NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
85.01 |
85.75 |
0.74 |
0.9% |
82.10 |
| High |
85.53 |
85.95 |
0.42 |
0.5% |
85.62 |
| Low |
84.10 |
84.31 |
0.21 |
0.2% |
82.01 |
| Close |
85.01 |
84.70 |
-0.31 |
-0.4% |
85.01 |
| Range |
1.43 |
1.64 |
0.21 |
14.7% |
3.61 |
| ATR |
1.71 |
1.71 |
-0.01 |
-0.3% |
0.00 |
| Volume |
22,941 |
33,690 |
10,749 |
46.9% |
130,553 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.91 |
88.94 |
85.60 |
|
| R3 |
88.27 |
87.30 |
85.15 |
|
| R2 |
86.63 |
86.63 |
85.00 |
|
| R1 |
85.66 |
85.66 |
84.85 |
85.33 |
| PP |
84.99 |
84.99 |
84.99 |
84.82 |
| S1 |
84.02 |
84.02 |
84.55 |
83.69 |
| S2 |
83.35 |
83.35 |
84.40 |
|
| S3 |
81.71 |
82.38 |
84.25 |
|
| S4 |
80.07 |
80.74 |
83.80 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.04 |
93.64 |
87.00 |
|
| R3 |
91.43 |
90.03 |
86.00 |
|
| R2 |
87.82 |
87.82 |
85.67 |
|
| R1 |
86.42 |
86.42 |
85.34 |
87.12 |
| PP |
84.21 |
84.21 |
84.21 |
84.57 |
| S1 |
82.81 |
82.81 |
84.68 |
83.51 |
| S2 |
80.60 |
80.60 |
84.35 |
|
| S3 |
76.99 |
79.20 |
84.02 |
|
| S4 |
73.38 |
75.59 |
83.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.95 |
83.22 |
2.73 |
3.2% |
1.47 |
1.7% |
54% |
True |
False |
30,222 |
| 10 |
85.95 |
80.31 |
5.64 |
6.7% |
1.32 |
1.6% |
78% |
True |
False |
20,829 |
| 20 |
85.95 |
75.00 |
10.95 |
12.9% |
1.56 |
1.8% |
89% |
True |
False |
20,812 |
| 40 |
85.95 |
75.00 |
10.95 |
12.9% |
1.88 |
2.2% |
89% |
True |
False |
20,861 |
| 60 |
85.95 |
75.00 |
10.95 |
12.9% |
1.97 |
2.3% |
89% |
True |
False |
18,988 |
| 80 |
85.95 |
69.40 |
16.55 |
19.5% |
1.95 |
2.3% |
92% |
True |
False |
17,179 |
| 100 |
85.95 |
69.40 |
16.55 |
19.5% |
1.92 |
2.3% |
92% |
True |
False |
15,725 |
| 120 |
85.95 |
69.40 |
16.55 |
19.5% |
1.91 |
2.3% |
92% |
True |
False |
14,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.92 |
|
2.618 |
90.24 |
|
1.618 |
88.60 |
|
1.000 |
87.59 |
|
0.618 |
86.96 |
|
HIGH |
85.95 |
|
0.618 |
85.32 |
|
0.500 |
85.13 |
|
0.382 |
84.94 |
|
LOW |
84.31 |
|
0.618 |
83.30 |
|
1.000 |
82.67 |
|
1.618 |
81.66 |
|
2.618 |
80.02 |
|
4.250 |
77.34 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.13 |
85.03 |
| PP |
84.99 |
84.92 |
| S1 |
84.84 |
84.81 |
|