NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
76.77 |
75.27 |
-1.50 |
-2.0% |
79.30 |
| High |
77.55 |
76.31 |
-1.24 |
-1.6% |
80.43 |
| Low |
74.96 |
75.10 |
0.14 |
0.2% |
74.96 |
| Close |
75.46 |
76.27 |
0.81 |
1.1% |
75.46 |
| Range |
2.59 |
1.21 |
-1.38 |
-53.3% |
5.47 |
| ATR |
1.89 |
1.84 |
-0.05 |
-2.6% |
0.00 |
| Volume |
29,749 |
41,753 |
12,004 |
40.4% |
122,310 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.52 |
79.11 |
76.94 |
|
| R3 |
78.31 |
77.90 |
76.60 |
|
| R2 |
77.10 |
77.10 |
76.49 |
|
| R1 |
76.69 |
76.69 |
76.38 |
76.90 |
| PP |
75.89 |
75.89 |
75.89 |
76.00 |
| S1 |
75.48 |
75.48 |
76.16 |
75.69 |
| S2 |
74.68 |
74.68 |
76.05 |
|
| S3 |
73.47 |
74.27 |
75.94 |
|
| S4 |
72.26 |
73.06 |
75.60 |
|
|
| 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 |
80.43 |
74.96 |
5.47 |
7.2% |
2.11 |
2.8% |
24% |
False |
False |
32,812 |
| 10 |
85.43 |
74.96 |
10.47 |
13.7% |
1.98 |
2.6% |
13% |
False |
False |
28,272 |
| 20 |
85.43 |
74.96 |
10.47 |
13.7% |
1.68 |
2.2% |
13% |
False |
False |
20,446 |
| 40 |
85.43 |
74.52 |
10.91 |
14.3% |
1.81 |
2.4% |
16% |
False |
False |
16,074 |
| 60 |
85.43 |
74.52 |
10.91 |
14.3% |
1.82 |
2.4% |
16% |
False |
False |
12,464 |
| 80 |
85.43 |
69.30 |
16.13 |
21.1% |
1.70 |
2.2% |
43% |
False |
False |
10,511 |
| 100 |
85.43 |
68.84 |
16.59 |
21.8% |
1.52 |
2.0% |
45% |
False |
False |
8,993 |
| 120 |
85.43 |
68.84 |
16.59 |
21.8% |
1.36 |
1.8% |
45% |
False |
False |
7,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.45 |
|
2.618 |
79.48 |
|
1.618 |
78.27 |
|
1.000 |
77.52 |
|
0.618 |
77.06 |
|
HIGH |
76.31 |
|
0.618 |
75.85 |
|
0.500 |
75.71 |
|
0.382 |
75.56 |
|
LOW |
75.10 |
|
0.618 |
74.35 |
|
1.000 |
73.89 |
|
1.618 |
73.14 |
|
2.618 |
71.93 |
|
4.250 |
69.96 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.08 |
77.11 |
| PP |
75.89 |
76.83 |
| S1 |
75.71 |
76.55 |
|