NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
76.18 |
74.60 |
-1.58 |
-2.1% |
78.68 |
High |
76.95 |
75.82 |
-1.13 |
-1.5% |
79.94 |
Low |
74.37 |
74.52 |
0.15 |
0.2% |
74.37 |
Close |
74.92 |
75.69 |
0.77 |
1.0% |
74.92 |
Range |
2.58 |
1.30 |
-1.28 |
-49.6% |
5.57 |
ATR |
1.98 |
1.93 |
-0.05 |
-2.5% |
0.00 |
Volume |
73,163 |
93,682 |
20,519 |
28.0% |
286,178 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.24 |
78.77 |
76.41 |
|
R3 |
77.94 |
77.47 |
76.05 |
|
R2 |
76.64 |
76.64 |
75.93 |
|
R1 |
76.17 |
76.17 |
75.81 |
76.41 |
PP |
75.34 |
75.34 |
75.34 |
75.46 |
S1 |
74.87 |
74.87 |
75.57 |
75.11 |
S2 |
74.04 |
74.04 |
75.45 |
|
S3 |
72.74 |
73.57 |
75.33 |
|
S4 |
71.44 |
72.27 |
74.98 |
|
|
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 |
79.94 |
74.37 |
5.57 |
7.4% |
2.19 |
2.9% |
24% |
False |
False |
75,972 |
10 |
84.96 |
74.37 |
10.59 |
14.0% |
2.05 |
2.7% |
12% |
False |
False |
62,255 |
20 |
84.96 |
74.37 |
10.59 |
14.0% |
1.74 |
2.3% |
12% |
False |
False |
44,681 |
40 |
84.96 |
73.72 |
11.24 |
14.9% |
1.93 |
2.5% |
18% |
False |
False |
32,508 |
60 |
84.96 |
73.72 |
11.24 |
14.9% |
1.98 |
2.6% |
18% |
False |
False |
23,977 |
80 |
84.96 |
69.55 |
15.41 |
20.4% |
1.93 |
2.5% |
40% |
False |
False |
19,345 |
100 |
84.96 |
68.38 |
16.58 |
21.9% |
1.77 |
2.3% |
44% |
False |
False |
16,119 |
120 |
84.96 |
68.38 |
16.58 |
21.9% |
1.65 |
2.2% |
44% |
False |
False |
13,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.35 |
2.618 |
79.22 |
1.618 |
77.92 |
1.000 |
77.12 |
0.618 |
76.62 |
HIGH |
75.82 |
0.618 |
75.32 |
0.500 |
75.17 |
0.382 |
75.02 |
LOW |
74.52 |
0.618 |
73.72 |
1.000 |
73.22 |
1.618 |
72.42 |
2.618 |
71.12 |
4.250 |
69.00 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
75.52 |
76.58 |
PP |
75.34 |
76.28 |
S1 |
75.17 |
75.99 |
|