NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.75 |
76.72 |
0.97 |
1.3% |
80.03 |
| High |
76.92 |
76.82 |
-0.10 |
-0.1% |
81.06 |
| Low |
75.71 |
75.42 |
-0.29 |
-0.4% |
75.49 |
| Close |
76.84 |
76.29 |
-0.55 |
-0.7% |
76.05 |
| Range |
1.21 |
1.40 |
0.19 |
15.7% |
5.57 |
| ATR |
1.88 |
1.84 |
-0.03 |
-1.7% |
0.00 |
| Volume |
39,302 |
28,641 |
-10,661 |
-27.1% |
129,412 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.38 |
79.73 |
77.06 |
|
| R3 |
78.98 |
78.33 |
76.68 |
|
| R2 |
77.58 |
77.58 |
76.55 |
|
| R1 |
76.93 |
76.93 |
76.42 |
76.56 |
| PP |
76.18 |
76.18 |
76.18 |
75.99 |
| S1 |
75.53 |
75.53 |
76.16 |
75.16 |
| S2 |
74.78 |
74.78 |
76.03 |
|
| S3 |
73.38 |
74.13 |
75.91 |
|
| S4 |
71.98 |
72.73 |
75.52 |
|
|
| 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 |
80.97 |
75.42 |
5.55 |
7.3% |
1.94 |
2.5% |
16% |
False |
True |
33,569 |
| 10 |
84.45 |
75.42 |
9.03 |
11.8% |
1.94 |
2.5% |
10% |
False |
True |
31,287 |
| 20 |
85.95 |
75.42 |
10.53 |
13.8% |
1.63 |
2.1% |
8% |
False |
True |
26,058 |
| 40 |
85.95 |
75.00 |
10.95 |
14.4% |
1.87 |
2.4% |
12% |
False |
False |
24,671 |
| 60 |
85.95 |
75.00 |
10.95 |
14.4% |
1.94 |
2.5% |
12% |
False |
False |
21,504 |
| 80 |
85.95 |
71.32 |
14.63 |
19.2% |
1.94 |
2.5% |
34% |
False |
False |
19,802 |
| 100 |
85.95 |
69.40 |
16.55 |
21.7% |
1.93 |
2.5% |
42% |
False |
False |
18,055 |
| 120 |
85.95 |
69.40 |
16.55 |
21.7% |
1.91 |
2.5% |
42% |
False |
False |
16,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.77 |
|
2.618 |
80.49 |
|
1.618 |
79.09 |
|
1.000 |
78.22 |
|
0.618 |
77.69 |
|
HIGH |
76.82 |
|
0.618 |
76.29 |
|
0.500 |
76.12 |
|
0.382 |
75.95 |
|
LOW |
75.42 |
|
0.618 |
74.55 |
|
1.000 |
74.02 |
|
1.618 |
73.15 |
|
2.618 |
71.75 |
|
4.250 |
69.47 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.23 |
76.77 |
| PP |
76.18 |
76.61 |
| S1 |
76.12 |
76.45 |
|