NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.89 |
75.72 |
-0.17 |
-0.2% |
80.05 |
| High |
77.17 |
76.64 |
-0.53 |
-0.7% |
81.53 |
| Low |
75.11 |
75.12 |
0.01 |
0.0% |
76.09 |
| Close |
75.89 |
75.72 |
-0.17 |
-0.2% |
76.63 |
| Range |
2.06 |
1.52 |
-0.54 |
-26.2% |
5.44 |
| ATR |
1.76 |
1.74 |
-0.02 |
-1.0% |
0.00 |
| Volume |
10,313 |
9,651 |
-662 |
-6.4% |
26,716 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.39 |
79.57 |
76.56 |
|
| R3 |
78.87 |
78.05 |
76.14 |
|
| R2 |
77.35 |
77.35 |
76.00 |
|
| R1 |
76.53 |
76.53 |
75.86 |
76.48 |
| PP |
75.83 |
75.83 |
75.83 |
75.80 |
| S1 |
75.01 |
75.01 |
75.58 |
74.96 |
| S2 |
74.31 |
74.31 |
75.44 |
|
| S3 |
72.79 |
73.49 |
75.30 |
|
| S4 |
71.27 |
71.97 |
74.88 |
|
|
| 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 |
78.54 |
75.11 |
3.43 |
4.5% |
1.66 |
2.2% |
18% |
False |
False |
8,386 |
| 10 |
82.90 |
75.11 |
7.79 |
10.3% |
1.68 |
2.2% |
8% |
False |
False |
7,586 |
| 20 |
86.41 |
75.11 |
11.30 |
14.9% |
1.53 |
2.0% |
5% |
False |
False |
6,257 |
| 40 |
86.41 |
75.11 |
11.30 |
14.9% |
1.58 |
2.1% |
5% |
False |
False |
4,898 |
| 60 |
86.41 |
75.11 |
11.30 |
14.9% |
1.61 |
2.1% |
5% |
False |
False |
4,292 |
| 80 |
86.41 |
71.85 |
14.56 |
19.2% |
1.63 |
2.1% |
27% |
False |
False |
4,018 |
| 100 |
86.41 |
70.06 |
16.35 |
21.6% |
1.60 |
2.1% |
35% |
False |
False |
3,811 |
| 120 |
86.41 |
70.06 |
16.35 |
21.6% |
1.61 |
2.1% |
35% |
False |
False |
3,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.10 |
|
2.618 |
80.62 |
|
1.618 |
79.10 |
|
1.000 |
78.16 |
|
0.618 |
77.58 |
|
HIGH |
76.64 |
|
0.618 |
76.06 |
|
0.500 |
75.88 |
|
0.382 |
75.70 |
|
LOW |
75.12 |
|
0.618 |
74.18 |
|
1.000 |
73.60 |
|
1.618 |
72.66 |
|
2.618 |
71.14 |
|
4.250 |
68.66 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.88 |
76.14 |
| PP |
75.83 |
76.00 |
| S1 |
75.77 |
75.86 |
|