NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
78.85 |
76.77 |
-2.08 |
-2.6% |
79.30 |
| High |
79.25 |
77.55 |
-1.70 |
-2.1% |
80.43 |
| Low |
76.76 |
74.96 |
-1.80 |
-2.3% |
74.96 |
| Close |
77.13 |
75.46 |
-1.67 |
-2.2% |
75.46 |
| Range |
2.49 |
2.59 |
0.10 |
4.0% |
5.47 |
| ATR |
1.84 |
1.89 |
0.05 |
2.9% |
0.00 |
| Volume |
35,907 |
29,749 |
-6,158 |
-17.1% |
122,310 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.76 |
82.20 |
76.88 |
|
| R3 |
81.17 |
79.61 |
76.17 |
|
| R2 |
78.58 |
78.58 |
75.93 |
|
| R1 |
77.02 |
77.02 |
75.70 |
76.51 |
| PP |
75.99 |
75.99 |
75.99 |
75.73 |
| S1 |
74.43 |
74.43 |
75.22 |
73.92 |
| S2 |
73.40 |
73.40 |
74.99 |
|
| S3 |
70.81 |
71.84 |
74.75 |
|
| S4 |
68.22 |
69.25 |
74.04 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.36 |
89.88 |
78.47 |
|
| R3 |
87.89 |
84.41 |
76.96 |
|
| R2 |
82.42 |
82.42 |
76.46 |
|
| R1 |
78.94 |
78.94 |
75.96 |
77.95 |
| PP |
76.95 |
76.95 |
76.95 |
76.45 |
| S1 |
73.47 |
73.47 |
74.96 |
72.48 |
| S2 |
71.48 |
71.48 |
74.46 |
|
| S3 |
66.01 |
68.00 |
73.96 |
|
| S4 |
60.54 |
62.53 |
72.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.85 |
74.96 |
5.89 |
7.8% |
2.16 |
2.9% |
8% |
False |
True |
30,831 |
| 10 |
85.43 |
74.96 |
10.47 |
13.9% |
2.00 |
2.6% |
5% |
False |
True |
25,981 |
| 20 |
85.43 |
74.96 |
10.47 |
13.9% |
1.74 |
2.3% |
5% |
False |
True |
18,661 |
| 40 |
85.43 |
74.52 |
10.91 |
14.5% |
1.82 |
2.4% |
9% |
False |
False |
15,189 |
| 60 |
85.43 |
74.52 |
10.91 |
14.5% |
1.83 |
2.4% |
9% |
False |
False |
11,862 |
| 80 |
85.43 |
69.30 |
16.13 |
21.4% |
1.69 |
2.2% |
38% |
False |
False |
10,015 |
| 100 |
85.43 |
68.84 |
16.59 |
22.0% |
1.51 |
2.0% |
40% |
False |
False |
8,605 |
| 120 |
85.43 |
68.84 |
16.59 |
22.0% |
1.36 |
1.8% |
40% |
False |
False |
7,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.56 |
|
2.618 |
84.33 |
|
1.618 |
81.74 |
|
1.000 |
80.14 |
|
0.618 |
79.15 |
|
HIGH |
77.55 |
|
0.618 |
76.56 |
|
0.500 |
76.26 |
|
0.382 |
75.95 |
|
LOW |
74.96 |
|
0.618 |
73.36 |
|
1.000 |
72.37 |
|
1.618 |
70.77 |
|
2.618 |
68.18 |
|
4.250 |
63.95 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.26 |
77.67 |
| PP |
75.99 |
76.93 |
| S1 |
75.73 |
76.20 |
|