NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.09 |
81.02 |
-2.07 |
-2.5% |
81.23 |
| High |
83.32 |
81.54 |
-1.78 |
-2.1% |
84.60 |
| Low |
80.82 |
79.37 |
-1.45 |
-1.8% |
81.05 |
| Close |
81.70 |
80.60 |
-1.10 |
-1.3% |
83.87 |
| Range |
2.50 |
2.17 |
-0.33 |
-13.2% |
3.55 |
| ATR |
1.83 |
1.87 |
0.04 |
2.0% |
0.00 |
| Volume |
30,455 |
53,347 |
22,892 |
75.2% |
188,481 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.01 |
85.98 |
81.79 |
|
| R3 |
84.84 |
83.81 |
81.20 |
|
| R2 |
82.67 |
82.67 |
81.00 |
|
| R1 |
81.64 |
81.64 |
80.80 |
81.07 |
| PP |
80.50 |
80.50 |
80.50 |
80.22 |
| S1 |
79.47 |
79.47 |
80.40 |
78.90 |
| S2 |
78.33 |
78.33 |
80.20 |
|
| S3 |
76.16 |
77.30 |
80.00 |
|
| S4 |
73.99 |
75.13 |
79.41 |
|
|
| 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 |
79.37 |
5.59 |
6.9% |
1.86 |
2.3% |
22% |
False |
True |
45,637 |
| 10 |
84.96 |
79.37 |
5.59 |
6.9% |
1.65 |
2.0% |
22% |
False |
True |
34,629 |
| 20 |
84.96 |
74.28 |
10.68 |
13.3% |
1.72 |
2.1% |
59% |
False |
False |
27,074 |
| 40 |
84.96 |
73.72 |
11.24 |
13.9% |
1.91 |
2.4% |
61% |
False |
False |
21,351 |
| 60 |
84.96 |
73.72 |
11.24 |
13.9% |
1.97 |
2.4% |
61% |
False |
False |
16,363 |
| 80 |
84.96 |
68.38 |
16.58 |
20.6% |
1.88 |
2.3% |
74% |
False |
False |
13,518 |
| 100 |
84.96 |
68.38 |
16.58 |
20.6% |
1.69 |
2.1% |
74% |
False |
False |
11,311 |
| 120 |
84.96 |
68.38 |
16.58 |
20.6% |
1.60 |
2.0% |
74% |
False |
False |
9,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.76 |
|
2.618 |
87.22 |
|
1.618 |
85.05 |
|
1.000 |
83.71 |
|
0.618 |
82.88 |
|
HIGH |
81.54 |
|
0.618 |
80.71 |
|
0.500 |
80.46 |
|
0.382 |
80.20 |
|
LOW |
79.37 |
|
0.618 |
78.03 |
|
1.000 |
77.20 |
|
1.618 |
75.86 |
|
2.618 |
73.69 |
|
4.250 |
70.15 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.55 |
82.17 |
| PP |
80.50 |
81.64 |
| S1 |
80.46 |
81.12 |
|