NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.28 |
74.69 |
-0.59 |
-0.8% |
78.21 |
| High |
75.39 |
75.09 |
-0.30 |
-0.4% |
79.47 |
| Low |
73.82 |
72.65 |
-1.17 |
-1.6% |
74.01 |
| Close |
74.71 |
73.67 |
-1.04 |
-1.4% |
74.54 |
| Range |
1.57 |
2.44 |
0.87 |
55.4% |
5.46 |
| ATR |
1.97 |
2.00 |
0.03 |
1.7% |
0.00 |
| Volume |
280,559 |
256,207 |
-24,352 |
-8.7% |
1,172,371 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.12 |
79.84 |
75.01 |
|
| R3 |
78.68 |
77.40 |
74.34 |
|
| R2 |
76.24 |
76.24 |
74.12 |
|
| R1 |
74.96 |
74.96 |
73.89 |
74.38 |
| PP |
73.80 |
73.80 |
73.80 |
73.52 |
| S1 |
72.52 |
72.52 |
73.45 |
71.94 |
| S2 |
71.36 |
71.36 |
73.22 |
|
| S3 |
68.92 |
70.08 |
73.00 |
|
| S4 |
66.48 |
67.64 |
72.33 |
|
|
| 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 |
78.36 |
72.65 |
5.71 |
7.8% |
2.11 |
2.9% |
18% |
False |
True |
303,352 |
| 10 |
81.01 |
72.65 |
8.36 |
11.3% |
2.04 |
2.8% |
12% |
False |
True |
263,656 |
| 20 |
84.45 |
72.65 |
11.80 |
16.0% |
1.83 |
2.5% |
9% |
False |
True |
176,143 |
| 40 |
84.45 |
72.45 |
12.00 |
16.3% |
1.96 |
2.7% |
10% |
False |
False |
121,802 |
| 60 |
84.45 |
72.45 |
12.00 |
16.3% |
2.10 |
2.8% |
10% |
False |
False |
89,209 |
| 80 |
84.45 |
69.77 |
14.68 |
19.9% |
2.09 |
2.8% |
27% |
False |
False |
69,923 |
| 100 |
84.45 |
67.46 |
16.99 |
23.1% |
2.05 |
2.8% |
37% |
False |
False |
57,332 |
| 120 |
84.45 |
67.46 |
16.99 |
23.1% |
2.00 |
2.7% |
37% |
False |
False |
48,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.46 |
|
2.618 |
81.48 |
|
1.618 |
79.04 |
|
1.000 |
77.53 |
|
0.618 |
76.60 |
|
HIGH |
75.09 |
|
0.618 |
74.16 |
|
0.500 |
73.87 |
|
0.382 |
73.58 |
|
LOW |
72.65 |
|
0.618 |
71.14 |
|
1.000 |
70.21 |
|
1.618 |
68.70 |
|
2.618 |
66.26 |
|
4.250 |
62.28 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.87 |
74.04 |
| PP |
73.80 |
73.91 |
| S1 |
73.74 |
73.79 |
|