NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.08 |
81.33 |
-0.75 |
-0.9% |
85.75 |
| High |
82.51 |
81.45 |
-1.06 |
-1.3% |
85.95 |
| Low |
81.09 |
80.03 |
-1.06 |
-1.3% |
80.03 |
| Close |
81.73 |
80.28 |
-1.45 |
-1.8% |
80.28 |
| Range |
1.42 |
1.42 |
0.00 |
0.0% |
5.92 |
| ATR |
1.79 |
1.78 |
-0.01 |
-0.3% |
0.00 |
| Volume |
38,556 |
31,829 |
-6,727 |
-17.4% |
149,205 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.85 |
83.98 |
81.06 |
|
| R3 |
83.43 |
82.56 |
80.67 |
|
| R2 |
82.01 |
82.01 |
80.54 |
|
| R1 |
81.14 |
81.14 |
80.41 |
80.87 |
| PP |
80.59 |
80.59 |
80.59 |
80.45 |
| S1 |
79.72 |
79.72 |
80.15 |
79.45 |
| S2 |
79.17 |
79.17 |
80.02 |
|
| S3 |
77.75 |
78.30 |
79.89 |
|
| S4 |
76.33 |
76.88 |
79.50 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.85 |
95.98 |
83.54 |
|
| R3 |
93.93 |
90.06 |
81.91 |
|
| R2 |
88.01 |
88.01 |
81.37 |
|
| R1 |
84.14 |
84.14 |
80.82 |
83.12 |
| PP |
82.09 |
82.09 |
82.09 |
81.57 |
| S1 |
78.22 |
78.22 |
79.74 |
77.20 |
| S2 |
76.17 |
76.17 |
79.19 |
|
| S3 |
70.25 |
72.30 |
78.65 |
|
| S4 |
64.33 |
66.38 |
77.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.95 |
80.03 |
5.92 |
7.4% |
1.81 |
2.3% |
4% |
False |
True |
29,841 |
| 10 |
85.95 |
80.03 |
5.92 |
7.4% |
1.64 |
2.0% |
4% |
False |
True |
27,975 |
| 20 |
85.95 |
75.60 |
10.35 |
12.9% |
1.65 |
2.1% |
45% |
False |
False |
22,000 |
| 40 |
85.95 |
75.00 |
10.95 |
13.6% |
1.85 |
2.3% |
48% |
False |
False |
22,098 |
| 60 |
85.95 |
75.00 |
10.95 |
13.6% |
1.97 |
2.5% |
48% |
False |
False |
19,875 |
| 80 |
85.95 |
69.40 |
16.55 |
20.6% |
1.95 |
2.4% |
66% |
False |
False |
18,176 |
| 100 |
85.95 |
69.40 |
16.55 |
20.6% |
1.93 |
2.4% |
66% |
False |
False |
16,501 |
| 120 |
85.95 |
69.40 |
16.55 |
20.6% |
1.92 |
2.4% |
66% |
False |
False |
15,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.49 |
|
2.618 |
85.17 |
|
1.618 |
83.75 |
|
1.000 |
82.87 |
|
0.618 |
82.33 |
|
HIGH |
81.45 |
|
0.618 |
80.91 |
|
0.500 |
80.74 |
|
0.382 |
80.57 |
|
LOW |
80.03 |
|
0.618 |
79.15 |
|
1.000 |
78.61 |
|
1.618 |
77.73 |
|
2.618 |
76.31 |
|
4.250 |
74.00 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.74 |
81.35 |
| PP |
80.59 |
80.99 |
| S1 |
80.43 |
80.64 |
|