NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
85.75 |
84.09 |
-1.66 |
-1.9% |
82.10 |
| High |
85.95 |
84.45 |
-1.50 |
-1.7% |
85.62 |
| Low |
84.31 |
81.99 |
-2.32 |
-2.8% |
82.01 |
| Close |
84.70 |
82.84 |
-1.86 |
-2.2% |
85.01 |
| Range |
1.64 |
2.46 |
0.82 |
50.0% |
3.61 |
| ATR |
1.71 |
1.78 |
0.07 |
4.2% |
0.00 |
| Volume |
33,690 |
15,725 |
-17,965 |
-53.3% |
130,553 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.47 |
89.12 |
84.19 |
|
| R3 |
88.01 |
86.66 |
83.52 |
|
| R2 |
85.55 |
85.55 |
83.29 |
|
| R1 |
84.20 |
84.20 |
83.07 |
83.65 |
| PP |
83.09 |
83.09 |
83.09 |
82.82 |
| S1 |
81.74 |
81.74 |
82.61 |
81.19 |
| S2 |
80.63 |
80.63 |
82.39 |
|
| S3 |
78.17 |
79.28 |
82.16 |
|
| S4 |
75.71 |
76.82 |
81.49 |
|
|
| 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 |
81.99 |
3.96 |
4.8% |
1.78 |
2.1% |
21% |
False |
True |
27,919 |
| 10 |
85.95 |
80.75 |
5.20 |
6.3% |
1.44 |
1.7% |
40% |
False |
False |
21,735 |
| 20 |
85.95 |
75.00 |
10.95 |
13.2% |
1.61 |
1.9% |
72% |
False |
False |
20,017 |
| 40 |
85.95 |
75.00 |
10.95 |
13.2% |
1.87 |
2.3% |
72% |
False |
False |
20,944 |
| 60 |
85.95 |
75.00 |
10.95 |
13.2% |
1.96 |
2.4% |
72% |
False |
False |
18,998 |
| 80 |
85.95 |
69.40 |
16.55 |
20.0% |
1.96 |
2.4% |
81% |
False |
False |
17,212 |
| 100 |
85.95 |
69.40 |
16.55 |
20.0% |
1.92 |
2.3% |
81% |
False |
False |
15,796 |
| 120 |
85.95 |
69.40 |
16.55 |
20.0% |
1.92 |
2.3% |
81% |
False |
False |
14,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.91 |
|
2.618 |
90.89 |
|
1.618 |
88.43 |
|
1.000 |
86.91 |
|
0.618 |
85.97 |
|
HIGH |
84.45 |
|
0.618 |
83.51 |
|
0.500 |
83.22 |
|
0.382 |
82.93 |
|
LOW |
81.99 |
|
0.618 |
80.47 |
|
1.000 |
79.53 |
|
1.618 |
78.01 |
|
2.618 |
75.55 |
|
4.250 |
71.54 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.22 |
83.97 |
| PP |
83.09 |
83.59 |
| S1 |
82.97 |
83.22 |
|