NYMEX Light Sweet Crude Oil Future August 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 |
76.72 |
75.58 |
-1.14 |
-1.5% |
77.98 |
| High |
76.78 |
77.18 |
0.40 |
0.5% |
77.96 |
| Low |
75.65 |
75.15 |
-0.50 |
-0.7% |
75.15 |
| Close |
76.22 |
75.58 |
-0.64 |
-0.8% |
75.58 |
| Range |
1.13 |
2.03 |
0.90 |
79.6% |
2.81 |
| ATR |
1.38 |
1.43 |
0.05 |
3.4% |
0.00 |
| Volume |
4,886 |
5,633 |
747 |
15.3% |
27,930 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.06 |
80.85 |
76.70 |
|
| R3 |
80.03 |
78.82 |
76.14 |
|
| R2 |
78.00 |
78.00 |
75.95 |
|
| R1 |
76.79 |
76.79 |
75.77 |
76.60 |
| PP |
75.97 |
75.97 |
75.97 |
75.87 |
| S1 |
74.76 |
74.76 |
75.39 |
74.57 |
| S2 |
73.94 |
73.94 |
75.21 |
|
| S3 |
71.91 |
72.73 |
75.02 |
|
| S4 |
69.88 |
70.70 |
74.46 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.66 |
82.93 |
77.13 |
|
| R3 |
81.85 |
80.12 |
76.35 |
|
| R2 |
79.04 |
79.04 |
76.10 |
|
| R1 |
77.31 |
77.31 |
75.84 |
76.77 |
| PP |
76.23 |
76.23 |
76.23 |
75.96 |
| S1 |
74.50 |
74.50 |
75.32 |
73.96 |
| S2 |
73.42 |
73.42 |
75.06 |
|
| S3 |
70.61 |
71.69 |
74.81 |
|
| S4 |
67.80 |
68.88 |
74.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.96 |
75.15 |
2.81 |
3.7% |
1.08 |
1.4% |
15% |
False |
True |
5,586 |
| 10 |
82.43 |
75.15 |
7.28 |
9.6% |
1.26 |
1.7% |
6% |
False |
True |
4,672 |
| 20 |
86.58 |
75.15 |
11.43 |
15.1% |
1.13 |
1.5% |
4% |
False |
True |
3,548 |
| 40 |
86.58 |
75.15 |
11.43 |
15.1% |
1.04 |
1.4% |
4% |
False |
True |
2,784 |
| 60 |
86.58 |
75.15 |
11.43 |
15.1% |
0.93 |
1.2% |
4% |
False |
True |
2,625 |
| 80 |
86.58 |
73.35 |
13.23 |
17.5% |
0.92 |
1.2% |
17% |
False |
False |
2,405 |
| 100 |
86.58 |
70.69 |
15.89 |
21.0% |
0.89 |
1.2% |
31% |
False |
False |
2,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.81 |
|
2.618 |
82.49 |
|
1.618 |
80.46 |
|
1.000 |
79.21 |
|
0.618 |
78.43 |
|
HIGH |
77.18 |
|
0.618 |
76.40 |
|
0.500 |
76.17 |
|
0.382 |
75.93 |
|
LOW |
75.15 |
|
0.618 |
73.90 |
|
1.000 |
73.12 |
|
1.618 |
71.87 |
|
2.618 |
69.84 |
|
4.250 |
66.52 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.17 |
76.17 |
| PP |
75.97 |
75.97 |
| S1 |
75.78 |
75.78 |
|