NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.17 |
83.81 |
1.64 |
2.0% |
78.60 |
| High |
84.08 |
83.93 |
-0.15 |
-0.2% |
80.71 |
| Low |
81.50 |
82.81 |
1.31 |
1.6% |
78.43 |
| Close |
83.75 |
83.19 |
-0.56 |
-0.7% |
80.02 |
| Range |
2.58 |
1.12 |
-1.46 |
-56.6% |
2.28 |
| ATR |
1.94 |
1.88 |
-0.06 |
-3.0% |
0.00 |
| Volume |
95,556 |
139,178 |
43,622 |
45.7% |
172,057 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.67 |
86.05 |
83.81 |
|
| R3 |
85.55 |
84.93 |
83.50 |
|
| R2 |
84.43 |
84.43 |
83.40 |
|
| R1 |
83.81 |
83.81 |
83.29 |
83.56 |
| PP |
83.31 |
83.31 |
83.31 |
83.19 |
| S1 |
82.69 |
82.69 |
83.09 |
82.44 |
| S2 |
82.19 |
82.19 |
82.98 |
|
| S3 |
81.07 |
81.57 |
82.88 |
|
| S4 |
79.95 |
80.45 |
82.57 |
|
|
| 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 |
79.87 |
4.21 |
5.1% |
1.50 |
1.8% |
79% |
False |
False |
88,020 |
| 10 |
84.08 |
74.92 |
9.16 |
11.0% |
1.61 |
1.9% |
90% |
False |
False |
68,919 |
| 20 |
84.08 |
72.45 |
11.63 |
14.0% |
1.81 |
2.2% |
92% |
False |
False |
75,881 |
| 40 |
84.08 |
72.45 |
11.63 |
14.0% |
2.07 |
2.5% |
92% |
False |
False |
55,468 |
| 60 |
84.08 |
72.45 |
11.63 |
14.0% |
2.12 |
2.5% |
92% |
False |
False |
42,089 |
| 80 |
84.08 |
67.46 |
16.62 |
20.0% |
2.07 |
2.5% |
95% |
False |
False |
33,553 |
| 100 |
84.08 |
67.46 |
16.62 |
20.0% |
2.03 |
2.4% |
95% |
False |
False |
27,896 |
| 120 |
84.08 |
67.46 |
16.62 |
20.0% |
1.94 |
2.3% |
95% |
False |
False |
23,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.69 |
|
2.618 |
86.86 |
|
1.618 |
85.74 |
|
1.000 |
85.05 |
|
0.618 |
84.62 |
|
HIGH |
83.93 |
|
0.618 |
83.50 |
|
0.500 |
83.37 |
|
0.382 |
83.24 |
|
LOW |
82.81 |
|
0.618 |
82.12 |
|
1.000 |
81.69 |
|
1.618 |
81.00 |
|
2.618 |
79.88 |
|
4.250 |
78.05 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.37 |
83.06 |
| PP |
83.31 |
82.92 |
| S1 |
83.25 |
82.79 |
|