NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
76.85 |
75.89 |
-0.96 |
-1.2% |
80.05 |
| High |
77.13 |
77.17 |
0.04 |
0.1% |
81.53 |
| Low |
76.00 |
75.11 |
-0.89 |
-1.2% |
76.09 |
| Close |
76.85 |
75.89 |
-0.96 |
-1.2% |
76.63 |
| Range |
1.13 |
2.06 |
0.93 |
82.3% |
5.44 |
| ATR |
1.73 |
1.76 |
0.02 |
1.3% |
0.00 |
| Volume |
7,418 |
10,313 |
2,895 |
39.0% |
26,716 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.24 |
81.12 |
77.02 |
|
| R3 |
80.18 |
79.06 |
76.46 |
|
| R2 |
78.12 |
78.12 |
76.27 |
|
| R1 |
77.00 |
77.00 |
76.08 |
76.92 |
| PP |
76.06 |
76.06 |
76.06 |
76.02 |
| S1 |
74.94 |
74.94 |
75.70 |
74.86 |
| S2 |
74.00 |
74.00 |
75.51 |
|
| S3 |
71.94 |
72.88 |
75.32 |
|
| S4 |
69.88 |
70.82 |
74.76 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.40 |
90.96 |
79.62 |
|
| R3 |
88.96 |
85.52 |
78.13 |
|
| R2 |
83.52 |
83.52 |
77.63 |
|
| R1 |
80.08 |
80.08 |
77.13 |
79.08 |
| PP |
78.08 |
78.08 |
78.08 |
77.59 |
| S1 |
74.64 |
74.64 |
76.13 |
73.64 |
| S2 |
72.64 |
72.64 |
75.63 |
|
| S3 |
67.20 |
69.20 |
75.13 |
|
| S4 |
61.76 |
63.76 |
73.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.50 |
75.11 |
5.39 |
7.1% |
1.87 |
2.5% |
14% |
False |
True |
7,857 |
| 10 |
83.21 |
75.11 |
8.10 |
10.7% |
1.73 |
2.3% |
10% |
False |
True |
7,445 |
| 20 |
86.41 |
75.11 |
11.30 |
14.9% |
1.51 |
2.0% |
7% |
False |
True |
5,871 |
| 40 |
86.41 |
75.11 |
11.30 |
14.9% |
1.58 |
2.1% |
7% |
False |
True |
4,789 |
| 60 |
86.41 |
75.11 |
11.30 |
14.9% |
1.64 |
2.2% |
7% |
False |
True |
4,201 |
| 80 |
86.41 |
71.85 |
14.56 |
19.2% |
1.62 |
2.1% |
28% |
False |
False |
3,947 |
| 100 |
86.41 |
70.06 |
16.35 |
21.5% |
1.60 |
2.1% |
36% |
False |
False |
3,791 |
| 120 |
86.41 |
70.06 |
16.35 |
21.5% |
1.61 |
2.1% |
36% |
False |
False |
3,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.93 |
|
2.618 |
82.56 |
|
1.618 |
80.50 |
|
1.000 |
79.23 |
|
0.618 |
78.44 |
|
HIGH |
77.17 |
|
0.618 |
76.38 |
|
0.500 |
76.14 |
|
0.382 |
75.90 |
|
LOW |
75.11 |
|
0.618 |
73.84 |
|
1.000 |
73.05 |
|
1.618 |
71.78 |
|
2.618 |
69.72 |
|
4.250 |
66.36 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.14 |
76.30 |
| PP |
76.06 |
76.16 |
| S1 |
75.97 |
76.03 |
|