NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.60 |
83.94 |
0.34 |
0.4% |
80.66 |
| High |
84.15 |
85.62 |
1.47 |
1.7% |
82.35 |
| Low |
83.22 |
83.35 |
0.13 |
0.2% |
80.31 |
| Close |
84.01 |
85.34 |
1.33 |
1.6% |
81.59 |
| Range |
0.93 |
2.27 |
1.34 |
144.1% |
2.04 |
| ATR |
1.75 |
1.78 |
0.04 |
2.1% |
0.00 |
| Volume |
27,240 |
27,354 |
114 |
0.4% |
44,048 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.58 |
90.73 |
86.59 |
|
| R3 |
89.31 |
88.46 |
85.96 |
|
| R2 |
87.04 |
87.04 |
85.76 |
|
| R1 |
86.19 |
86.19 |
85.55 |
86.62 |
| PP |
84.77 |
84.77 |
84.77 |
84.98 |
| S1 |
83.92 |
83.92 |
85.13 |
84.35 |
| S2 |
82.50 |
82.50 |
84.92 |
|
| S3 |
80.23 |
81.65 |
84.72 |
|
| S4 |
77.96 |
79.38 |
84.09 |
|
|
| 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 |
85.62 |
81.10 |
4.52 |
5.3% |
1.33 |
1.6% |
94% |
True |
False |
19,306 |
| 10 |
85.62 |
75.60 |
10.02 |
11.7% |
1.55 |
1.8% |
97% |
True |
False |
16,565 |
| 20 |
85.62 |
75.00 |
10.62 |
12.4% |
1.72 |
2.0% |
97% |
True |
False |
20,700 |
| 40 |
85.62 |
75.00 |
10.62 |
12.4% |
1.92 |
2.2% |
97% |
True |
False |
19,456 |
| 60 |
85.62 |
75.00 |
10.62 |
12.4% |
1.97 |
2.3% |
97% |
True |
False |
17,977 |
| 80 |
85.62 |
69.40 |
16.22 |
19.0% |
1.96 |
2.3% |
98% |
True |
False |
16,336 |
| 100 |
85.62 |
69.40 |
16.22 |
19.0% |
1.96 |
2.3% |
98% |
True |
False |
14,985 |
| 120 |
85.62 |
69.40 |
16.22 |
19.0% |
1.92 |
2.3% |
98% |
True |
False |
13,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.27 |
|
2.618 |
91.56 |
|
1.618 |
89.29 |
|
1.000 |
87.89 |
|
0.618 |
87.02 |
|
HIGH |
85.62 |
|
0.618 |
84.75 |
|
0.500 |
84.49 |
|
0.382 |
84.22 |
|
LOW |
83.35 |
|
0.618 |
81.95 |
|
1.000 |
81.08 |
|
1.618 |
79.68 |
|
2.618 |
77.41 |
|
4.250 |
73.70 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.06 |
84.83 |
| PP |
84.77 |
84.32 |
| S1 |
84.49 |
83.82 |
|