NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
84.21 |
84.65 |
0.44 |
0.5% |
81.11 |
| High |
85.02 |
85.43 |
0.41 |
0.5% |
85.13 |
| Low |
83.61 |
83.62 |
0.01 |
0.0% |
81.11 |
| Close |
84.47 |
84.14 |
-0.33 |
-0.4% |
84.47 |
| Range |
1.41 |
1.81 |
0.40 |
28.4% |
4.02 |
| ATR |
1.63 |
1.64 |
0.01 |
0.8% |
0.00 |
| Volume |
18,842 |
24,732 |
5,890 |
31.3% |
86,633 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.83 |
88.79 |
85.14 |
|
| R3 |
88.02 |
86.98 |
84.64 |
|
| R2 |
86.21 |
86.21 |
84.47 |
|
| R1 |
85.17 |
85.17 |
84.31 |
84.79 |
| PP |
84.40 |
84.40 |
84.40 |
84.20 |
| S1 |
83.36 |
83.36 |
83.97 |
82.98 |
| S2 |
82.59 |
82.59 |
83.81 |
|
| S3 |
80.78 |
81.55 |
83.64 |
|
| S4 |
78.97 |
79.74 |
83.14 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.63 |
94.07 |
86.68 |
|
| R3 |
91.61 |
90.05 |
85.58 |
|
| R2 |
87.59 |
87.59 |
85.21 |
|
| R1 |
86.03 |
86.03 |
84.84 |
86.81 |
| PP |
83.57 |
83.57 |
83.57 |
83.96 |
| S1 |
82.01 |
82.01 |
84.10 |
82.79 |
| S2 |
79.55 |
79.55 |
83.73 |
|
| S3 |
75.53 |
77.99 |
83.36 |
|
| S4 |
71.51 |
73.97 |
82.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.43 |
82.74 |
2.69 |
3.2% |
1.49 |
1.8% |
52% |
True |
False |
20,493 |
| 10 |
85.43 |
79.88 |
5.55 |
6.6% |
1.38 |
1.6% |
77% |
True |
False |
14,017 |
| 20 |
85.43 |
74.52 |
10.91 |
13.0% |
1.52 |
1.8% |
88% |
True |
False |
12,307 |
| 40 |
85.43 |
74.52 |
10.91 |
13.0% |
1.74 |
2.1% |
88% |
True |
False |
10,736 |
| 60 |
85.43 |
74.52 |
10.91 |
13.0% |
1.75 |
2.1% |
88% |
True |
False |
8,966 |
| 80 |
85.43 |
68.84 |
16.59 |
19.7% |
1.57 |
1.9% |
92% |
True |
False |
7,653 |
| 100 |
85.43 |
68.84 |
16.59 |
19.7% |
1.35 |
1.6% |
92% |
True |
False |
6,607 |
| 120 |
85.43 |
68.84 |
16.59 |
19.7% |
1.27 |
1.5% |
92% |
True |
False |
5,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.12 |
|
2.618 |
90.17 |
|
1.618 |
88.36 |
|
1.000 |
87.24 |
|
0.618 |
86.55 |
|
HIGH |
85.43 |
|
0.618 |
84.74 |
|
0.500 |
84.53 |
|
0.382 |
84.31 |
|
LOW |
83.62 |
|
0.618 |
82.50 |
|
1.000 |
81.81 |
|
1.618 |
80.69 |
|
2.618 |
78.88 |
|
4.250 |
75.93 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.53 |
84.52 |
| PP |
84.40 |
84.39 |
| S1 |
84.27 |
84.27 |
|