NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.19 |
74.24 |
-0.95 |
-1.3% |
78.68 |
| High |
75.51 |
74.92 |
-0.59 |
-0.8% |
79.94 |
| Low |
73.14 |
73.40 |
0.26 |
0.4% |
74.37 |
| Close |
74.15 |
74.07 |
-0.08 |
-0.1% |
74.92 |
| Range |
2.37 |
1.52 |
-0.85 |
-35.9% |
5.57 |
| ATR |
1.93 |
1.90 |
-0.03 |
-1.5% |
0.00 |
| Volume |
60,873 |
101,291 |
40,418 |
66.4% |
286,178 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.69 |
77.90 |
74.91 |
|
| R3 |
77.17 |
76.38 |
74.49 |
|
| R2 |
75.65 |
75.65 |
74.35 |
|
| R1 |
74.86 |
74.86 |
74.21 |
74.50 |
| PP |
74.13 |
74.13 |
74.13 |
73.95 |
| S1 |
73.34 |
73.34 |
73.93 |
72.98 |
| S2 |
72.61 |
72.61 |
73.79 |
|
| S3 |
71.09 |
71.82 |
73.65 |
|
| S4 |
69.57 |
70.30 |
73.23 |
|
|
| 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 |
76.95 |
73.14 |
3.81 |
5.1% |
1.85 |
2.5% |
24% |
False |
False |
83,332 |
| 10 |
81.32 |
73.14 |
8.18 |
11.0% |
1.92 |
2.6% |
11% |
False |
False |
74,746 |
| 20 |
84.96 |
73.14 |
11.82 |
16.0% |
1.78 |
2.4% |
8% |
False |
False |
54,687 |
| 40 |
84.96 |
73.14 |
11.82 |
16.0% |
1.83 |
2.5% |
8% |
False |
False |
37,569 |
| 60 |
84.96 |
73.14 |
11.82 |
16.0% |
1.93 |
2.6% |
8% |
False |
False |
27,862 |
| 80 |
84.96 |
70.45 |
14.51 |
19.6% |
1.92 |
2.6% |
25% |
False |
False |
22,269 |
| 100 |
84.96 |
68.38 |
16.58 |
22.4% |
1.80 |
2.4% |
34% |
False |
False |
18,538 |
| 120 |
84.96 |
68.38 |
16.58 |
22.4% |
1.67 |
2.3% |
34% |
False |
False |
15,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.38 |
|
2.618 |
78.90 |
|
1.618 |
77.38 |
|
1.000 |
76.44 |
|
0.618 |
75.86 |
|
HIGH |
74.92 |
|
0.618 |
74.34 |
|
0.500 |
74.16 |
|
0.382 |
73.98 |
|
LOW |
73.40 |
|
0.618 |
72.46 |
|
1.000 |
71.88 |
|
1.618 |
70.94 |
|
2.618 |
69.42 |
|
4.250 |
66.94 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.16 |
74.44 |
| PP |
74.13 |
74.31 |
| S1 |
74.10 |
74.19 |
|