NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
77.56 |
75.84 |
-1.72 |
-2.2% |
78.21 |
| High |
78.36 |
76.50 |
-1.86 |
-2.4% |
79.47 |
| Low |
75.66 |
74.01 |
-1.65 |
-2.2% |
74.01 |
| Close |
76.08 |
74.54 |
-1.54 |
-2.0% |
74.54 |
| Range |
2.70 |
2.49 |
-0.21 |
-7.8% |
5.46 |
| ATR |
2.01 |
2.05 |
0.03 |
1.7% |
0.00 |
| Volume |
303,758 |
327,417 |
23,659 |
7.8% |
1,172,371 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.49 |
81.00 |
75.91 |
|
| R3 |
80.00 |
78.51 |
75.22 |
|
| R2 |
77.51 |
77.51 |
75.00 |
|
| R1 |
76.02 |
76.02 |
74.77 |
75.52 |
| PP |
75.02 |
75.02 |
75.02 |
74.77 |
| S1 |
73.53 |
73.53 |
74.31 |
73.03 |
| S2 |
72.53 |
72.53 |
74.08 |
|
| S3 |
70.04 |
71.04 |
73.86 |
|
| S4 |
67.55 |
68.55 |
73.17 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.39 |
88.92 |
77.54 |
|
| R3 |
86.93 |
83.46 |
76.04 |
|
| R2 |
81.47 |
81.47 |
75.54 |
|
| R1 |
78.00 |
78.00 |
75.04 |
77.01 |
| PP |
76.01 |
76.01 |
76.01 |
75.51 |
| S1 |
72.54 |
72.54 |
74.04 |
71.55 |
| S2 |
70.55 |
70.55 |
73.54 |
|
| S3 |
65.09 |
67.08 |
73.04 |
|
| S4 |
59.63 |
61.62 |
71.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.75 |
74.01 |
5.74 |
7.7% |
2.27 |
3.0% |
9% |
False |
True |
273,964 |
| 10 |
84.45 |
74.01 |
10.44 |
14.0% |
2.11 |
2.8% |
5% |
False |
True |
211,480 |
| 20 |
84.45 |
74.01 |
10.44 |
14.0% |
1.86 |
2.5% |
5% |
False |
True |
140,199 |
| 40 |
84.45 |
72.45 |
12.00 |
16.1% |
2.06 |
2.8% |
17% |
False |
False |
103,380 |
| 60 |
84.45 |
72.45 |
12.00 |
16.1% |
2.13 |
2.9% |
17% |
False |
False |
75,227 |
| 80 |
84.45 |
68.01 |
16.44 |
22.1% |
2.11 |
2.8% |
40% |
False |
False |
59,142 |
| 100 |
84.45 |
67.46 |
16.99 |
22.8% |
2.08 |
2.8% |
42% |
False |
False |
48,610 |
| 120 |
84.45 |
67.46 |
16.99 |
22.8% |
1.98 |
2.7% |
42% |
False |
False |
41,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.08 |
|
2.618 |
83.02 |
|
1.618 |
80.53 |
|
1.000 |
78.99 |
|
0.618 |
78.04 |
|
HIGH |
76.50 |
|
0.618 |
75.55 |
|
0.500 |
75.26 |
|
0.382 |
74.96 |
|
LOW |
74.01 |
|
0.618 |
72.47 |
|
1.000 |
71.52 |
|
1.618 |
69.98 |
|
2.618 |
67.49 |
|
4.250 |
63.43 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.26 |
76.69 |
| PP |
75.02 |
75.97 |
| S1 |
74.78 |
75.26 |
|