NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.06 |
80.87 |
-1.19 |
-1.5% |
85.70 |
| High |
81.85 |
80.87 |
-0.98 |
-1.2% |
86.58 |
| Low |
80.59 |
80.24 |
-0.35 |
-0.4% |
81.49 |
| Close |
82.06 |
80.61 |
-1.45 |
-1.8% |
81.37 |
| Range |
1.26 |
0.63 |
-0.63 |
-50.0% |
5.09 |
| ATR |
1.27 |
1.31 |
0.04 |
3.1% |
0.00 |
| Volume |
2,338 |
5,180 |
2,842 |
121.6% |
16,015 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.46 |
82.17 |
80.96 |
|
| R3 |
81.83 |
81.54 |
80.78 |
|
| R2 |
81.20 |
81.20 |
80.73 |
|
| R1 |
80.91 |
80.91 |
80.67 |
80.74 |
| PP |
80.57 |
80.57 |
80.57 |
80.49 |
| S1 |
80.28 |
80.28 |
80.55 |
80.11 |
| S2 |
79.94 |
79.94 |
80.49 |
|
| S3 |
79.31 |
79.65 |
80.44 |
|
| S4 |
78.68 |
79.02 |
80.26 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.42 |
94.98 |
84.17 |
|
| R3 |
93.33 |
89.89 |
82.77 |
|
| R2 |
88.24 |
88.24 |
82.30 |
|
| R1 |
84.80 |
84.80 |
81.84 |
83.98 |
| PP |
83.15 |
83.15 |
83.15 |
82.73 |
| S1 |
79.71 |
79.71 |
80.90 |
78.89 |
| S2 |
78.06 |
78.06 |
80.44 |
|
| S3 |
72.97 |
74.62 |
79.97 |
|
| S4 |
67.88 |
69.53 |
78.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.68 |
80.24 |
3.44 |
4.3% |
1.14 |
1.4% |
11% |
False |
True |
3,839 |
| 10 |
86.58 |
80.24 |
6.34 |
7.9% |
1.18 |
1.5% |
6% |
False |
True |
3,064 |
| 20 |
86.58 |
76.94 |
9.64 |
12.0% |
1.02 |
1.3% |
38% |
False |
False |
2,148 |
| 40 |
86.58 |
76.35 |
10.23 |
12.7% |
0.96 |
1.2% |
42% |
False |
False |
2,314 |
| 60 |
86.58 |
76.35 |
10.23 |
12.7% |
0.90 |
1.1% |
42% |
False |
False |
2,222 |
| 80 |
86.58 |
70.69 |
15.89 |
19.7% |
0.87 |
1.1% |
62% |
False |
False |
2,097 |
| 100 |
86.58 |
70.69 |
15.89 |
19.7% |
0.80 |
1.0% |
62% |
False |
False |
1,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.55 |
|
2.618 |
82.52 |
|
1.618 |
81.89 |
|
1.000 |
81.50 |
|
0.618 |
81.26 |
|
HIGH |
80.87 |
|
0.618 |
80.63 |
|
0.500 |
80.56 |
|
0.382 |
80.48 |
|
LOW |
80.24 |
|
0.618 |
79.85 |
|
1.000 |
79.61 |
|
1.618 |
79.22 |
|
2.618 |
78.59 |
|
4.250 |
77.56 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.59 |
81.34 |
| PP |
80.57 |
81.09 |
| S1 |
80.56 |
80.85 |
|