NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.19 |
82.08 |
-0.11 |
-0.1% |
82.10 |
| High |
82.67 |
82.51 |
-0.16 |
-0.2% |
85.62 |
| Low |
80.56 |
81.09 |
0.53 |
0.7% |
82.01 |
| Close |
81.80 |
81.73 |
-0.07 |
-0.1% |
85.01 |
| Range |
2.11 |
1.42 |
-0.69 |
-32.7% |
3.61 |
| ATR |
1.82 |
1.79 |
-0.03 |
-1.6% |
0.00 |
| Volume |
29,405 |
38,556 |
9,151 |
31.1% |
130,553 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.04 |
85.30 |
82.51 |
|
| R3 |
84.62 |
83.88 |
82.12 |
|
| R2 |
83.20 |
83.20 |
81.99 |
|
| R1 |
82.46 |
82.46 |
81.86 |
82.12 |
| PP |
81.78 |
81.78 |
81.78 |
81.61 |
| S1 |
81.04 |
81.04 |
81.60 |
80.70 |
| S2 |
80.36 |
80.36 |
81.47 |
|
| S3 |
78.94 |
79.62 |
81.34 |
|
| S4 |
77.52 |
78.20 |
80.95 |
|
|
| 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% |
1.81 |
2.2% |
22% |
False |
False |
28,063 |
| 10 |
85.95 |
80.56 |
5.39 |
6.6% |
1.58 |
1.9% |
22% |
False |
False |
26,278 |
| 20 |
85.95 |
75.60 |
10.35 |
12.7% |
1.66 |
2.0% |
59% |
False |
False |
21,750 |
| 40 |
85.95 |
75.00 |
10.95 |
13.4% |
1.86 |
2.3% |
61% |
False |
False |
21,642 |
| 60 |
85.95 |
75.00 |
10.95 |
13.4% |
1.97 |
2.4% |
61% |
False |
False |
19,495 |
| 80 |
85.95 |
69.40 |
16.55 |
20.2% |
1.96 |
2.4% |
75% |
False |
False |
17,898 |
| 100 |
85.95 |
69.40 |
16.55 |
20.2% |
1.93 |
2.4% |
75% |
False |
False |
16,250 |
| 120 |
85.95 |
69.40 |
16.55 |
20.2% |
1.92 |
2.4% |
75% |
False |
False |
15,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.55 |
|
2.618 |
86.23 |
|
1.618 |
84.81 |
|
1.000 |
83.93 |
|
0.618 |
83.39 |
|
HIGH |
82.51 |
|
0.618 |
81.97 |
|
0.500 |
81.80 |
|
0.382 |
81.63 |
|
LOW |
81.09 |
|
0.618 |
80.21 |
|
1.000 |
79.67 |
|
1.618 |
78.79 |
|
2.618 |
77.37 |
|
4.250 |
75.06 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.80 |
82.51 |
| PP |
81.78 |
82.25 |
| S1 |
81.75 |
81.99 |
|