NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.70 |
75.19 |
-0.51 |
-0.7% |
78.68 |
| High |
75.73 |
75.51 |
-0.22 |
-0.3% |
79.94 |
| Low |
74.27 |
73.14 |
-1.13 |
-1.5% |
74.37 |
| Close |
75.15 |
74.15 |
-1.00 |
-1.3% |
74.92 |
| Range |
1.46 |
2.37 |
0.91 |
62.3% |
5.57 |
| ATR |
1.90 |
1.93 |
0.03 |
1.8% |
0.00 |
| Volume |
87,651 |
60,873 |
-26,778 |
-30.6% |
286,178 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.38 |
80.13 |
75.45 |
|
| R3 |
79.01 |
77.76 |
74.80 |
|
| R2 |
76.64 |
76.64 |
74.58 |
|
| R1 |
75.39 |
75.39 |
74.37 |
74.83 |
| PP |
74.27 |
74.27 |
74.27 |
73.99 |
| S1 |
73.02 |
73.02 |
73.93 |
72.46 |
| S2 |
71.90 |
71.90 |
73.72 |
|
| S3 |
69.53 |
70.65 |
73.50 |
|
| S4 |
67.16 |
68.28 |
72.85 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.12 |
89.59 |
77.98 |
|
| R3 |
87.55 |
84.02 |
76.45 |
|
| R2 |
81.98 |
81.98 |
75.94 |
|
| R1 |
78.45 |
78.45 |
75.43 |
77.43 |
| PP |
76.41 |
76.41 |
76.41 |
75.90 |
| S1 |
72.88 |
72.88 |
74.41 |
71.86 |
| S2 |
70.84 |
70.84 |
73.90 |
|
| S3 |
65.27 |
67.31 |
73.39 |
|
| S4 |
59.70 |
61.74 |
71.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.79 |
73.14 |
5.65 |
7.6% |
2.07 |
2.8% |
18% |
False |
True |
77,761 |
| 10 |
81.54 |
73.14 |
8.40 |
11.3% |
1.99 |
2.7% |
12% |
False |
True |
69,952 |
| 20 |
84.96 |
73.14 |
11.82 |
15.9% |
1.77 |
2.4% |
9% |
False |
True |
50,174 |
| 40 |
84.96 |
73.14 |
11.82 |
15.9% |
1.86 |
2.5% |
9% |
False |
True |
35,386 |
| 60 |
84.96 |
73.14 |
11.82 |
15.9% |
1.95 |
2.6% |
9% |
False |
True |
26,277 |
| 80 |
84.96 |
70.45 |
14.51 |
19.6% |
1.92 |
2.6% |
25% |
False |
False |
21,079 |
| 100 |
84.96 |
68.38 |
16.58 |
22.4% |
1.79 |
2.4% |
35% |
False |
False |
17,558 |
| 120 |
84.96 |
68.38 |
16.58 |
22.4% |
1.66 |
2.2% |
35% |
False |
False |
14,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.58 |
|
2.618 |
81.71 |
|
1.618 |
79.34 |
|
1.000 |
77.88 |
|
0.618 |
76.97 |
|
HIGH |
75.51 |
|
0.618 |
74.60 |
|
0.500 |
74.33 |
|
0.382 |
74.05 |
|
LOW |
73.14 |
|
0.618 |
71.68 |
|
1.000 |
70.77 |
|
1.618 |
69.31 |
|
2.618 |
66.94 |
|
4.250 |
63.07 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.33 |
74.48 |
| PP |
74.27 |
74.37 |
| S1 |
74.21 |
74.26 |
|