NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
81.64 |
81.11 |
-0.53 |
-0.6% |
81.11 |
| High |
82.11 |
81.95 |
-0.16 |
-0.2% |
85.13 |
| Low |
80.00 |
80.53 |
0.53 |
0.7% |
81.11 |
| Close |
81.21 |
81.11 |
-0.10 |
-0.1% |
84.47 |
| Range |
2.11 |
1.42 |
-0.69 |
-32.7% |
4.02 |
| ATR |
1.75 |
1.73 |
-0.02 |
-1.4% |
0.00 |
| Volume |
22,787 |
24,649 |
1,862 |
8.2% |
86,633 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.46 |
84.70 |
81.89 |
|
| R3 |
84.04 |
83.28 |
81.50 |
|
| R2 |
82.62 |
82.62 |
81.37 |
|
| R1 |
81.86 |
81.86 |
81.24 |
81.82 |
| PP |
81.20 |
81.20 |
81.20 |
81.18 |
| S1 |
80.44 |
80.44 |
80.98 |
80.40 |
| S2 |
79.78 |
79.78 |
80.85 |
|
| S3 |
78.36 |
79.02 |
80.72 |
|
| S4 |
76.94 |
77.60 |
80.33 |
|
|
| 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 |
80.00 |
5.43 |
6.7% |
1.83 |
2.3% |
20% |
False |
False |
21,131 |
| 10 |
85.43 |
80.00 |
5.43 |
6.7% |
1.63 |
2.0% |
20% |
False |
False |
18,311 |
| 20 |
85.43 |
75.02 |
10.41 |
12.8% |
1.65 |
2.0% |
59% |
False |
False |
13,737 |
| 40 |
85.43 |
74.52 |
10.91 |
13.5% |
1.76 |
2.2% |
60% |
False |
False |
11,862 |
| 60 |
85.43 |
74.52 |
10.91 |
13.5% |
1.77 |
2.2% |
60% |
False |
False |
9,697 |
| 80 |
85.43 |
68.84 |
16.59 |
20.5% |
1.64 |
2.0% |
74% |
False |
False |
8,345 |
| 100 |
85.43 |
68.84 |
16.59 |
20.5% |
1.41 |
1.7% |
74% |
False |
False |
7,160 |
| 120 |
85.43 |
68.84 |
16.59 |
20.5% |
1.29 |
1.6% |
74% |
False |
False |
6,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.99 |
|
2.618 |
85.67 |
|
1.618 |
84.25 |
|
1.000 |
83.37 |
|
0.618 |
82.83 |
|
HIGH |
81.95 |
|
0.618 |
81.41 |
|
0.500 |
81.24 |
|
0.382 |
81.07 |
|
LOW |
80.53 |
|
0.618 |
79.65 |
|
1.000 |
79.11 |
|
1.618 |
78.23 |
|
2.618 |
76.81 |
|
4.250 |
74.50 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.24 |
81.95 |
| PP |
81.20 |
81.67 |
| S1 |
81.15 |
81.39 |
|