NYMEX Light Sweet Crude Oil Future February 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 |
77.85 |
78.88 |
1.03 |
1.3% |
82.88 |
| High |
79.15 |
79.03 |
-0.12 |
-0.2% |
83.95 |
| Low |
76.76 |
76.96 |
0.20 |
0.3% |
77.70 |
| Close |
79.02 |
77.62 |
-1.40 |
-1.8% |
78.00 |
| Range |
2.39 |
2.07 |
-0.32 |
-13.4% |
6.25 |
| ATR |
1.98 |
1.98 |
0.01 |
0.3% |
0.00 |
| Volume |
200,555 |
186,882 |
-13,673 |
-6.8% |
1,617,578 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.08 |
82.92 |
78.76 |
|
| R3 |
82.01 |
80.85 |
78.19 |
|
| R2 |
79.94 |
79.94 |
78.00 |
|
| R1 |
78.78 |
78.78 |
77.81 |
78.33 |
| PP |
77.87 |
77.87 |
77.87 |
77.64 |
| S1 |
76.71 |
76.71 |
77.43 |
76.26 |
| S2 |
75.80 |
75.80 |
77.24 |
|
| S3 |
73.73 |
74.64 |
77.05 |
|
| S4 |
71.66 |
72.57 |
76.48 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.63 |
94.57 |
81.44 |
|
| R3 |
92.38 |
88.32 |
79.72 |
|
| R2 |
86.13 |
86.13 |
79.15 |
|
| R1 |
82.07 |
82.07 |
78.57 |
80.98 |
| PP |
79.88 |
79.88 |
79.88 |
79.34 |
| S1 |
75.82 |
75.82 |
77.43 |
74.73 |
| S2 |
73.63 |
73.63 |
76.85 |
|
| S3 |
67.38 |
69.57 |
76.28 |
|
| S4 |
61.13 |
63.32 |
74.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.67 |
76.76 |
3.91 |
5.0% |
1.96 |
2.5% |
22% |
False |
False |
279,666 |
| 10 |
83.95 |
76.76 |
7.19 |
9.3% |
1.97 |
2.5% |
12% |
False |
False |
288,059 |
| 20 |
83.95 |
72.72 |
11.23 |
14.5% |
1.84 |
2.4% |
44% |
False |
False |
231,968 |
| 40 |
83.95 |
70.83 |
13.12 |
16.9% |
2.09 |
2.7% |
52% |
False |
False |
189,813 |
| 60 |
83.95 |
70.83 |
13.12 |
16.9% |
2.20 |
2.8% |
52% |
False |
False |
136,742 |
| 80 |
83.95 |
66.82 |
17.13 |
22.1% |
2.17 |
2.8% |
63% |
False |
False |
106,737 |
| 100 |
83.95 |
66.82 |
17.13 |
22.1% |
2.12 |
2.7% |
63% |
False |
False |
86,702 |
| 120 |
83.95 |
66.82 |
17.13 |
22.1% |
2.04 |
2.6% |
63% |
False |
False |
73,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.83 |
|
2.618 |
84.45 |
|
1.618 |
82.38 |
|
1.000 |
81.10 |
|
0.618 |
80.31 |
|
HIGH |
79.03 |
|
0.618 |
78.24 |
|
0.500 |
78.00 |
|
0.382 |
77.75 |
|
LOW |
76.96 |
|
0.618 |
75.68 |
|
1.000 |
74.89 |
|
1.618 |
73.61 |
|
2.618 |
71.54 |
|
4.250 |
68.16 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.00 |
78.04 |
| PP |
77.87 |
77.90 |
| S1 |
77.75 |
77.76 |
|