NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
77.37 |
75.75 |
-1.62 |
-2.1% |
80.03 |
| High |
78.12 |
76.92 |
-1.20 |
-1.5% |
81.06 |
| Low |
75.49 |
75.71 |
0.22 |
0.3% |
75.49 |
| Close |
76.05 |
76.84 |
0.79 |
1.0% |
76.05 |
| Range |
2.63 |
1.21 |
-1.42 |
-54.0% |
5.57 |
| ATR |
1.93 |
1.88 |
-0.05 |
-2.7% |
0.00 |
| Volume |
28,295 |
39,302 |
11,007 |
38.9% |
129,412 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.12 |
79.69 |
77.51 |
|
| R3 |
78.91 |
78.48 |
77.17 |
|
| R2 |
77.70 |
77.70 |
77.06 |
|
| R1 |
77.27 |
77.27 |
76.95 |
77.49 |
| PP |
76.49 |
76.49 |
76.49 |
76.60 |
| S1 |
76.06 |
76.06 |
76.73 |
76.28 |
| S2 |
75.28 |
75.28 |
76.62 |
|
| S3 |
74.07 |
74.85 |
76.51 |
|
| S4 |
72.86 |
73.64 |
76.17 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.24 |
90.72 |
79.11 |
|
| R3 |
88.67 |
85.15 |
77.58 |
|
| R2 |
83.10 |
83.10 |
77.07 |
|
| R1 |
79.58 |
79.58 |
76.56 |
78.56 |
| PP |
77.53 |
77.53 |
77.53 |
77.02 |
| S1 |
74.01 |
74.01 |
75.54 |
72.99 |
| S2 |
71.96 |
71.96 |
75.03 |
|
| S3 |
66.39 |
68.44 |
74.52 |
|
| S4 |
60.82 |
62.87 |
72.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.06 |
75.49 |
5.57 |
7.2% |
2.12 |
2.8% |
24% |
False |
False |
33,742 |
| 10 |
85.95 |
75.49 |
10.46 |
13.6% |
1.96 |
2.6% |
13% |
False |
False |
31,791 |
| 20 |
85.95 |
75.49 |
10.46 |
13.6% |
1.65 |
2.2% |
13% |
False |
False |
25,835 |
| 40 |
85.95 |
75.00 |
10.95 |
14.3% |
1.89 |
2.5% |
17% |
False |
False |
24,614 |
| 60 |
85.95 |
75.00 |
10.95 |
14.3% |
1.96 |
2.6% |
17% |
False |
False |
21,266 |
| 80 |
85.95 |
70.13 |
15.82 |
20.6% |
1.97 |
2.6% |
42% |
False |
False |
19,549 |
| 100 |
85.95 |
69.40 |
16.55 |
21.5% |
1.95 |
2.5% |
45% |
False |
False |
17,827 |
| 120 |
85.95 |
69.40 |
16.55 |
21.5% |
1.92 |
2.5% |
45% |
False |
False |
16,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.06 |
|
2.618 |
80.09 |
|
1.618 |
78.88 |
|
1.000 |
78.13 |
|
0.618 |
77.67 |
|
HIGH |
76.92 |
|
0.618 |
76.46 |
|
0.500 |
76.32 |
|
0.382 |
76.17 |
|
LOW |
75.71 |
|
0.618 |
74.96 |
|
1.000 |
74.50 |
|
1.618 |
73.75 |
|
2.618 |
72.54 |
|
4.250 |
70.57 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.67 |
77.67 |
| PP |
76.49 |
77.39 |
| S1 |
76.32 |
77.12 |
|