NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
84.50 |
83.67 |
-0.83 |
-1.0% |
81.23 |
| High |
84.50 |
84.50 |
0.00 |
0.0% |
84.60 |
| Low |
83.36 |
83.00 |
-0.36 |
-0.4% |
81.05 |
| Close |
83.75 |
83.87 |
0.12 |
0.1% |
83.87 |
| Range |
1.14 |
1.50 |
0.36 |
31.6% |
3.55 |
| ATR |
1.76 |
1.74 |
-0.02 |
-1.1% |
0.00 |
| Volume |
60,368 |
42,910 |
-17,458 |
-28.9% |
188,481 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.29 |
87.58 |
84.70 |
|
| R3 |
86.79 |
86.08 |
84.28 |
|
| R2 |
85.29 |
85.29 |
84.15 |
|
| R1 |
84.58 |
84.58 |
84.01 |
84.94 |
| PP |
83.79 |
83.79 |
83.79 |
83.97 |
| S1 |
83.08 |
83.08 |
83.73 |
83.44 |
| S2 |
82.29 |
82.29 |
83.60 |
|
| S3 |
80.79 |
81.58 |
83.46 |
|
| S4 |
79.29 |
80.08 |
83.05 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.82 |
92.40 |
85.82 |
|
| R3 |
90.27 |
88.85 |
84.85 |
|
| R2 |
86.72 |
86.72 |
84.52 |
|
| R1 |
85.30 |
85.30 |
84.20 |
86.01 |
| PP |
83.17 |
83.17 |
83.17 |
83.53 |
| S1 |
81.75 |
81.75 |
83.54 |
82.46 |
| S2 |
79.62 |
79.62 |
83.22 |
|
| S3 |
76.07 |
78.20 |
82.89 |
|
| S4 |
72.52 |
74.65 |
81.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.60 |
81.05 |
3.55 |
4.2% |
1.56 |
1.9% |
79% |
False |
False |
37,696 |
| 10 |
84.60 |
77.42 |
7.18 |
8.6% |
1.43 |
1.7% |
90% |
False |
False |
27,107 |
| 20 |
84.60 |
73.72 |
10.88 |
13.0% |
1.60 |
1.9% |
93% |
False |
False |
24,646 |
| 40 |
84.60 |
73.72 |
10.88 |
13.0% |
1.89 |
2.2% |
93% |
False |
False |
18,722 |
| 60 |
84.60 |
73.72 |
10.88 |
13.0% |
1.94 |
2.3% |
93% |
False |
False |
14,636 |
| 80 |
84.60 |
68.38 |
16.22 |
19.3% |
1.83 |
2.2% |
95% |
False |
False |
12,030 |
| 100 |
84.60 |
68.38 |
16.22 |
19.3% |
1.67 |
2.0% |
95% |
False |
False |
10,122 |
| 120 |
84.60 |
68.38 |
16.22 |
19.3% |
1.57 |
1.9% |
95% |
False |
False |
8,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.88 |
|
2.618 |
88.43 |
|
1.618 |
86.93 |
|
1.000 |
86.00 |
|
0.618 |
85.43 |
|
HIGH |
84.50 |
|
0.618 |
83.93 |
|
0.500 |
83.75 |
|
0.382 |
83.57 |
|
LOW |
83.00 |
|
0.618 |
82.07 |
|
1.000 |
81.50 |
|
1.618 |
80.57 |
|
2.618 |
79.07 |
|
4.250 |
76.63 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.83 |
83.70 |
| PP |
83.79 |
83.53 |
| S1 |
83.75 |
83.37 |
|