NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
82.80 |
82.92 |
0.12 |
0.1% |
79.50 |
| High |
83.20 |
84.60 |
1.40 |
1.7% |
81.37 |
| Low |
82.24 |
82.13 |
-0.11 |
-0.1% |
79.22 |
| Close |
82.99 |
84.31 |
1.32 |
1.6% |
80.63 |
| Range |
0.96 |
2.47 |
1.51 |
157.3% |
2.15 |
| ATR |
1.76 |
1.81 |
0.05 |
2.9% |
0.00 |
| Volume |
30,877 |
36,974 |
6,097 |
19.7% |
53,010 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.09 |
90.17 |
85.67 |
|
| R3 |
88.62 |
87.70 |
84.99 |
|
| R2 |
86.15 |
86.15 |
84.76 |
|
| R1 |
85.23 |
85.23 |
84.54 |
85.69 |
| PP |
83.68 |
83.68 |
83.68 |
83.91 |
| S1 |
82.76 |
82.76 |
84.08 |
83.22 |
| S2 |
81.21 |
81.21 |
83.86 |
|
| S3 |
78.74 |
80.29 |
83.63 |
|
| S4 |
76.27 |
77.82 |
82.95 |
|
|
| 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 |
84.60 |
79.95 |
4.65 |
5.5% |
1.44 |
1.7% |
94% |
True |
False |
23,621 |
| 10 |
84.60 |
74.28 |
10.32 |
12.2% |
1.63 |
1.9% |
97% |
True |
False |
20,011 |
| 20 |
84.60 |
73.72 |
10.88 |
12.9% |
1.74 |
2.1% |
97% |
True |
False |
21,974 |
| 40 |
84.60 |
73.72 |
10.88 |
12.9% |
1.93 |
2.3% |
97% |
True |
False |
16,454 |
| 60 |
84.60 |
73.72 |
10.88 |
12.9% |
1.93 |
2.3% |
97% |
True |
False |
13,102 |
| 80 |
84.60 |
68.38 |
16.22 |
19.2% |
1.82 |
2.2% |
98% |
True |
False |
10,825 |
| 100 |
84.60 |
68.38 |
16.22 |
19.2% |
1.68 |
2.0% |
98% |
True |
False |
9,145 |
| 120 |
84.60 |
68.38 |
16.22 |
19.2% |
1.55 |
1.8% |
98% |
True |
False |
8,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.10 |
|
2.618 |
91.07 |
|
1.618 |
88.60 |
|
1.000 |
87.07 |
|
0.618 |
86.13 |
|
HIGH |
84.60 |
|
0.618 |
83.66 |
|
0.500 |
83.37 |
|
0.382 |
83.07 |
|
LOW |
82.13 |
|
0.618 |
80.60 |
|
1.000 |
79.66 |
|
1.618 |
78.13 |
|
2.618 |
75.66 |
|
4.250 |
71.63 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.00 |
83.82 |
| PP |
83.68 |
83.32 |
| S1 |
83.37 |
82.83 |
|