NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
81.11 |
80.75 |
-0.36 |
-0.4% |
84.65 |
| High |
81.95 |
80.85 |
-1.10 |
-1.3% |
85.43 |
| Low |
80.53 |
79.38 |
-1.15 |
-1.4% |
79.38 |
| Close |
81.11 |
79.64 |
-1.47 |
-1.8% |
79.64 |
| Range |
1.42 |
1.47 |
0.05 |
3.5% |
6.05 |
| ATR |
1.73 |
1.73 |
0.00 |
0.0% |
0.00 |
| Volume |
24,649 |
31,845 |
7,196 |
29.2% |
118,662 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.37 |
83.47 |
80.45 |
|
| R3 |
82.90 |
82.00 |
80.04 |
|
| R2 |
81.43 |
81.43 |
79.91 |
|
| R1 |
80.53 |
80.53 |
79.77 |
80.25 |
| PP |
79.96 |
79.96 |
79.96 |
79.81 |
| S1 |
79.06 |
79.06 |
79.51 |
78.78 |
| S2 |
78.49 |
78.49 |
79.37 |
|
| S3 |
77.02 |
77.59 |
79.24 |
|
| S4 |
75.55 |
76.12 |
78.83 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.63 |
95.69 |
82.97 |
|
| R3 |
93.58 |
89.64 |
81.30 |
|
| R2 |
87.53 |
87.53 |
80.75 |
|
| R1 |
83.59 |
83.59 |
80.19 |
82.54 |
| PP |
81.48 |
81.48 |
81.48 |
80.96 |
| S1 |
77.54 |
77.54 |
79.09 |
76.49 |
| S2 |
75.43 |
75.43 |
78.53 |
|
| S3 |
69.38 |
71.49 |
77.98 |
|
| S4 |
63.33 |
65.44 |
76.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.43 |
79.38 |
6.05 |
7.6% |
1.84 |
2.3% |
4% |
False |
True |
23,732 |
| 10 |
85.43 |
79.38 |
6.05 |
7.6% |
1.69 |
2.1% |
4% |
False |
True |
20,529 |
| 20 |
85.43 |
75.02 |
10.41 |
13.1% |
1.65 |
2.1% |
44% |
False |
False |
14,665 |
| 40 |
85.43 |
74.52 |
10.91 |
13.7% |
1.76 |
2.2% |
47% |
False |
False |
12,574 |
| 60 |
85.43 |
74.52 |
10.91 |
13.7% |
1.77 |
2.2% |
47% |
False |
False |
10,191 |
| 80 |
85.43 |
68.84 |
16.59 |
20.8% |
1.66 |
2.1% |
65% |
False |
False |
8,700 |
| 100 |
85.43 |
68.84 |
16.59 |
20.8% |
1.42 |
1.8% |
65% |
False |
False |
7,464 |
| 120 |
85.43 |
68.84 |
16.59 |
20.8% |
1.30 |
1.6% |
65% |
False |
False |
6,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.10 |
|
2.618 |
84.70 |
|
1.618 |
83.23 |
|
1.000 |
82.32 |
|
0.618 |
81.76 |
|
HIGH |
80.85 |
|
0.618 |
80.29 |
|
0.500 |
80.12 |
|
0.382 |
79.94 |
|
LOW |
79.38 |
|
0.618 |
78.47 |
|
1.000 |
77.91 |
|
1.618 |
77.00 |
|
2.618 |
75.53 |
|
4.250 |
73.13 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.12 |
80.75 |
| PP |
79.96 |
80.38 |
| S1 |
79.80 |
80.01 |
|