NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
76.07 |
75.65 |
-0.42 |
-0.6% |
79.30 |
| High |
76.19 |
76.02 |
-0.17 |
-0.2% |
80.43 |
| Low |
74.85 |
73.87 |
-0.98 |
-1.3% |
74.96 |
| Close |
75.73 |
74.75 |
-0.98 |
-1.3% |
75.46 |
| Range |
1.34 |
2.15 |
0.81 |
60.4% |
5.47 |
| ATR |
1.81 |
1.84 |
0.02 |
1.3% |
0.00 |
| Volume |
31,153 |
29,897 |
-1,256 |
-4.0% |
122,310 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.33 |
80.19 |
75.93 |
|
| R3 |
79.18 |
78.04 |
75.34 |
|
| R2 |
77.03 |
77.03 |
75.14 |
|
| R1 |
75.89 |
75.89 |
74.95 |
75.39 |
| PP |
74.88 |
74.88 |
74.88 |
74.63 |
| S1 |
73.74 |
73.74 |
74.55 |
73.24 |
| S2 |
72.73 |
72.73 |
74.36 |
|
| S3 |
70.58 |
71.59 |
74.16 |
|
| S4 |
68.43 |
69.44 |
73.57 |
|
|
| 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 |
79.25 |
73.87 |
5.38 |
7.2% |
1.96 |
2.6% |
16% |
False |
True |
33,691 |
| 10 |
82.11 |
73.87 |
8.24 |
11.0% |
1.90 |
2.5% |
11% |
False |
True |
30,439 |
| 20 |
85.43 |
73.87 |
11.56 |
15.5% |
1.70 |
2.3% |
8% |
False |
True |
22,635 |
| 40 |
85.43 |
73.87 |
11.56 |
15.5% |
1.74 |
2.3% |
8% |
False |
True |
17,057 |
| 60 |
85.43 |
73.87 |
11.56 |
15.5% |
1.81 |
2.4% |
8% |
False |
True |
13,326 |
| 80 |
85.43 |
71.93 |
13.50 |
18.1% |
1.69 |
2.3% |
21% |
False |
False |
11,186 |
| 100 |
85.43 |
68.84 |
16.59 |
22.2% |
1.53 |
2.0% |
36% |
False |
False |
9,565 |
| 120 |
85.43 |
68.84 |
16.59 |
22.2% |
1.38 |
1.8% |
36% |
False |
False |
8,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.16 |
|
2.618 |
81.65 |
|
1.618 |
79.50 |
|
1.000 |
78.17 |
|
0.618 |
77.35 |
|
HIGH |
76.02 |
|
0.618 |
75.20 |
|
0.500 |
74.95 |
|
0.382 |
74.69 |
|
LOW |
73.87 |
|
0.618 |
72.54 |
|
1.000 |
71.72 |
|
1.618 |
70.39 |
|
2.618 |
68.24 |
|
4.250 |
64.73 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.95 |
75.09 |
| PP |
74.88 |
74.98 |
| S1 |
74.82 |
74.86 |
|