NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.16 |
83.39 |
0.23 |
0.3% |
79.88 |
| High |
83.71 |
85.13 |
1.42 |
1.7% |
81.90 |
| Low |
82.86 |
82.74 |
-0.12 |
-0.1% |
79.88 |
| Close |
83.52 |
84.86 |
1.34 |
1.6% |
81.11 |
| Range |
0.85 |
2.39 |
1.54 |
181.2% |
2.02 |
| ATR |
1.65 |
1.70 |
0.05 |
3.2% |
0.00 |
| Volume |
15,509 |
15,602 |
93 |
0.6% |
28,809 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.41 |
90.53 |
86.17 |
|
| R3 |
89.02 |
88.14 |
85.52 |
|
| R2 |
86.63 |
86.63 |
85.30 |
|
| R1 |
85.75 |
85.75 |
85.08 |
86.19 |
| PP |
84.24 |
84.24 |
84.24 |
84.47 |
| S1 |
83.36 |
83.36 |
84.64 |
83.80 |
| S2 |
81.85 |
81.85 |
84.42 |
|
| S3 |
79.46 |
80.97 |
84.20 |
|
| S4 |
77.07 |
78.58 |
83.55 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.02 |
86.09 |
82.22 |
|
| R3 |
85.00 |
84.07 |
81.67 |
|
| R2 |
82.98 |
82.98 |
81.48 |
|
| R1 |
82.05 |
82.05 |
81.30 |
82.52 |
| PP |
80.96 |
80.96 |
80.96 |
81.20 |
| S1 |
80.03 |
80.03 |
80.92 |
80.50 |
| S2 |
78.94 |
78.94 |
80.74 |
|
| S3 |
76.92 |
78.01 |
80.55 |
|
| S4 |
74.90 |
75.99 |
80.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.13 |
80.56 |
4.57 |
5.4% |
1.46 |
1.7% |
94% |
True |
False |
11,601 |
| 10 |
85.13 |
75.02 |
10.11 |
11.9% |
1.56 |
1.8% |
97% |
True |
False |
9,270 |
| 20 |
85.13 |
74.52 |
10.61 |
12.5% |
1.66 |
2.0% |
97% |
True |
False |
11,038 |
| 40 |
85.13 |
74.52 |
10.61 |
12.5% |
1.77 |
2.1% |
97% |
True |
False |
9,366 |
| 60 |
85.13 |
74.52 |
10.61 |
12.5% |
1.71 |
2.0% |
97% |
True |
False |
8,026 |
| 80 |
85.13 |
68.84 |
16.29 |
19.2% |
1.53 |
1.8% |
98% |
True |
False |
6,873 |
| 100 |
85.13 |
68.84 |
16.29 |
19.2% |
1.37 |
1.6% |
98% |
True |
False |
5,963 |
| 120 |
85.13 |
68.84 |
16.29 |
19.2% |
1.25 |
1.5% |
98% |
True |
False |
5,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.29 |
|
2.618 |
91.39 |
|
1.618 |
89.00 |
|
1.000 |
87.52 |
|
0.618 |
86.61 |
|
HIGH |
85.13 |
|
0.618 |
84.22 |
|
0.500 |
83.94 |
|
0.382 |
83.65 |
|
LOW |
82.74 |
|
0.618 |
81.26 |
|
1.000 |
80.35 |
|
1.618 |
78.87 |
|
2.618 |
76.48 |
|
4.250 |
72.58 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.55 |
84.28 |
| PP |
84.24 |
83.70 |
| S1 |
83.94 |
83.12 |
|