NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.69 |
80.46 |
-2.23 |
-2.7% |
80.34 |
| High |
82.82 |
81.01 |
-1.81 |
-2.2% |
84.08 |
| Low |
80.29 |
78.80 |
-1.49 |
-1.9% |
80.34 |
| Close |
81.17 |
80.04 |
-1.13 |
-1.4% |
83.30 |
| Range |
2.53 |
2.21 |
-0.32 |
-12.6% |
3.74 |
| ATR |
1.93 |
1.96 |
0.03 |
1.6% |
0.00 |
| Volume |
130,542 |
164,315 |
33,773 |
25.9% |
491,035 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.58 |
85.52 |
81.26 |
|
| R3 |
84.37 |
83.31 |
80.65 |
|
| R2 |
82.16 |
82.16 |
80.45 |
|
| R1 |
81.10 |
81.10 |
80.24 |
80.53 |
| PP |
79.95 |
79.95 |
79.95 |
79.66 |
| S1 |
78.89 |
78.89 |
79.84 |
78.32 |
| S2 |
77.74 |
77.74 |
79.63 |
|
| S3 |
75.53 |
76.68 |
79.43 |
|
| S4 |
73.32 |
74.47 |
78.82 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.79 |
92.29 |
85.36 |
|
| R3 |
90.05 |
88.55 |
84.33 |
|
| R2 |
86.31 |
86.31 |
83.99 |
|
| R1 |
84.81 |
84.81 |
83.64 |
85.56 |
| PP |
82.57 |
82.57 |
82.57 |
82.95 |
| S1 |
81.07 |
81.07 |
82.96 |
81.82 |
| S2 |
78.83 |
78.83 |
82.61 |
|
| S3 |
75.09 |
77.33 |
82.27 |
|
| S4 |
71.35 |
73.59 |
81.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.45 |
78.80 |
5.65 |
7.1% |
1.89 |
2.4% |
22% |
False |
True |
133,464 |
| 10 |
84.45 |
78.80 |
5.65 |
7.1% |
1.71 |
2.1% |
22% |
False |
True |
101,459 |
| 20 |
84.45 |
73.26 |
11.19 |
14.0% |
1.80 |
2.3% |
61% |
False |
False |
83,188 |
| 40 |
84.45 |
72.45 |
12.00 |
15.0% |
2.06 |
2.6% |
63% |
False |
False |
66,921 |
| 60 |
84.45 |
72.45 |
12.00 |
15.0% |
2.15 |
2.7% |
63% |
False |
False |
50,152 |
| 80 |
84.45 |
67.46 |
16.99 |
21.2% |
2.09 |
2.6% |
74% |
False |
False |
39,858 |
| 100 |
84.45 |
67.46 |
16.99 |
21.2% |
2.03 |
2.5% |
74% |
False |
False |
33,042 |
| 120 |
84.45 |
67.46 |
16.99 |
21.2% |
1.96 |
2.5% |
74% |
False |
False |
28,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.40 |
|
2.618 |
86.80 |
|
1.618 |
84.59 |
|
1.000 |
83.22 |
|
0.618 |
82.38 |
|
HIGH |
81.01 |
|
0.618 |
80.17 |
|
0.500 |
79.91 |
|
0.382 |
79.64 |
|
LOW |
78.80 |
|
0.618 |
77.43 |
|
1.000 |
76.59 |
|
1.618 |
75.22 |
|
2.618 |
73.01 |
|
4.250 |
69.41 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.00 |
81.63 |
| PP |
79.95 |
81.10 |
| S1 |
79.91 |
80.57 |
|