NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
74.69 |
73.75 |
-0.94 |
-1.3% |
78.21 |
| High |
75.09 |
74.49 |
-0.60 |
-0.8% |
79.47 |
| Low |
72.65 |
72.93 |
0.28 |
0.4% |
74.01 |
| Close |
73.67 |
73.64 |
-0.03 |
0.0% |
74.54 |
| Range |
2.44 |
1.56 |
-0.88 |
-36.1% |
5.46 |
| ATR |
2.00 |
1.97 |
-0.03 |
-1.6% |
0.00 |
| Volume |
256,207 |
356,179 |
99,972 |
39.0% |
1,172,371 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.37 |
77.56 |
74.50 |
|
| R3 |
76.81 |
76.00 |
74.07 |
|
| R2 |
75.25 |
75.25 |
73.93 |
|
| R1 |
74.44 |
74.44 |
73.78 |
74.07 |
| PP |
73.69 |
73.69 |
73.69 |
73.50 |
| S1 |
72.88 |
72.88 |
73.50 |
72.51 |
| S2 |
72.13 |
72.13 |
73.35 |
|
| S3 |
70.57 |
71.32 |
73.21 |
|
| S4 |
69.01 |
69.76 |
72.78 |
|
|
| 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 |
76.50 |
72.65 |
3.85 |
5.2% |
1.88 |
2.6% |
26% |
False |
False |
313,836 |
| 10 |
80.75 |
72.65 |
8.10 |
11.0% |
1.97 |
2.7% |
12% |
False |
False |
282,842 |
| 20 |
84.45 |
72.65 |
11.80 |
16.0% |
1.84 |
2.5% |
8% |
False |
False |
192,151 |
| 40 |
84.45 |
72.45 |
12.00 |
16.3% |
1.93 |
2.6% |
10% |
False |
False |
129,961 |
| 60 |
84.45 |
72.45 |
12.00 |
16.3% |
2.08 |
2.8% |
10% |
False |
False |
94,926 |
| 80 |
84.45 |
69.77 |
14.68 |
19.9% |
2.09 |
2.8% |
26% |
False |
False |
74,282 |
| 100 |
84.45 |
67.46 |
16.99 |
23.1% |
2.05 |
2.8% |
36% |
False |
False |
60,820 |
| 120 |
84.45 |
67.46 |
16.99 |
23.1% |
2.01 |
2.7% |
36% |
False |
False |
51,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.12 |
|
2.618 |
78.57 |
|
1.618 |
77.01 |
|
1.000 |
76.05 |
|
0.618 |
75.45 |
|
HIGH |
74.49 |
|
0.618 |
73.89 |
|
0.500 |
73.71 |
|
0.382 |
73.53 |
|
LOW |
72.93 |
|
0.618 |
71.97 |
|
1.000 |
71.37 |
|
1.618 |
70.41 |
|
2.618 |
68.85 |
|
4.250 |
66.30 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.71 |
74.02 |
| PP |
73.69 |
73.89 |
| S1 |
73.66 |
73.77 |
|