NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.77 |
78.33 |
-2.44 |
-3.0% |
85.85 |
| High |
80.77 |
80.50 |
-0.27 |
-0.3% |
86.41 |
| Low |
79.57 |
77.93 |
-1.64 |
-2.1% |
80.67 |
| Close |
80.07 |
78.33 |
-1.74 |
-2.2% |
80.86 |
| Range |
1.20 |
2.57 |
1.37 |
114.2% |
5.74 |
| ATR |
1.69 |
1.75 |
0.06 |
3.7% |
0.00 |
| Volume |
8,257 |
7,005 |
-1,252 |
-15.2% |
32,249 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.63 |
85.05 |
79.74 |
|
| R3 |
84.06 |
82.48 |
79.04 |
|
| R2 |
81.49 |
81.49 |
78.80 |
|
| R1 |
79.91 |
79.91 |
78.57 |
79.62 |
| PP |
78.92 |
78.92 |
78.92 |
78.77 |
| S1 |
77.34 |
77.34 |
78.09 |
77.05 |
| S2 |
76.35 |
76.35 |
77.86 |
|
| S3 |
73.78 |
74.77 |
77.62 |
|
| S4 |
71.21 |
72.20 |
76.92 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.87 |
96.10 |
84.02 |
|
| R3 |
94.13 |
90.36 |
82.44 |
|
| R2 |
88.39 |
88.39 |
81.91 |
|
| R1 |
84.62 |
84.62 |
81.39 |
83.64 |
| PP |
82.65 |
82.65 |
82.65 |
82.15 |
| S1 |
78.88 |
78.88 |
80.33 |
77.90 |
| S2 |
76.91 |
76.91 |
79.81 |
|
| S3 |
71.17 |
73.14 |
79.28 |
|
| S4 |
65.43 |
67.40 |
77.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.90 |
77.93 |
4.97 |
6.3% |
1.69 |
2.2% |
8% |
False |
True |
6,786 |
| 10 |
86.41 |
77.93 |
8.48 |
10.8% |
1.68 |
2.1% |
5% |
False |
True |
6,389 |
| 20 |
86.41 |
76.17 |
10.24 |
13.1% |
1.50 |
1.9% |
21% |
False |
False |
4,768 |
| 40 |
86.41 |
75.83 |
10.58 |
13.5% |
1.62 |
2.1% |
24% |
False |
False |
4,317 |
| 60 |
86.41 |
75.83 |
10.58 |
13.5% |
1.65 |
2.1% |
24% |
False |
False |
3,931 |
| 80 |
86.41 |
70.45 |
15.96 |
20.4% |
1.62 |
2.1% |
49% |
False |
False |
3,637 |
| 100 |
86.41 |
70.06 |
16.35 |
20.9% |
1.59 |
2.0% |
51% |
False |
False |
3,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.42 |
|
2.618 |
87.23 |
|
1.618 |
84.66 |
|
1.000 |
83.07 |
|
0.618 |
82.09 |
|
HIGH |
80.50 |
|
0.618 |
79.52 |
|
0.500 |
79.22 |
|
0.382 |
78.91 |
|
LOW |
77.93 |
|
0.618 |
76.34 |
|
1.000 |
75.36 |
|
1.618 |
73.77 |
|
2.618 |
71.20 |
|
4.250 |
67.01 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.22 |
79.73 |
| PP |
78.92 |
79.26 |
| S1 |
78.63 |
78.80 |
|