NYMEX Light Sweet Crude Oil Future August 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 |
80.87 |
78.86 |
-2.01 |
-2.5% |
85.70 |
| High |
80.87 |
80.65 |
-0.22 |
-0.3% |
86.58 |
| Low |
80.24 |
78.47 |
-1.77 |
-2.2% |
81.49 |
| Close |
80.61 |
78.86 |
-1.75 |
-2.2% |
81.37 |
| Range |
0.63 |
2.18 |
1.55 |
246.0% |
5.09 |
| ATR |
1.31 |
1.37 |
0.06 |
4.7% |
0.00 |
| Volume |
5,180 |
5,506 |
326 |
6.3% |
16,015 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.87 |
84.54 |
80.06 |
|
| R3 |
83.69 |
82.36 |
79.46 |
|
| R2 |
81.51 |
81.51 |
79.26 |
|
| R1 |
80.18 |
80.18 |
79.06 |
79.95 |
| PP |
79.33 |
79.33 |
79.33 |
79.21 |
| S1 |
78.00 |
78.00 |
78.66 |
77.77 |
| S2 |
77.15 |
77.15 |
78.46 |
|
| S3 |
74.97 |
75.82 |
78.26 |
|
| S4 |
72.79 |
73.64 |
77.66 |
|
|
| 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 |
83.34 |
78.47 |
4.87 |
6.2% |
1.21 |
1.5% |
8% |
False |
True |
3,862 |
| 10 |
86.58 |
78.47 |
8.11 |
10.3% |
1.23 |
1.6% |
5% |
False |
True |
3,371 |
| 20 |
86.58 |
76.94 |
9.64 |
12.2% |
1.06 |
1.3% |
20% |
False |
False |
2,300 |
| 40 |
86.58 |
76.35 |
10.23 |
13.0% |
1.00 |
1.3% |
25% |
False |
False |
2,420 |
| 60 |
86.58 |
76.35 |
10.23 |
13.0% |
0.93 |
1.2% |
25% |
False |
False |
2,287 |
| 80 |
86.58 |
70.69 |
15.89 |
20.1% |
0.89 |
1.1% |
51% |
False |
False |
2,120 |
| 100 |
86.58 |
70.69 |
15.89 |
20.1% |
0.82 |
1.0% |
51% |
False |
False |
1,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.92 |
|
2.618 |
86.36 |
|
1.618 |
84.18 |
|
1.000 |
82.83 |
|
0.618 |
82.00 |
|
HIGH |
80.65 |
|
0.618 |
79.82 |
|
0.500 |
79.56 |
|
0.382 |
79.30 |
|
LOW |
78.47 |
|
0.618 |
77.12 |
|
1.000 |
76.29 |
|
1.618 |
74.94 |
|
2.618 |
72.76 |
|
4.250 |
69.21 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.56 |
80.16 |
| PP |
79.33 |
79.73 |
| S1 |
79.09 |
79.29 |
|