NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
80.76 |
81.23 |
0.47 |
0.6% |
79.50 |
| High |
81.37 |
82.77 |
1.40 |
1.7% |
81.37 |
| Low |
80.52 |
81.05 |
0.53 |
0.7% |
79.22 |
| Close |
80.63 |
82.65 |
2.02 |
2.5% |
80.63 |
| Range |
0.85 |
1.72 |
0.87 |
102.4% |
2.15 |
| ATR |
1.80 |
1.82 |
0.02 |
1.4% |
0.00 |
| Volume |
16,332 |
17,352 |
1,020 |
6.2% |
53,010 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.32 |
86.70 |
83.60 |
|
| R3 |
85.60 |
84.98 |
83.12 |
|
| R2 |
83.88 |
83.88 |
82.97 |
|
| R1 |
83.26 |
83.26 |
82.81 |
83.57 |
| PP |
82.16 |
82.16 |
82.16 |
82.31 |
| S1 |
81.54 |
81.54 |
82.49 |
81.85 |
| S2 |
80.44 |
80.44 |
82.33 |
|
| S3 |
78.72 |
79.82 |
82.18 |
|
| S4 |
77.00 |
78.10 |
81.70 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
85.89 |
81.81 |
|
| R3 |
84.71 |
83.74 |
81.22 |
|
| R2 |
82.56 |
82.56 |
81.02 |
|
| R1 |
81.59 |
81.59 |
80.83 |
82.08 |
| PP |
80.41 |
80.41 |
80.41 |
80.65 |
| S1 |
79.44 |
79.44 |
80.43 |
79.93 |
| S2 |
78.26 |
78.26 |
80.24 |
|
| S3 |
76.11 |
77.29 |
80.04 |
|
| S4 |
73.96 |
75.14 |
79.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.77 |
79.22 |
3.55 |
4.3% |
1.24 |
1.5% |
97% |
True |
False |
14,072 |
| 10 |
82.77 |
74.28 |
8.49 |
10.3% |
1.66 |
2.0% |
99% |
True |
False |
17,919 |
| 20 |
82.77 |
73.72 |
9.05 |
10.9% |
1.79 |
2.2% |
99% |
True |
False |
20,465 |
| 40 |
82.99 |
73.72 |
9.27 |
11.2% |
1.94 |
2.3% |
96% |
False |
False |
15,195 |
| 60 |
84.09 |
71.85 |
12.24 |
14.8% |
1.94 |
2.3% |
88% |
False |
False |
12,096 |
| 80 |
84.09 |
68.38 |
15.71 |
19.0% |
1.82 |
2.2% |
91% |
False |
False |
10,061 |
| 100 |
84.09 |
68.38 |
15.71 |
19.0% |
1.66 |
2.0% |
91% |
False |
False |
8,509 |
| 120 |
84.09 |
67.19 |
16.90 |
20.4% |
1.53 |
1.9% |
91% |
False |
False |
7,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.08 |
|
2.618 |
87.27 |
|
1.618 |
85.55 |
|
1.000 |
84.49 |
|
0.618 |
83.83 |
|
HIGH |
82.77 |
|
0.618 |
82.11 |
|
0.500 |
81.91 |
|
0.382 |
81.71 |
|
LOW |
81.05 |
|
0.618 |
79.99 |
|
1.000 |
79.33 |
|
1.618 |
78.27 |
|
2.618 |
76.55 |
|
4.250 |
73.74 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.40 |
82.22 |
| PP |
82.16 |
81.79 |
| S1 |
81.91 |
81.36 |
|