NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
84.09 |
82.19 |
-1.90 |
-2.3% |
82.10 |
| High |
84.45 |
82.67 |
-1.78 |
-2.1% |
85.62 |
| Low |
81.99 |
80.56 |
-1.43 |
-1.7% |
82.01 |
| Close |
82.84 |
81.80 |
-1.04 |
-1.3% |
85.01 |
| Range |
2.46 |
2.11 |
-0.35 |
-14.2% |
3.61 |
| ATR |
1.78 |
1.82 |
0.04 |
2.0% |
0.00 |
| Volume |
15,725 |
29,405 |
13,680 |
87.0% |
130,553 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.01 |
87.01 |
82.96 |
|
| R3 |
85.90 |
84.90 |
82.38 |
|
| R2 |
83.79 |
83.79 |
82.19 |
|
| R1 |
82.79 |
82.79 |
81.99 |
82.24 |
| PP |
81.68 |
81.68 |
81.68 |
81.40 |
| S1 |
80.68 |
80.68 |
81.61 |
80.13 |
| S2 |
79.57 |
79.57 |
81.41 |
|
| S3 |
77.46 |
78.57 |
81.22 |
|
| S4 |
75.35 |
76.46 |
80.64 |
|
|
| 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 |
80.56 |
5.39 |
6.6% |
1.75 |
2.1% |
23% |
False |
True |
28,329 |
| 10 |
85.95 |
80.56 |
5.39 |
6.6% |
1.54 |
1.9% |
23% |
False |
True |
23,817 |
| 20 |
85.95 |
75.60 |
10.35 |
12.7% |
1.64 |
2.0% |
60% |
False |
False |
20,516 |
| 40 |
85.95 |
75.00 |
10.95 |
13.4% |
1.88 |
2.3% |
62% |
False |
False |
21,051 |
| 60 |
85.95 |
75.00 |
10.95 |
13.4% |
1.97 |
2.4% |
62% |
False |
False |
19,126 |
| 80 |
85.95 |
69.40 |
16.55 |
20.2% |
1.98 |
2.4% |
75% |
False |
False |
17,495 |
| 100 |
85.95 |
69.40 |
16.55 |
20.2% |
1.93 |
2.4% |
75% |
False |
False |
15,957 |
| 120 |
85.95 |
69.40 |
16.55 |
20.2% |
1.92 |
2.3% |
75% |
False |
False |
14,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.64 |
|
2.618 |
88.19 |
|
1.618 |
86.08 |
|
1.000 |
84.78 |
|
0.618 |
83.97 |
|
HIGH |
82.67 |
|
0.618 |
81.86 |
|
0.500 |
81.62 |
|
0.382 |
81.37 |
|
LOW |
80.56 |
|
0.618 |
79.26 |
|
1.000 |
78.45 |
|
1.618 |
77.15 |
|
2.618 |
75.04 |
|
4.250 |
71.59 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.74 |
83.26 |
| PP |
81.68 |
82.77 |
| S1 |
81.62 |
82.29 |
|