NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
85.20 |
85.53 |
0.33 |
0.4% |
84.02 |
| High |
85.74 |
85.99 |
0.25 |
0.3% |
86.01 |
| Low |
84.90 |
84.58 |
-0.32 |
-0.4% |
82.90 |
| Close |
85.20 |
85.53 |
0.33 |
0.4% |
85.53 |
| Range |
0.84 |
1.41 |
0.57 |
67.9% |
3.11 |
| ATR |
1.53 |
1.52 |
-0.01 |
-0.6% |
0.00 |
| Volume |
6,794 |
3,191 |
-3,603 |
-53.0% |
23,255 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.60 |
88.97 |
86.31 |
|
| R3 |
88.19 |
87.56 |
85.92 |
|
| R2 |
86.78 |
86.78 |
85.79 |
|
| R1 |
86.15 |
86.15 |
85.66 |
86.24 |
| PP |
85.37 |
85.37 |
85.37 |
85.41 |
| S1 |
84.74 |
84.74 |
85.40 |
84.83 |
| S2 |
83.96 |
83.96 |
85.27 |
|
| S3 |
82.55 |
83.33 |
85.14 |
|
| S4 |
81.14 |
81.92 |
84.75 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.14 |
92.95 |
87.24 |
|
| R3 |
91.03 |
89.84 |
86.39 |
|
| R2 |
87.92 |
87.92 |
86.10 |
|
| R1 |
86.73 |
86.73 |
85.82 |
87.33 |
| PP |
84.81 |
84.81 |
84.81 |
85.11 |
| S1 |
83.62 |
83.62 |
85.24 |
84.22 |
| S2 |
81.70 |
81.70 |
84.96 |
|
| S3 |
78.59 |
80.51 |
84.67 |
|
| S4 |
75.48 |
77.40 |
83.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.01 |
82.90 |
3.11 |
3.6% |
1.23 |
1.4% |
85% |
False |
False |
4,651 |
| 10 |
86.01 |
79.07 |
6.94 |
8.1% |
1.17 |
1.4% |
93% |
False |
False |
3,621 |
| 20 |
86.01 |
75.83 |
10.18 |
11.9% |
1.34 |
1.6% |
95% |
False |
False |
3,517 |
| 40 |
86.01 |
75.83 |
10.18 |
11.9% |
1.54 |
1.8% |
95% |
False |
False |
3,410 |
| 60 |
86.01 |
75.83 |
10.18 |
11.9% |
1.61 |
1.9% |
95% |
False |
False |
3,415 |
| 80 |
86.01 |
70.06 |
15.95 |
18.6% |
1.57 |
1.8% |
97% |
False |
False |
3,211 |
| 100 |
86.01 |
70.06 |
15.95 |
18.6% |
1.57 |
1.8% |
97% |
False |
False |
3,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.98 |
|
2.618 |
89.68 |
|
1.618 |
88.27 |
|
1.000 |
87.40 |
|
0.618 |
86.86 |
|
HIGH |
85.99 |
|
0.618 |
85.45 |
|
0.500 |
85.29 |
|
0.382 |
85.12 |
|
LOW |
84.58 |
|
0.618 |
83.71 |
|
1.000 |
83.17 |
|
1.618 |
82.30 |
|
2.618 |
80.89 |
|
4.250 |
78.59 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.45 |
85.34 |
| PP |
85.37 |
85.14 |
| S1 |
85.29 |
84.95 |
|