NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.34 |
82.23 |
1.89 |
2.4% |
78.60 |
| High |
82.28 |
82.64 |
0.36 |
0.4% |
80.71 |
| Low |
80.34 |
81.62 |
1.28 |
1.6% |
78.43 |
| Close |
82.12 |
82.41 |
0.29 |
0.4% |
80.02 |
| Range |
1.94 |
1.02 |
-0.92 |
-47.4% |
2.28 |
| ATR |
1.95 |
1.89 |
-0.07 |
-3.4% |
0.00 |
| Volume |
47,513 |
96,295 |
48,782 |
102.7% |
172,057 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.28 |
84.87 |
82.97 |
|
| R3 |
84.26 |
83.85 |
82.69 |
|
| R2 |
83.24 |
83.24 |
82.60 |
|
| R1 |
82.83 |
82.83 |
82.50 |
83.04 |
| PP |
82.22 |
82.22 |
82.22 |
82.33 |
| S1 |
81.81 |
81.81 |
82.32 |
82.02 |
| S2 |
81.20 |
81.20 |
82.22 |
|
| S3 |
80.18 |
80.79 |
82.13 |
|
| S4 |
79.16 |
79.77 |
81.85 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.56 |
85.57 |
81.27 |
|
| R3 |
84.28 |
83.29 |
80.65 |
|
| R2 |
82.00 |
82.00 |
80.44 |
|
| R1 |
81.01 |
81.01 |
80.23 |
81.51 |
| PP |
79.72 |
79.72 |
79.72 |
79.97 |
| S1 |
78.73 |
78.73 |
79.81 |
79.23 |
| S2 |
77.44 |
77.44 |
79.60 |
|
| S3 |
75.16 |
76.45 |
79.39 |
|
| S4 |
72.88 |
74.17 |
78.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.64 |
78.78 |
3.86 |
4.7% |
1.28 |
1.6% |
94% |
True |
False |
57,547 |
| 10 |
82.64 |
73.52 |
9.12 |
11.1% |
1.66 |
2.0% |
97% |
True |
False |
58,578 |
| 20 |
82.64 |
72.45 |
10.19 |
12.4% |
1.83 |
2.2% |
98% |
True |
False |
70,821 |
| 40 |
82.64 |
72.45 |
10.19 |
12.4% |
2.12 |
2.6% |
98% |
True |
False |
50,494 |
| 60 |
83.60 |
72.45 |
11.15 |
13.5% |
2.10 |
2.6% |
89% |
False |
False |
38,492 |
| 80 |
83.60 |
67.46 |
16.14 |
19.6% |
2.08 |
2.5% |
93% |
False |
False |
30,793 |
| 100 |
83.60 |
67.46 |
16.14 |
19.6% |
2.05 |
2.5% |
93% |
False |
False |
25,628 |
| 120 |
83.60 |
67.31 |
16.29 |
19.8% |
1.93 |
2.3% |
93% |
False |
False |
22,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.98 |
|
2.618 |
85.31 |
|
1.618 |
84.29 |
|
1.000 |
83.66 |
|
0.618 |
83.27 |
|
HIGH |
82.64 |
|
0.618 |
82.25 |
|
0.500 |
82.13 |
|
0.382 |
82.01 |
|
LOW |
81.62 |
|
0.618 |
80.99 |
|
1.000 |
80.60 |
|
1.618 |
79.97 |
|
2.618 |
78.95 |
|
4.250 |
77.29 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.32 |
82.03 |
| PP |
82.22 |
81.64 |
| S1 |
82.13 |
81.26 |
|