NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.67 |
84.04 |
0.37 |
0.4% |
81.23 |
| High |
84.50 |
84.96 |
0.46 |
0.5% |
84.60 |
| Low |
83.00 |
82.99 |
-0.01 |
0.0% |
81.05 |
| Close |
83.87 |
83.55 |
-0.32 |
-0.4% |
83.87 |
| Range |
1.50 |
1.97 |
0.47 |
31.3% |
3.55 |
| ATR |
1.74 |
1.76 |
0.02 |
0.9% |
0.00 |
| Volume |
42,910 |
41,106 |
-1,804 |
-4.2% |
188,481 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.74 |
88.62 |
84.63 |
|
| R3 |
87.77 |
86.65 |
84.09 |
|
| R2 |
85.80 |
85.80 |
83.91 |
|
| R1 |
84.68 |
84.68 |
83.73 |
84.26 |
| PP |
83.83 |
83.83 |
83.83 |
83.62 |
| S1 |
82.71 |
82.71 |
83.37 |
82.29 |
| S2 |
81.86 |
81.86 |
83.19 |
|
| S3 |
79.89 |
80.74 |
83.01 |
|
| S4 |
77.92 |
78.77 |
82.47 |
|
|
| 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 |
84.96 |
82.13 |
2.83 |
3.4% |
1.61 |
1.9% |
50% |
True |
False |
42,447 |
| 10 |
84.96 |
79.22 |
5.74 |
6.9% |
1.42 |
1.7% |
75% |
True |
False |
28,259 |
| 20 |
84.96 |
73.72 |
11.24 |
13.5% |
1.62 |
1.9% |
87% |
True |
False |
25,195 |
| 40 |
84.96 |
73.72 |
11.24 |
13.5% |
1.91 |
2.3% |
87% |
True |
False |
19,610 |
| 60 |
84.96 |
73.72 |
11.24 |
13.5% |
1.96 |
2.3% |
87% |
True |
False |
15,204 |
| 80 |
84.96 |
68.38 |
16.58 |
19.8% |
1.83 |
2.2% |
91% |
True |
False |
12,522 |
| 100 |
84.96 |
68.38 |
16.58 |
19.8% |
1.68 |
2.0% |
91% |
True |
False |
10,513 |
| 120 |
84.96 |
68.38 |
16.58 |
19.8% |
1.57 |
1.9% |
91% |
True |
False |
9,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.33 |
|
2.618 |
90.12 |
|
1.618 |
88.15 |
|
1.000 |
86.93 |
|
0.618 |
86.18 |
|
HIGH |
84.96 |
|
0.618 |
84.21 |
|
0.500 |
83.98 |
|
0.382 |
83.74 |
|
LOW |
82.99 |
|
0.618 |
81.77 |
|
1.000 |
81.02 |
|
1.618 |
79.80 |
|
2.618 |
77.83 |
|
4.250 |
74.62 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.98 |
83.98 |
| PP |
83.83 |
83.83 |
| S1 |
83.69 |
83.69 |
|