NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.10 |
83.60 |
1.50 |
1.8% |
80.66 |
| High |
83.62 |
84.15 |
0.53 |
0.6% |
82.35 |
| Low |
82.01 |
83.22 |
1.21 |
1.5% |
80.31 |
| Close |
83.56 |
84.01 |
0.45 |
0.5% |
81.59 |
| Range |
1.61 |
0.93 |
-0.68 |
-42.2% |
2.04 |
| ATR |
1.81 |
1.75 |
-0.06 |
-3.5% |
0.00 |
| Volume |
13,131 |
27,240 |
14,109 |
107.4% |
44,048 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.58 |
86.23 |
84.52 |
|
| R3 |
85.65 |
85.30 |
84.27 |
|
| R2 |
84.72 |
84.72 |
84.18 |
|
| R1 |
84.37 |
84.37 |
84.10 |
84.55 |
| PP |
83.79 |
83.79 |
83.79 |
83.88 |
| S1 |
83.44 |
83.44 |
83.92 |
83.62 |
| S2 |
82.86 |
82.86 |
83.84 |
|
| S3 |
81.93 |
82.51 |
83.75 |
|
| S4 |
81.00 |
81.58 |
83.50 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.54 |
86.60 |
82.71 |
|
| R3 |
85.50 |
84.56 |
82.15 |
|
| R2 |
83.46 |
83.46 |
81.96 |
|
| R1 |
82.52 |
82.52 |
81.78 |
82.99 |
| PP |
81.42 |
81.42 |
81.42 |
81.65 |
| S1 |
80.48 |
80.48 |
81.40 |
80.95 |
| S2 |
79.38 |
79.38 |
81.22 |
|
| S3 |
77.34 |
78.44 |
81.03 |
|
| S4 |
75.30 |
76.40 |
80.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.15 |
80.75 |
3.40 |
4.0% |
1.10 |
1.3% |
96% |
True |
False |
15,551 |
| 10 |
84.15 |
75.60 |
8.55 |
10.2% |
1.53 |
1.8% |
98% |
True |
False |
15,917 |
| 20 |
84.15 |
75.00 |
9.15 |
10.9% |
1.70 |
2.0% |
98% |
True |
False |
20,490 |
| 40 |
84.15 |
75.00 |
9.15 |
10.9% |
1.95 |
2.3% |
98% |
True |
False |
19,087 |
| 60 |
84.85 |
74.30 |
10.55 |
12.6% |
1.95 |
2.3% |
92% |
False |
False |
17,717 |
| 80 |
84.85 |
69.40 |
15.45 |
18.4% |
1.97 |
2.3% |
95% |
False |
False |
16,142 |
| 100 |
84.85 |
69.40 |
15.45 |
18.4% |
1.95 |
2.3% |
95% |
False |
False |
14,789 |
| 120 |
84.85 |
68.44 |
16.41 |
19.5% |
1.92 |
2.3% |
95% |
False |
False |
13,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.10 |
|
2.618 |
86.58 |
|
1.618 |
85.65 |
|
1.000 |
85.08 |
|
0.618 |
84.72 |
|
HIGH |
84.15 |
|
0.618 |
83.79 |
|
0.500 |
83.69 |
|
0.382 |
83.58 |
|
LOW |
83.22 |
|
0.618 |
82.65 |
|
1.000 |
82.29 |
|
1.618 |
81.72 |
|
2.618 |
80.79 |
|
4.250 |
79.27 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.90 |
83.62 |
| PP |
83.79 |
83.23 |
| S1 |
83.69 |
82.84 |
|