82.37 |
|
0.500 |
82.07 |
|
0.382 |
81.78 |
|
LOW |
80.82 |
|
0.618 |
79.28 |
|
1.000 |
78.32 |
|
1.618 |
76.78 |
|
2.618 |
74.28 |
|
4.250 |
70.20 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.07 |
82.89 |
| PP |
81.95 |
82.49 |
| S1 |
81.82 |
82.10 |
|