NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.95 |
84.35 |
0.40 |
0.5% |
80.67 |
| High |
84.42 |
86.01 |
1.59 |
1.9% |
82.80 |
| Low |
83.79 |
83.88 |
0.09 |
0.1% |
80.67 |
| Close |
84.47 |
85.80 |
1.33 |
1.6% |
82.10 |
| Range |
0.63 |
2.13 |
1.50 |
238.1% |
2.13 |
| ATR |
1.53 |
1.58 |
0.04 |
2.8% |
0.00 |
| Volume |
5,555 |
4,977 |
-578 |
-10.4% |
10,237 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.62 |
90.84 |
86.97 |
|
| R3 |
89.49 |
88.71 |
86.39 |
|
| R2 |
87.36 |
87.36 |
86.19 |
|
| R1 |
86.58 |
86.58 |
86.00 |
86.97 |
| PP |
85.23 |
85.23 |
85.23 |
85.43 |
| S1 |
84.45 |
84.45 |
85.60 |
84.84 |
| S2 |
83.10 |
83.10 |
85.41 |
|
| S3 |
80.97 |
82.32 |
85.21 |
|
| S4 |
78.84 |
80.19 |
84.63 |
|
|
| 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 |
86.01 |
81.66 |
4.35 |
5.1% |
1.11 |
1.3% |
95% |
True |
False |
3,865 |
| 10 |
86.01 |
76.17 |
9.84 |
11.5% |
1.32 |
1.5% |
98% |
True |
False |
3,146 |
| 20 |
86.01 |
75.83 |
10.18 |
11.9% |
1.50 |
1.8% |
98% |
True |
False |
3,508 |
| 40 |
86.01 |
75.83 |
10.18 |
11.9% |
1.59 |
1.9% |
98% |
True |
False |
3,340 |
| 60 |
86.01 |
75.83 |
10.18 |
11.9% |
1.60 |
1.9% |
98% |
True |
False |
3,381 |
| 80 |
86.01 |
70.06 |
15.95 |
18.6% |
1.58 |
1.8% |
99% |
True |
False |
3,146 |
| 100 |
86.01 |
70.06 |
15.95 |
18.6% |
1.59 |
1.9% |
99% |
True |
False |
3,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.06 |
|
2.618 |
91.59 |
|
1.618 |
89.46 |
|
1.000 |
88.14 |
|
0.618 |
87.33 |
|
HIGH |
86.01 |
|
0.618 |
85.20 |
|
0.500 |
84.95 |
|
0.382 |
84.69 |
|
LOW |
83.88 |
|
0.618 |
82.56 |
|
1.000 |
81.75 |
|
1.618 |
80.43 |
|
2.618 |
78.30 |
|
4.250 |
74.83 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.52 |
85.35 |
| PP |
85.23 |
84.90 |
| S1 |
84.95 |
84.46 |
|