NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
74.82 |
74.76 |
-0.06 |
-0.1% |
75.27 |
| High |
75.49 |
75.77 |
0.28 |
0.4% |
76.31 |
| Low |
73.99 |
73.47 |
-0.52 |
-0.7% |
73.47 |
| Close |
74.64 |
73.95 |
-0.69 |
-0.9% |
73.95 |
| Range |
1.50 |
2.30 |
0.80 |
53.3% |
2.84 |
| ATR |
1.81 |
1.85 |
0.03 |
1.9% |
0.00 |
| Volume |
47,562 |
26,903 |
-20,659 |
-43.4% |
177,268 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.30 |
79.92 |
75.22 |
|
| R3 |
79.00 |
77.62 |
74.58 |
|
| R2 |
76.70 |
76.70 |
74.37 |
|
| R1 |
75.32 |
75.32 |
74.16 |
74.86 |
| PP |
74.40 |
74.40 |
74.40 |
74.17 |
| S1 |
73.02 |
73.02 |
73.74 |
72.56 |
| S2 |
72.10 |
72.10 |
73.53 |
|
| S3 |
69.80 |
70.72 |
73.32 |
|
| S4 |
67.50 |
68.42 |
72.69 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.10 |
81.36 |
75.51 |
|
| R3 |
80.26 |
78.52 |
74.73 |
|
| R2 |
77.42 |
77.42 |
74.47 |
|
| R1 |
75.68 |
75.68 |
74.21 |
75.13 |
| PP |
74.58 |
74.58 |
74.58 |
74.30 |
| S1 |
72.84 |
72.84 |
73.69 |
72.29 |
| S2 |
71.74 |
71.74 |
73.43 |
|
| S3 |
68.90 |
70.00 |
73.17 |
|
| S4 |
66.06 |
67.16 |
72.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.31 |
73.47 |
2.84 |
3.8% |
1.70 |
2.3% |
17% |
False |
True |
35,453 |
| 10 |
80.85 |
73.47 |
7.38 |
10.0% |
1.93 |
2.6% |
7% |
False |
True |
33,142 |
| 20 |
85.43 |
73.47 |
11.96 |
16.2% |
1.78 |
2.4% |
4% |
False |
True |
25,726 |
| 40 |
85.43 |
73.47 |
11.96 |
16.2% |
1.75 |
2.4% |
4% |
False |
True |
18,473 |
| 60 |
85.43 |
73.47 |
11.96 |
16.2% |
1.80 |
2.4% |
4% |
False |
True |
14,405 |
| 80 |
85.43 |
71.93 |
13.50 |
18.3% |
1.72 |
2.3% |
15% |
False |
False |
11,969 |
| 100 |
85.43 |
68.84 |
16.59 |
22.4% |
1.55 |
2.1% |
31% |
False |
False |
10,261 |
| 120 |
85.43 |
68.84 |
16.59 |
22.4% |
1.40 |
1.9% |
31% |
False |
False |
8,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.55 |
|
2.618 |
81.79 |
|
1.618 |
79.49 |
|
1.000 |
78.07 |
|
0.618 |
77.19 |
|
HIGH |
75.77 |
|
0.618 |
74.89 |
|
0.500 |
74.62 |
|
0.382 |
74.35 |
|
LOW |
73.47 |
|
0.618 |
72.05 |
|
1.000 |
71.17 |
|
1.618 |
69.75 |
|
2.618 |
67.45 |
|
4.250 |
63.70 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.62 |
74.75 |
| PP |
74.40 |
74.48 |
| S1 |
74.17 |
74.22 |
|