NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
84.84 |
82.36 |
-2.48 |
-2.9% |
84.02 |
| High |
84.96 |
83.21 |
-1.75 |
-2.1% |
86.01 |
| Low |
82.55 |
81.16 |
-1.39 |
-1.7% |
82.90 |
| Close |
83.40 |
82.36 |
-1.04 |
-1.2% |
85.53 |
| Range |
2.41 |
2.05 |
-0.36 |
-14.9% |
3.11 |
| ATR |
1.61 |
1.65 |
0.05 |
2.8% |
0.00 |
| Volume |
5,041 |
8,245 |
3,204 |
63.6% |
23,255 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.39 |
87.43 |
83.49 |
|
| R3 |
86.34 |
85.38 |
82.92 |
|
| R2 |
84.29 |
84.29 |
82.74 |
|
| R1 |
83.33 |
83.33 |
82.55 |
83.39 |
| PP |
82.24 |
82.24 |
82.24 |
82.27 |
| S1 |
81.28 |
81.28 |
82.17 |
81.34 |
| S2 |
80.19 |
80.19 |
81.98 |
|
| S3 |
78.14 |
79.23 |
81.80 |
|
| S4 |
76.09 |
77.18 |
81.23 |
|
|
| 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 |
81.16 |
5.25 |
6.4% |
1.66 |
2.0% |
23% |
False |
True |
5,993 |
| 10 |
86.41 |
81.16 |
5.25 |
6.4% |
1.39 |
1.7% |
23% |
False |
True |
4,929 |
| 20 |
86.41 |
76.17 |
10.24 |
12.4% |
1.49 |
1.8% |
60% |
False |
False |
3,992 |
| 40 |
86.41 |
75.83 |
10.58 |
12.8% |
1.59 |
1.9% |
62% |
False |
False |
3,700 |
| 60 |
86.41 |
75.83 |
10.58 |
12.8% |
1.64 |
2.0% |
62% |
False |
False |
3,637 |
| 80 |
86.41 |
70.06 |
16.35 |
19.9% |
1.61 |
2.0% |
75% |
False |
False |
3,390 |
| 100 |
86.41 |
70.06 |
16.35 |
19.9% |
1.56 |
1.9% |
75% |
False |
False |
3,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.92 |
|
2.618 |
88.58 |
|
1.618 |
86.53 |
|
1.000 |
85.26 |
|
0.618 |
84.48 |
|
HIGH |
83.21 |
|
0.618 |
82.43 |
|
0.500 |
82.19 |
|
0.382 |
81.94 |
|
LOW |
81.16 |
|
0.618 |
79.89 |
|
1.000 |
79.11 |
|
1.618 |
77.84 |
|
2.618 |
75.79 |
|
4.250 |
72.45 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.30 |
83.79 |
| PP |
82.24 |
83.31 |
| S1 |
82.19 |
82.84 |
|