NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
81.02 |
80.56 |
-0.46 |
-0.6% |
81.23 |
| High |
81.54 |
81.32 |
-0.22 |
-0.3% |
84.60 |
| Low |
79.37 |
79.90 |
0.53 |
0.7% |
81.05 |
| Close |
80.60 |
80.47 |
-0.13 |
-0.2% |
83.87 |
| Range |
2.17 |
1.42 |
-0.75 |
-34.6% |
3.55 |
| ATR |
1.87 |
1.83 |
-0.03 |
-1.7% |
0.00 |
| Volume |
53,347 |
56,324 |
2,977 |
5.6% |
188,481 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.82 |
84.07 |
81.25 |
|
| R3 |
83.40 |
82.65 |
80.86 |
|
| R2 |
81.98 |
81.98 |
80.73 |
|
| R1 |
81.23 |
81.23 |
80.60 |
80.90 |
| PP |
80.56 |
80.56 |
80.56 |
80.40 |
| S1 |
79.81 |
79.81 |
80.34 |
79.48 |
| S2 |
79.14 |
79.14 |
80.21 |
|
| S3 |
77.72 |
78.39 |
80.08 |
|
| S4 |
76.30 |
76.97 |
79.69 |
|
|
| 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 |
79.37 |
5.59 |
6.9% |
1.91 |
2.4% |
20% |
False |
False |
44,828 |
| 10 |
84.96 |
79.37 |
5.59 |
6.9% |
1.67 |
2.1% |
20% |
False |
False |
38,604 |
| 20 |
84.96 |
74.28 |
10.68 |
13.3% |
1.73 |
2.1% |
58% |
False |
False |
28,920 |
| 40 |
84.96 |
73.72 |
11.24 |
14.0% |
1.88 |
2.3% |
60% |
False |
False |
22,621 |
| 60 |
84.96 |
73.72 |
11.24 |
14.0% |
1.97 |
2.4% |
60% |
False |
False |
17,190 |
| 80 |
84.96 |
68.38 |
16.58 |
20.6% |
1.89 |
2.4% |
73% |
False |
False |
14,193 |
| 100 |
84.96 |
68.38 |
16.58 |
20.6% |
1.70 |
2.1% |
73% |
False |
False |
11,837 |
| 120 |
84.96 |
68.38 |
16.58 |
20.6% |
1.60 |
2.0% |
73% |
False |
False |
10,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.36 |
|
2.618 |
85.04 |
|
1.618 |
83.62 |
|
1.000 |
82.74 |
|
0.618 |
82.20 |
|
HIGH |
81.32 |
|
0.618 |
80.78 |
|
0.500 |
80.61 |
|
0.382 |
80.44 |
|
LOW |
79.90 |
|
0.618 |
79.02 |
|
1.000 |
78.48 |
|
1.618 |
77.60 |
|
2.618 |
76.18 |
|
4.250 |
73.87 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.61 |
81.35 |
| PP |
80.56 |
81.05 |
| S1 |
80.52 |
80.76 |
|