NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
85.85 |
84.84 |
-1.01 |
-1.2% |
84.02 |
| High |
86.41 |
84.96 |
-1.45 |
-1.7% |
86.01 |
| Low |
84.80 |
82.55 |
-2.25 |
-2.7% |
82.90 |
| Close |
85.24 |
83.40 |
-1.84 |
-2.2% |
85.53 |
| Range |
1.61 |
2.41 |
0.80 |
49.7% |
3.11 |
| ATR |
1.53 |
1.61 |
0.08 |
5.4% |
0.00 |
| Volume |
6,696 |
5,041 |
-1,655 |
-24.7% |
23,255 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.87 |
89.54 |
84.73 |
|
| R3 |
88.46 |
87.13 |
84.06 |
|
| R2 |
86.05 |
86.05 |
83.84 |
|
| R1 |
84.72 |
84.72 |
83.62 |
84.18 |
| PP |
83.64 |
83.64 |
83.64 |
83.37 |
| S1 |
82.31 |
82.31 |
83.18 |
81.77 |
| S2 |
81.23 |
81.23 |
82.96 |
|
| S3 |
78.82 |
79.90 |
82.74 |
|
| S4 |
76.41 |
77.49 |
82.07 |
|
|
| 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 |
86.41 |
82.55 |
3.86 |
4.6% |
1.68 |
2.0% |
22% |
False |
True |
5,339 |
| 10 |
86.41 |
81.38 |
5.03 |
6.0% |
1.29 |
1.5% |
40% |
False |
False |
4,297 |
| 20 |
86.41 |
76.17 |
10.24 |
12.3% |
1.42 |
1.7% |
71% |
False |
False |
3,752 |
| 40 |
86.41 |
75.83 |
10.58 |
12.7% |
1.56 |
1.9% |
72% |
False |
False |
3,589 |
| 60 |
86.41 |
75.83 |
10.58 |
12.7% |
1.63 |
2.0% |
72% |
False |
False |
3,545 |
| 80 |
86.41 |
70.06 |
16.35 |
19.6% |
1.59 |
1.9% |
82% |
False |
False |
3,297 |
| 100 |
86.41 |
70.06 |
16.35 |
19.6% |
1.55 |
1.9% |
82% |
False |
False |
3,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.20 |
|
2.618 |
91.27 |
|
1.618 |
88.86 |
|
1.000 |
87.37 |
|
0.618 |
86.45 |
|
HIGH |
84.96 |
|
0.618 |
84.04 |
|
0.500 |
83.76 |
|
0.382 |
83.47 |
|
LOW |
82.55 |
|
0.618 |
81.06 |
|
1.000 |
80.14 |
|
1.618 |
78.65 |
|
2.618 |
76.24 |
|
4.250 |
72.31 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.76 |
84.48 |
| PP |
83.64 |
84.12 |
| S1 |
83.52 |
83.76 |
|