NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.23 |
82.17 |
-0.06 |
-0.1% |
78.60 |
| High |
82.64 |
84.08 |
1.44 |
1.7% |
80.71 |
| Low |
81.62 |
81.50 |
-0.12 |
-0.1% |
78.43 |
| Close |
82.41 |
83.75 |
1.34 |
1.6% |
80.02 |
| Range |
1.02 |
2.58 |
1.56 |
152.9% |
2.28 |
| ATR |
1.89 |
1.94 |
0.05 |
2.6% |
0.00 |
| Volume |
96,295 |
95,556 |
-739 |
-0.8% |
172,057 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.85 |
89.88 |
85.17 |
|
| R3 |
88.27 |
87.30 |
84.46 |
|
| R2 |
85.69 |
85.69 |
84.22 |
|
| R1 |
84.72 |
84.72 |
83.99 |
85.21 |
| PP |
83.11 |
83.11 |
83.11 |
83.35 |
| S1 |
82.14 |
82.14 |
83.51 |
82.63 |
| S2 |
80.53 |
80.53 |
83.28 |
|
| S3 |
77.95 |
79.56 |
83.04 |
|
| S4 |
75.37 |
76.98 |
82.33 |
|
|
| 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 |
84.08 |
79.21 |
4.87 |
5.8% |
1.53 |
1.8% |
93% |
True |
False |
69,455 |
| 10 |
84.08 |
73.52 |
10.56 |
12.6% |
1.71 |
2.0% |
97% |
True |
False |
60,536 |
| 20 |
84.08 |
72.45 |
11.63 |
13.9% |
1.86 |
2.2% |
97% |
True |
False |
72,823 |
| 40 |
84.08 |
72.45 |
11.63 |
13.9% |
2.10 |
2.5% |
97% |
True |
False |
52,463 |
| 60 |
84.08 |
72.45 |
11.63 |
13.9% |
2.12 |
2.5% |
97% |
True |
False |
39,906 |
| 80 |
84.08 |
67.46 |
16.62 |
19.8% |
2.06 |
2.5% |
98% |
True |
False |
31,916 |
| 100 |
84.08 |
67.46 |
16.62 |
19.8% |
2.05 |
2.5% |
98% |
True |
False |
26,548 |
| 120 |
84.08 |
67.46 |
16.62 |
19.8% |
1.94 |
2.3% |
98% |
True |
False |
22,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.05 |
|
2.618 |
90.83 |
|
1.618 |
88.25 |
|
1.000 |
86.66 |
|
0.618 |
85.67 |
|
HIGH |
84.08 |
|
0.618 |
83.09 |
|
0.500 |
82.79 |
|
0.382 |
82.49 |
|
LOW |
81.50 |
|
0.618 |
79.91 |
|
1.000 |
78.92 |
|
1.618 |
77.33 |
|
2.618 |
74.75 |
|
4.250 |
70.54 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.43 |
83.24 |
| PP |
83.11 |
82.72 |
| S1 |
82.79 |
82.21 |
|