NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.72 |
75.92 |
0.20 |
0.3% |
77.43 |
| High |
76.64 |
76.82 |
0.18 |
0.2% |
77.49 |
| Low |
75.12 |
74.64 |
-0.48 |
-0.6% |
74.64 |
| Close |
75.72 |
75.08 |
-0.64 |
-0.8% |
75.08 |
| Range |
1.52 |
2.18 |
0.66 |
43.4% |
2.85 |
| ATR |
1.74 |
1.77 |
0.03 |
1.8% |
0.00 |
| Volume |
9,651 |
8,133 |
-1,518 |
-15.7% |
45,014 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.05 |
80.75 |
76.28 |
|
| R3 |
79.87 |
78.57 |
75.68 |
|
| R2 |
77.69 |
77.69 |
75.48 |
|
| R1 |
76.39 |
76.39 |
75.28 |
75.95 |
| PP |
75.51 |
75.51 |
75.51 |
75.30 |
| S1 |
74.21 |
74.21 |
74.88 |
73.77 |
| S2 |
73.33 |
73.33 |
74.68 |
|
| S3 |
71.15 |
72.03 |
74.48 |
|
| S4 |
68.97 |
69.85 |
73.88 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.29 |
82.53 |
76.65 |
|
| R3 |
81.44 |
79.68 |
75.86 |
|
| R2 |
78.59 |
78.59 |
75.60 |
|
| R1 |
76.83 |
76.83 |
75.34 |
76.29 |
| PP |
75.74 |
75.74 |
75.74 |
75.46 |
| S1 |
73.98 |
73.98 |
74.82 |
73.44 |
| S2 |
72.89 |
72.89 |
74.56 |
|
| S3 |
70.04 |
71.13 |
74.30 |
|
| S4 |
67.19 |
68.28 |
73.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.49 |
74.64 |
2.85 |
3.8% |
1.61 |
2.1% |
15% |
False |
True |
9,002 |
| 10 |
81.90 |
74.64 |
7.26 |
9.7% |
1.77 |
2.4% |
6% |
False |
True |
7,746 |
| 20 |
86.41 |
74.64 |
11.77 |
15.7% |
1.60 |
2.1% |
4% |
False |
True |
6,538 |
| 40 |
86.41 |
74.64 |
11.77 |
15.7% |
1.61 |
2.1% |
4% |
False |
True |
4,995 |
| 60 |
86.41 |
74.64 |
11.77 |
15.7% |
1.62 |
2.2% |
4% |
False |
True |
4,344 |
| 80 |
86.41 |
72.49 |
13.92 |
18.5% |
1.63 |
2.2% |
19% |
False |
False |
4,103 |
| 100 |
86.41 |
70.06 |
16.35 |
21.8% |
1.62 |
2.2% |
31% |
False |
False |
3,838 |
| 120 |
86.41 |
70.06 |
16.35 |
21.8% |
1.61 |
2.1% |
31% |
False |
False |
3,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.09 |
|
2.618 |
82.53 |
|
1.618 |
80.35 |
|
1.000 |
79.00 |
|
0.618 |
78.17 |
|
HIGH |
76.82 |
|
0.618 |
75.99 |
|
0.500 |
75.73 |
|
0.382 |
75.47 |
|
LOW |
74.64 |
|
0.618 |
73.29 |
|
1.000 |
72.46 |
|
1.618 |
71.11 |
|
2.618 |
68.93 |
|
4.250 |
65.38 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.73 |
75.91 |
| PP |
75.51 |
75.63 |
| S1 |
75.30 |
75.36 |
|