NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
79.30 |
80.37 |
1.07 |
1.3% |
84.65 |
| High |
80.43 |
80.37 |
-0.06 |
-0.1% |
85.43 |
| Low |
78.19 |
78.35 |
0.16 |
0.2% |
79.38 |
| Close |
80.40 |
78.85 |
-1.55 |
-1.9% |
79.64 |
| Range |
2.24 |
2.02 |
-0.22 |
-9.8% |
6.05 |
| ATR |
1.77 |
1.79 |
0.02 |
1.1% |
0.00 |
| Volume |
21,565 |
35,089 |
13,524 |
62.7% |
118,662 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.25 |
84.07 |
79.96 |
|
| R3 |
83.23 |
82.05 |
79.41 |
|
| R2 |
81.21 |
81.21 |
79.22 |
|
| R1 |
80.03 |
80.03 |
79.04 |
79.61 |
| PP |
79.19 |
79.19 |
79.19 |
78.98 |
| S1 |
78.01 |
78.01 |
78.66 |
77.59 |
| S2 |
77.17 |
77.17 |
78.48 |
|
| S3 |
75.15 |
75.99 |
78.29 |
|
| S4 |
73.13 |
73.97 |
77.74 |
|
|
| 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 |
82.11 |
78.19 |
3.92 |
5.0% |
1.85 |
2.3% |
17% |
False |
False |
27,187 |
| 10 |
85.43 |
78.19 |
7.24 |
9.2% |
1.82 |
2.3% |
9% |
False |
False |
23,754 |
| 20 |
85.43 |
75.02 |
10.41 |
13.2% |
1.67 |
2.1% |
37% |
False |
False |
16,459 |
| 40 |
85.43 |
74.52 |
10.91 |
13.8% |
1.78 |
2.3% |
40% |
False |
False |
13,787 |
| 60 |
85.43 |
74.52 |
10.91 |
13.8% |
1.79 |
2.3% |
40% |
False |
False |
10,897 |
| 80 |
85.43 |
68.84 |
16.59 |
21.0% |
1.66 |
2.1% |
60% |
False |
False |
9,329 |
| 100 |
85.43 |
68.84 |
16.59 |
21.0% |
1.46 |
1.9% |
60% |
False |
False |
7,998 |
| 120 |
85.43 |
68.84 |
16.59 |
21.0% |
1.33 |
1.7% |
60% |
False |
False |
6,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.96 |
|
2.618 |
85.66 |
|
1.618 |
83.64 |
|
1.000 |
82.39 |
|
0.618 |
81.62 |
|
HIGH |
80.37 |
|
0.618 |
79.60 |
|
0.500 |
79.36 |
|
0.382 |
79.12 |
|
LOW |
78.35 |
|
0.618 |
77.10 |
|
1.000 |
76.33 |
|
1.618 |
75.08 |
|
2.618 |
73.06 |
|
4.250 |
69.77 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.36 |
79.52 |
| PP |
79.19 |
79.30 |
| S1 |
79.02 |
79.07 |
|