NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
74.60 |
75.70 |
1.10 |
1.5% |
78.68 |
High |
75.82 |
75.73 |
-0.09 |
-0.1% |
79.94 |
Low |
74.52 |
74.27 |
-0.25 |
-0.3% |
74.37 |
Close |
75.69 |
75.15 |
-0.54 |
-0.7% |
74.92 |
Range |
1.30 |
1.46 |
0.16 |
12.3% |
5.57 |
ATR |
1.93 |
1.90 |
-0.03 |
-1.7% |
0.00 |
Volume |
93,682 |
87,651 |
-6,031 |
-6.4% |
286,178 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.43 |
78.75 |
75.95 |
|
R3 |
77.97 |
77.29 |
75.55 |
|
R2 |
76.51 |
76.51 |
75.42 |
|
R1 |
75.83 |
75.83 |
75.28 |
75.44 |
PP |
75.05 |
75.05 |
75.05 |
74.86 |
S1 |
74.37 |
74.37 |
75.02 |
73.98 |
S2 |
73.59 |
73.59 |
74.88 |
|
S3 |
72.13 |
72.91 |
74.75 |
|
S4 |
70.67 |
71.45 |
74.35 |
|
|
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 |
79.80 |
74.27 |
5.53 |
7.4% |
2.00 |
2.7% |
16% |
False |
True |
83,613 |
10 |
83.32 |
74.27 |
9.05 |
12.0% |
2.00 |
2.7% |
10% |
False |
True |
66,910 |
20 |
84.96 |
74.27 |
10.69 |
14.2% |
1.71 |
2.3% |
8% |
False |
True |
47,584 |
40 |
84.96 |
73.72 |
11.24 |
15.0% |
1.90 |
2.5% |
13% |
False |
False |
34,284 |
60 |
84.96 |
73.72 |
11.24 |
15.0% |
1.96 |
2.6% |
13% |
False |
False |
25,350 |
80 |
84.96 |
70.45 |
14.51 |
19.3% |
1.91 |
2.5% |
32% |
False |
False |
20,391 |
100 |
84.96 |
68.38 |
16.58 |
22.1% |
1.77 |
2.4% |
41% |
False |
False |
16,982 |
120 |
84.96 |
68.38 |
16.58 |
22.1% |
1.66 |
2.2% |
41% |
False |
False |
14,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.94 |
2.618 |
79.55 |
1.618 |
78.09 |
1.000 |
77.19 |
0.618 |
76.63 |
HIGH |
75.73 |
0.618 |
75.17 |
0.500 |
75.00 |
0.382 |
74.83 |
LOW |
74.27 |
0.618 |
73.37 |
1.000 |
72.81 |
1.618 |
71.91 |
2.618 |
70.45 |
4.250 |
68.07 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
75.10 |
75.61 |
PP |
75.05 |
75.46 |
S1 |
75.00 |
75.30 |
|