NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
74.24 |
74.02 |
-0.22 |
-0.3% |
74.60 |
High |
74.92 |
75.21 |
0.29 |
0.4% |
75.82 |
Low |
73.40 |
72.89 |
-0.51 |
-0.7% |
72.89 |
Close |
74.07 |
73.35 |
-0.72 |
-1.0% |
73.35 |
Range |
1.52 |
2.32 |
0.80 |
52.6% |
2.93 |
ATR |
1.90 |
1.93 |
0.03 |
1.6% |
0.00 |
Volume |
101,291 |
67,277 |
-34,014 |
-33.6% |
410,774 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.78 |
79.38 |
74.63 |
|
R3 |
78.46 |
77.06 |
73.99 |
|
R2 |
76.14 |
76.14 |
73.78 |
|
R1 |
74.74 |
74.74 |
73.56 |
74.28 |
PP |
73.82 |
73.82 |
73.82 |
73.59 |
S1 |
72.42 |
72.42 |
73.14 |
71.96 |
S2 |
71.50 |
71.50 |
72.92 |
|
S3 |
69.18 |
70.10 |
72.71 |
|
S4 |
66.86 |
67.78 |
72.07 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.81 |
81.01 |
74.96 |
|
R3 |
79.88 |
78.08 |
74.16 |
|
R2 |
76.95 |
76.95 |
73.89 |
|
R1 |
75.15 |
75.15 |
73.62 |
74.59 |
PP |
74.02 |
74.02 |
74.02 |
73.74 |
S1 |
72.22 |
72.22 |
73.08 |
71.66 |
S2 |
71.09 |
71.09 |
72.81 |
|
S3 |
68.16 |
69.29 |
72.54 |
|
S4 |
65.23 |
66.36 |
71.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.82 |
72.89 |
2.93 |
4.0% |
1.79 |
2.4% |
16% |
False |
True |
82,154 |
10 |
80.21 |
72.89 |
7.32 |
10.0% |
2.01 |
2.7% |
6% |
False |
True |
75,841 |
20 |
84.96 |
72.89 |
12.07 |
16.5% |
1.84 |
2.5% |
4% |
False |
True |
57,223 |
40 |
84.96 |
72.89 |
12.07 |
16.5% |
1.84 |
2.5% |
4% |
False |
True |
38,866 |
60 |
84.96 |
72.89 |
12.07 |
16.5% |
1.94 |
2.6% |
4% |
False |
True |
28,889 |
80 |
84.96 |
71.19 |
13.77 |
18.8% |
1.92 |
2.6% |
16% |
False |
False |
23,041 |
100 |
84.96 |
68.38 |
16.58 |
22.6% |
1.82 |
2.5% |
30% |
False |
False |
19,187 |
120 |
84.96 |
68.38 |
16.58 |
22.6% |
1.68 |
2.3% |
30% |
False |
False |
16,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.07 |
2.618 |
81.28 |
1.618 |
78.96 |
1.000 |
77.53 |
0.618 |
76.64 |
HIGH |
75.21 |
0.618 |
74.32 |
0.500 |
74.05 |
0.382 |
73.78 |
LOW |
72.89 |
0.618 |
71.46 |
1.000 |
70.57 |
1.618 |
69.14 |
2.618 |
66.82 |
4.250 |
63.03 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
74.05 |
74.20 |
PP |
73.82 |
73.92 |
S1 |
73.58 |
73.63 |
|