NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
81.33 |
80.03 |
-1.30 |
-1.6% |
85.75 |
| High |
81.45 |
81.06 |
-0.39 |
-0.5% |
85.95 |
| Low |
80.03 |
78.79 |
-1.24 |
-1.5% |
80.03 |
| Close |
80.28 |
80.97 |
0.69 |
0.9% |
80.28 |
| Range |
1.42 |
2.27 |
0.85 |
59.9% |
5.92 |
| ATR |
1.78 |
1.82 |
0.03 |
2.0% |
0.00 |
| Volume |
31,829 |
29,508 |
-2,321 |
-7.3% |
149,205 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.08 |
86.30 |
82.22 |
|
| R3 |
84.81 |
84.03 |
81.59 |
|
| R2 |
82.54 |
82.54 |
81.39 |
|
| R1 |
81.76 |
81.76 |
81.18 |
82.15 |
| PP |
80.27 |
80.27 |
80.27 |
80.47 |
| S1 |
79.49 |
79.49 |
80.76 |
79.88 |
| S2 |
78.00 |
78.00 |
80.55 |
|
| S3 |
75.73 |
77.22 |
80.35 |
|
| S4 |
73.46 |
74.95 |
79.72 |
|
|
| 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 |
84.45 |
78.79 |
5.66 |
7.0% |
1.94 |
2.4% |
39% |
False |
True |
29,004 |
| 10 |
85.95 |
78.79 |
7.16 |
8.8% |
1.70 |
2.1% |
30% |
False |
True |
29,613 |
| 20 |
85.95 |
75.60 |
10.35 |
12.8% |
1.65 |
2.0% |
52% |
False |
False |
22,300 |
| 40 |
85.95 |
75.00 |
10.95 |
13.5% |
1.88 |
2.3% |
55% |
False |
False |
22,513 |
| 60 |
85.95 |
75.00 |
10.95 |
13.5% |
1.95 |
2.4% |
55% |
False |
False |
20,098 |
| 80 |
85.95 |
69.40 |
16.55 |
20.4% |
1.95 |
2.4% |
70% |
False |
False |
18,407 |
| 100 |
85.95 |
69.40 |
16.55 |
20.4% |
1.93 |
2.4% |
70% |
False |
False |
16,742 |
| 120 |
85.95 |
69.40 |
16.55 |
20.4% |
1.93 |
2.4% |
70% |
False |
False |
15,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.71 |
|
2.618 |
87.00 |
|
1.618 |
84.73 |
|
1.000 |
83.33 |
|
0.618 |
82.46 |
|
HIGH |
81.06 |
|
0.618 |
80.19 |
|
0.500 |
79.93 |
|
0.382 |
79.66 |
|
LOW |
78.79 |
|
0.618 |
77.39 |
|
1.000 |
76.52 |
|
1.618 |
75.12 |
|
2.618 |
72.85 |
|
4.250 |
69.14 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.62 |
80.86 |
| PP |
80.27 |
80.76 |
| S1 |
79.93 |
80.65 |
|