NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
83.20 |
82.65 |
-0.55 |
-0.7% |
79.63 |
High |
83.36 |
83.47 |
0.11 |
0.1% |
83.52 |
Low |
82.26 |
81.80 |
-0.46 |
-0.6% |
79.63 |
Close |
82.66 |
82.75 |
0.09 |
0.1% |
82.75 |
Range |
1.10 |
1.67 |
0.57 |
51.8% |
3.89 |
ATR |
1.94 |
1.92 |
-0.02 |
-1.0% |
0.00 |
Volume |
370,059 |
246,632 |
-123,427 |
-33.4% |
1,259,492 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.68 |
86.89 |
83.67 |
|
R3 |
86.01 |
85.22 |
83.21 |
|
R2 |
84.34 |
84.34 |
83.06 |
|
R1 |
83.55 |
83.55 |
82.90 |
83.95 |
PP |
82.67 |
82.67 |
82.67 |
82.87 |
S1 |
81.88 |
81.88 |
82.60 |
82.28 |
S2 |
81.00 |
81.00 |
82.44 |
|
S3 |
79.33 |
80.21 |
82.29 |
|
S4 |
77.66 |
78.54 |
81.83 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.64 |
92.08 |
84.89 |
|
R3 |
89.75 |
88.19 |
83.82 |
|
R2 |
85.86 |
85.86 |
83.46 |
|
R1 |
84.30 |
84.30 |
83.11 |
85.08 |
PP |
81.97 |
81.97 |
81.97 |
82.36 |
S1 |
80.41 |
80.41 |
82.39 |
81.19 |
S2 |
78.08 |
78.08 |
82.04 |
|
S3 |
74.19 |
76.52 |
81.68 |
|
S4 |
70.30 |
72.63 |
80.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.52 |
79.63 |
3.89 |
4.7% |
1.73 |
2.1% |
80% |
False |
False |
251,898 |
10 |
83.52 |
76.19 |
7.33 |
8.9% |
1.56 |
1.9% |
89% |
False |
False |
196,962 |
20 |
83.52 |
70.83 |
12.69 |
15.3% |
1.78 |
2.2% |
94% |
False |
False |
204,602 |
40 |
83.52 |
70.83 |
12.69 |
15.3% |
2.12 |
2.6% |
94% |
False |
False |
145,876 |
60 |
83.52 |
70.83 |
12.69 |
15.3% |
2.21 |
2.7% |
94% |
False |
False |
105,703 |
80 |
83.52 |
66.82 |
16.70 |
20.2% |
2.17 |
2.6% |
95% |
False |
False |
82,286 |
100 |
83.52 |
66.82 |
16.70 |
20.2% |
2.10 |
2.5% |
95% |
False |
False |
67,035 |
120 |
83.52 |
66.82 |
16.70 |
20.2% |
2.00 |
2.4% |
95% |
False |
False |
56,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.57 |
2.618 |
87.84 |
1.618 |
86.17 |
1.000 |
85.14 |
0.618 |
84.50 |
HIGH |
83.47 |
0.618 |
82.83 |
0.500 |
82.64 |
0.382 |
82.44 |
LOW |
81.80 |
0.618 |
80.77 |
1.000 |
80.13 |
1.618 |
79.10 |
2.618 |
77.43 |
4.250 |
74.70 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
82.71 |
82.56 |
PP |
82.67 |
82.37 |
S1 |
82.64 |
82.19 |
|