NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
79.17 |
77.56 |
-1.61 |
-2.0% |
83.37 |
| High |
79.36 |
78.36 |
-1.00 |
-1.3% |
84.45 |
| Low |
77.27 |
75.66 |
-1.61 |
-2.1% |
78.09 |
| Close |
77.74 |
76.08 |
-1.66 |
-2.1% |
78.37 |
| Range |
2.09 |
2.70 |
0.61 |
29.2% |
6.36 |
| ATR |
1.96 |
2.01 |
0.05 |
2.7% |
0.00 |
| Volume |
351,108 |
303,758 |
-47,350 |
-13.5% |
829,944 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.80 |
83.14 |
77.57 |
|
| R3 |
82.10 |
80.44 |
76.82 |
|
| R2 |
79.40 |
79.40 |
76.58 |
|
| R1 |
77.74 |
77.74 |
76.33 |
77.22 |
| PP |
76.70 |
76.70 |
76.70 |
76.44 |
| S1 |
75.04 |
75.04 |
75.83 |
74.52 |
| S2 |
74.00 |
74.00 |
75.59 |
|
| S3 |
71.30 |
72.34 |
75.34 |
|
| S4 |
68.60 |
69.64 |
74.60 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.38 |
95.24 |
81.87 |
|
| R3 |
93.02 |
88.88 |
80.12 |
|
| R2 |
86.66 |
86.66 |
79.54 |
|
| R1 |
82.52 |
82.52 |
78.95 |
81.41 |
| PP |
80.30 |
80.30 |
80.30 |
79.75 |
| S1 |
76.16 |
76.16 |
77.79 |
75.05 |
| S2 |
73.94 |
73.94 |
77.20 |
|
| S3 |
67.58 |
69.80 |
76.62 |
|
| S4 |
61.22 |
63.44 |
74.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.75 |
75.66 |
5.09 |
6.7% |
2.06 |
2.7% |
8% |
False |
True |
251,849 |
| 10 |
84.45 |
75.66 |
8.79 |
11.6% |
1.97 |
2.6% |
5% |
False |
True |
192,656 |
| 20 |
84.45 |
73.52 |
10.93 |
14.4% |
1.84 |
2.4% |
23% |
False |
False |
126,596 |
| 40 |
84.45 |
72.45 |
12.00 |
15.8% |
2.06 |
2.7% |
30% |
False |
False |
95,697 |
| 60 |
84.45 |
72.45 |
12.00 |
15.8% |
2.15 |
2.8% |
30% |
False |
False |
69,969 |
| 80 |
84.45 |
67.60 |
16.85 |
22.1% |
2.10 |
2.8% |
50% |
False |
False |
55,185 |
| 100 |
84.45 |
67.46 |
16.99 |
22.3% |
2.06 |
2.7% |
51% |
False |
False |
45,380 |
| 120 |
84.45 |
67.46 |
16.99 |
22.3% |
1.99 |
2.6% |
51% |
False |
False |
38,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.84 |
|
2.618 |
85.43 |
|
1.618 |
82.73 |
|
1.000 |
81.06 |
|
0.618 |
80.03 |
|
HIGH |
78.36 |
|
0.618 |
77.33 |
|
0.500 |
77.01 |
|
0.382 |
76.69 |
|
LOW |
75.66 |
|
0.618 |
73.99 |
|
1.000 |
72.96 |
|
1.618 |
71.29 |
|
2.618 |
68.59 |
|
4.250 |
64.19 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.01 |
77.57 |
| PP |
76.70 |
77.07 |
| S1 |
76.39 |
76.58 |
|