NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.03 |
80.96 |
0.93 |
1.2% |
85.75 |
| High |
81.06 |
80.97 |
-0.09 |
-0.1% |
85.95 |
| Low |
78.79 |
79.00 |
0.21 |
0.3% |
80.03 |
| Close |
80.97 |
79.47 |
-1.50 |
-1.9% |
80.28 |
| Range |
2.27 |
1.97 |
-0.30 |
-13.2% |
5.92 |
| ATR |
1.82 |
1.83 |
0.01 |
0.6% |
0.00 |
| Volume |
29,508 |
39,388 |
9,880 |
33.5% |
149,205 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.72 |
84.57 |
80.55 |
|
| R3 |
83.75 |
82.60 |
80.01 |
|
| R2 |
81.78 |
81.78 |
79.83 |
|
| R1 |
80.63 |
80.63 |
79.65 |
80.22 |
| PP |
79.81 |
79.81 |
79.81 |
79.61 |
| S1 |
78.66 |
78.66 |
79.29 |
78.25 |
| S2 |
77.84 |
77.84 |
79.11 |
|
| S3 |
75.87 |
76.69 |
78.93 |
|
| S4 |
73.90 |
74.72 |
78.39 |
|
|
| 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 |
82.67 |
78.79 |
3.88 |
4.9% |
1.84 |
2.3% |
18% |
False |
False |
33,737 |
| 10 |
85.95 |
78.79 |
7.16 |
9.0% |
1.81 |
2.3% |
9% |
False |
False |
30,828 |
| 20 |
85.95 |
75.60 |
10.35 |
13.0% |
1.67 |
2.1% |
37% |
False |
False |
23,372 |
| 40 |
85.95 |
75.00 |
10.95 |
13.8% |
1.87 |
2.4% |
41% |
False |
False |
23,166 |
| 60 |
85.95 |
75.00 |
10.95 |
13.8% |
1.96 |
2.5% |
41% |
False |
False |
20,322 |
| 80 |
85.95 |
69.40 |
16.55 |
20.8% |
1.94 |
2.4% |
61% |
False |
False |
18,733 |
| 100 |
85.95 |
69.40 |
16.55 |
20.8% |
1.93 |
2.4% |
61% |
False |
False |
17,057 |
| 120 |
85.95 |
69.40 |
16.55 |
20.8% |
1.93 |
2.4% |
61% |
False |
False |
15,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.34 |
|
2.618 |
86.13 |
|
1.618 |
84.16 |
|
1.000 |
82.94 |
|
0.618 |
82.19 |
|
HIGH |
80.97 |
|
0.618 |
80.22 |
|
0.500 |
79.99 |
|
0.382 |
79.75 |
|
LOW |
79.00 |
|
0.618 |
77.78 |
|
1.000 |
77.03 |
|
1.618 |
75.81 |
|
2.618 |
73.84 |
|
4.250 |
70.63 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.99 |
80.12 |
| PP |
79.81 |
79.90 |
| S1 |
79.64 |
79.69 |
|