NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
74.24 |
75.28 |
1.04 |
1.4% |
78.21 |
| High |
75.42 |
75.39 |
-0.03 |
0.0% |
79.47 |
| Low |
74.06 |
73.82 |
-0.24 |
-0.3% |
74.01 |
| Close |
75.26 |
74.71 |
-0.55 |
-0.7% |
74.54 |
| Range |
1.36 |
1.57 |
0.21 |
15.4% |
5.46 |
| ATR |
2.00 |
1.97 |
-0.03 |
-1.5% |
0.00 |
| Volume |
348,819 |
280,559 |
-68,260 |
-19.6% |
1,172,371 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.35 |
78.60 |
75.57 |
|
| R3 |
77.78 |
77.03 |
75.14 |
|
| R2 |
76.21 |
76.21 |
75.00 |
|
| R1 |
75.46 |
75.46 |
74.85 |
75.05 |
| PP |
74.64 |
74.64 |
74.64 |
74.44 |
| S1 |
73.89 |
73.89 |
74.57 |
73.48 |
| S2 |
73.07 |
73.07 |
74.42 |
|
| S3 |
71.50 |
72.32 |
74.28 |
|
| S4 |
69.93 |
70.75 |
73.85 |
|
|
| 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 |
79.36 |
73.82 |
5.54 |
7.4% |
2.04 |
2.7% |
16% |
False |
True |
322,332 |
| 10 |
82.82 |
73.82 |
9.00 |
12.0% |
2.05 |
2.7% |
10% |
False |
True |
251,090 |
| 20 |
84.45 |
73.82 |
10.63 |
14.2% |
1.77 |
2.4% |
8% |
False |
True |
164,739 |
| 40 |
84.45 |
72.45 |
12.00 |
16.1% |
2.03 |
2.7% |
19% |
False |
False |
116,681 |
| 60 |
84.45 |
72.45 |
12.00 |
16.1% |
2.11 |
2.8% |
19% |
False |
False |
85,168 |
| 80 |
84.45 |
69.77 |
14.68 |
19.6% |
2.08 |
2.8% |
34% |
False |
False |
66,846 |
| 100 |
84.45 |
67.46 |
16.99 |
22.7% |
2.04 |
2.7% |
43% |
False |
False |
54,818 |
| 120 |
84.45 |
67.46 |
16.99 |
22.7% |
1.99 |
2.7% |
43% |
False |
False |
46,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.06 |
|
2.618 |
79.50 |
|
1.618 |
77.93 |
|
1.000 |
76.96 |
|
0.618 |
76.36 |
|
HIGH |
75.39 |
|
0.618 |
74.79 |
|
0.500 |
74.61 |
|
0.382 |
74.42 |
|
LOW |
73.82 |
|
0.618 |
72.85 |
|
1.000 |
72.25 |
|
1.618 |
71.28 |
|
2.618 |
69.71 |
|
4.250 |
67.15 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.68 |
75.16 |
| PP |
74.64 |
75.01 |
| S1 |
74.61 |
74.86 |
|