NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.10 |
84.02 |
1.92 |
2.3% |
80.67 |
| High |
82.80 |
84.02 |
1.22 |
1.5% |
82.80 |
| Low |
82.05 |
82.90 |
0.85 |
1.0% |
80.67 |
| Close |
82.10 |
84.02 |
1.92 |
2.3% |
82.10 |
| Range |
0.75 |
1.12 |
0.37 |
49.3% |
2.13 |
| ATR |
1.58 |
1.60 |
0.02 |
1.5% |
0.00 |
| Volume |
3,538 |
2,738 |
-800 |
-22.6% |
10,237 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.01 |
86.63 |
84.64 |
|
| R3 |
85.89 |
85.51 |
84.33 |
|
| R2 |
84.77 |
84.77 |
84.23 |
|
| R1 |
84.39 |
84.39 |
84.12 |
84.58 |
| PP |
83.65 |
83.65 |
83.65 |
83.74 |
| S1 |
83.27 |
83.27 |
83.92 |
83.46 |
| S2 |
82.53 |
82.53 |
83.81 |
|
| S3 |
81.41 |
82.15 |
83.71 |
|
| S4 |
80.29 |
81.03 |
83.40 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.25 |
87.30 |
83.27 |
|
| R3 |
86.12 |
85.17 |
82.69 |
|
| R2 |
83.99 |
83.99 |
82.49 |
|
| R1 |
83.04 |
83.04 |
82.30 |
83.52 |
| PP |
81.86 |
81.86 |
81.86 |
82.09 |
| S1 |
80.91 |
80.91 |
81.90 |
81.39 |
| S2 |
79.73 |
79.73 |
81.71 |
|
| S3 |
77.60 |
78.78 |
81.51 |
|
| S4 |
75.47 |
76.65 |
80.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.02 |
80.67 |
3.35 |
4.0% |
1.04 |
1.2% |
100% |
True |
False |
2,595 |
| 10 |
84.02 |
76.17 |
7.85 |
9.3% |
1.41 |
1.7% |
100% |
True |
False |
2,729 |
| 20 |
84.05 |
75.83 |
8.22 |
9.8% |
1.54 |
1.8% |
100% |
False |
False |
3,459 |
| 40 |
84.47 |
75.83 |
8.64 |
10.3% |
1.58 |
1.9% |
95% |
False |
False |
3,221 |
| 60 |
85.24 |
72.94 |
12.30 |
14.6% |
1.62 |
1.9% |
90% |
False |
False |
3,304 |
| 80 |
85.24 |
70.06 |
15.18 |
18.1% |
1.60 |
1.9% |
92% |
False |
False |
3,163 |
| 100 |
85.24 |
70.06 |
15.18 |
18.1% |
1.60 |
1.9% |
92% |
False |
False |
3,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.78 |
|
2.618 |
86.95 |
|
1.618 |
85.83 |
|
1.000 |
85.14 |
|
0.618 |
84.71 |
|
HIGH |
84.02 |
|
0.618 |
83.59 |
|
0.500 |
83.46 |
|
0.382 |
83.33 |
|
LOW |
82.90 |
|
0.618 |
82.21 |
|
1.000 |
81.78 |
|
1.618 |
81.09 |
|
2.618 |
79.97 |
|
4.250 |
78.14 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.83 |
83.63 |
| PP |
83.65 |
83.23 |
| S1 |
83.46 |
82.84 |
|