NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.39 |
84.87 |
1.48 |
1.8% |
79.88 |
| High |
85.13 |
84.87 |
-0.26 |
-0.3% |
81.90 |
| Low |
82.74 |
83.89 |
1.15 |
1.4% |
79.88 |
| Close |
84.86 |
84.29 |
-0.57 |
-0.7% |
81.11 |
| Range |
2.39 |
0.98 |
-1.41 |
-59.0% |
2.02 |
| ATR |
1.70 |
1.65 |
-0.05 |
-3.0% |
0.00 |
| Volume |
15,602 |
27,784 |
12,182 |
78.1% |
28,809 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.29 |
86.77 |
84.83 |
|
| R3 |
86.31 |
85.79 |
84.56 |
|
| R2 |
85.33 |
85.33 |
84.47 |
|
| R1 |
84.81 |
84.81 |
84.38 |
84.58 |
| PP |
84.35 |
84.35 |
84.35 |
84.24 |
| S1 |
83.83 |
83.83 |
84.20 |
83.60 |
| S2 |
83.37 |
83.37 |
84.11 |
|
| S3 |
82.39 |
82.85 |
84.02 |
|
| S4 |
81.41 |
81.87 |
83.75 |
|
|
| 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 |
81.03 |
4.10 |
4.9% |
1.44 |
1.7% |
80% |
False |
False |
15,490 |
| 10 |
85.13 |
76.30 |
8.83 |
10.5% |
1.49 |
1.8% |
90% |
False |
False |
11,341 |
| 20 |
85.13 |
74.52 |
10.61 |
12.6% |
1.61 |
1.9% |
92% |
False |
False |
11,683 |
| 40 |
85.13 |
74.52 |
10.61 |
12.6% |
1.74 |
2.1% |
92% |
False |
False |
9,925 |
| 60 |
85.13 |
74.52 |
10.61 |
12.6% |
1.72 |
2.0% |
92% |
False |
False |
8,450 |
| 80 |
85.13 |
68.84 |
16.29 |
19.3% |
1.53 |
1.8% |
95% |
False |
False |
7,173 |
| 100 |
85.13 |
68.84 |
16.29 |
19.3% |
1.35 |
1.6% |
95% |
False |
False |
6,204 |
| 120 |
85.13 |
68.84 |
16.29 |
19.3% |
1.25 |
1.5% |
95% |
False |
False |
5,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.04 |
|
2.618 |
87.44 |
|
1.618 |
86.46 |
|
1.000 |
85.85 |
|
0.618 |
85.48 |
|
HIGH |
84.87 |
|
0.618 |
84.50 |
|
0.500 |
84.38 |
|
0.382 |
84.26 |
|
LOW |
83.89 |
|
0.618 |
83.28 |
|
1.000 |
82.91 |
|
1.618 |
82.30 |
|
2.618 |
81.32 |
|
4.250 |
79.73 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.38 |
84.17 |
| PP |
84.35 |
84.05 |
| S1 |
84.32 |
83.94 |
|