NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.15 |
76.18 |
-1.97 |
-2.5% |
78.68 |
High |
78.79 |
76.95 |
-1.84 |
-2.3% |
79.94 |
Low |
76.13 |
74.37 |
-1.76 |
-2.3% |
74.37 |
Close |
76.53 |
74.92 |
-1.61 |
-2.1% |
74.92 |
Range |
2.66 |
2.58 |
-0.08 |
-3.0% |
5.57 |
ATR |
1.94 |
1.98 |
0.05 |
2.4% |
0.00 |
Volume |
73,437 |
73,163 |
-274 |
-0.4% |
286,178 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.15 |
81.62 |
76.34 |
|
R3 |
80.57 |
79.04 |
75.63 |
|
R2 |
77.99 |
77.99 |
75.39 |
|
R1 |
76.46 |
76.46 |
75.16 |
75.94 |
PP |
75.41 |
75.41 |
75.41 |
75.15 |
S1 |
73.88 |
73.88 |
74.68 |
73.36 |
S2 |
72.83 |
72.83 |
74.45 |
|
S3 |
70.25 |
71.30 |
74.21 |
|
S4 |
67.67 |
68.72 |
73.50 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.12 |
89.59 |
77.98 |
|
R3 |
87.55 |
84.02 |
76.45 |
|
R2 |
81.98 |
81.98 |
75.94 |
|
R1 |
78.45 |
78.45 |
75.43 |
77.43 |
PP |
76.41 |
76.41 |
76.41 |
75.90 |
S1 |
72.88 |
72.88 |
74.41 |
71.86 |
S2 |
70.84 |
70.84 |
73.90 |
|
S3 |
65.27 |
67.31 |
73.39 |
|
S4 |
59.70 |
61.74 |
71.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.21 |
74.37 |
5.84 |
7.8% |
2.23 |
3.0% |
9% |
False |
True |
69,528 |
10 |
84.96 |
74.37 |
10.59 |
14.1% |
2.07 |
2.8% |
5% |
False |
True |
57,178 |
20 |
84.96 |
74.37 |
10.59 |
14.1% |
1.81 |
2.4% |
5% |
False |
True |
40,755 |
40 |
84.96 |
73.72 |
11.24 |
15.0% |
1.94 |
2.6% |
11% |
False |
False |
30,450 |
60 |
84.96 |
73.72 |
11.24 |
15.0% |
1.98 |
2.6% |
11% |
False |
False |
22,517 |
80 |
84.96 |
68.94 |
16.02 |
21.4% |
1.92 |
2.6% |
37% |
False |
False |
18,214 |
100 |
84.96 |
68.38 |
16.58 |
22.1% |
1.78 |
2.4% |
39% |
False |
False |
15,208 |
120 |
84.96 |
68.38 |
16.58 |
22.1% |
1.64 |
2.2% |
39% |
False |
False |
13,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.92 |
2.618 |
83.70 |
1.618 |
81.12 |
1.000 |
79.53 |
0.618 |
78.54 |
HIGH |
76.95 |
0.618 |
75.96 |
0.500 |
75.66 |
0.382 |
75.36 |
LOW |
74.37 |
0.618 |
72.78 |
1.000 |
71.79 |
1.618 |
70.20 |
2.618 |
67.62 |
4.250 |
63.41 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
75.66 |
77.09 |
PP |
75.41 |
76.36 |
S1 |
75.17 |
75.64 |
|