NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.75 |
79.30 |
-1.45 |
-1.8% |
84.65 |
| High |
80.85 |
80.43 |
-0.42 |
-0.5% |
85.43 |
| Low |
79.38 |
78.19 |
-1.19 |
-1.5% |
79.38 |
| Close |
79.64 |
80.40 |
0.76 |
1.0% |
79.64 |
| Range |
1.47 |
2.24 |
0.77 |
52.4% |
6.05 |
| ATR |
1.73 |
1.77 |
0.04 |
2.1% |
0.00 |
| Volume |
31,845 |
21,565 |
-10,280 |
-32.3% |
118,662 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.39 |
85.64 |
81.63 |
|
| R3 |
84.15 |
83.40 |
81.02 |
|
| R2 |
81.91 |
81.91 |
80.81 |
|
| R1 |
81.16 |
81.16 |
80.61 |
81.54 |
| PP |
79.67 |
79.67 |
79.67 |
79.86 |
| S1 |
78.92 |
78.92 |
80.19 |
79.30 |
| S2 |
77.43 |
77.43 |
79.99 |
|
| S3 |
75.19 |
76.68 |
79.78 |
|
| S4 |
72.95 |
74.44 |
79.17 |
|
|
| 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 |
83.89 |
78.19 |
5.70 |
7.1% |
1.93 |
2.4% |
39% |
False |
True |
23,099 |
| 10 |
85.43 |
78.19 |
7.24 |
9.0% |
1.71 |
2.1% |
31% |
False |
True |
21,796 |
| 20 |
85.43 |
75.02 |
10.41 |
12.9% |
1.66 |
2.1% |
52% |
False |
False |
15,178 |
| 40 |
85.43 |
74.52 |
10.91 |
13.6% |
1.78 |
2.2% |
54% |
False |
False |
13,018 |
| 60 |
85.43 |
74.52 |
10.91 |
13.6% |
1.77 |
2.2% |
54% |
False |
False |
10,443 |
| 80 |
85.43 |
68.84 |
16.59 |
20.6% |
1.66 |
2.1% |
70% |
False |
False |
8,943 |
| 100 |
85.43 |
68.84 |
16.59 |
20.6% |
1.44 |
1.8% |
70% |
False |
False |
7,659 |
| 120 |
85.43 |
68.84 |
16.59 |
20.6% |
1.32 |
1.6% |
70% |
False |
False |
6,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.95 |
|
2.618 |
86.29 |
|
1.618 |
84.05 |
|
1.000 |
82.67 |
|
0.618 |
81.81 |
|
HIGH |
80.43 |
|
0.618 |
79.57 |
|
0.500 |
79.31 |
|
0.382 |
79.05 |
|
LOW |
78.19 |
|
0.618 |
76.81 |
|
1.000 |
75.95 |
|
1.618 |
74.57 |
|
2.618 |
72.33 |
|
4.250 |
68.67 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.04 |
80.29 |
| PP |
79.67 |
80.18 |
| S1 |
79.31 |
80.07 |
|