NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
81.11 |
83.16 |
2.05 |
2.5% |
79.88 |
High |
83.22 |
83.71 |
0.49 |
0.6% |
81.90 |
Low |
81.11 |
82.86 |
1.75 |
2.2% |
79.88 |
Close |
83.12 |
83.52 |
0.40 |
0.5% |
81.11 |
Range |
2.11 |
0.85 |
-1.26 |
-59.7% |
2.02 |
ATR |
1.71 |
1.65 |
-0.06 |
-3.6% |
0.00 |
Volume |
8,896 |
15,509 |
6,613 |
74.3% |
28,809 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.91 |
85.57 |
83.99 |
|
R3 |
85.06 |
84.72 |
83.75 |
|
R2 |
84.21 |
84.21 |
83.68 |
|
R1 |
83.87 |
83.87 |
83.60 |
84.04 |
PP |
83.36 |
83.36 |
83.36 |
83.45 |
S1 |
83.02 |
83.02 |
83.44 |
83.19 |
S2 |
82.51 |
82.51 |
83.36 |
|
S3 |
81.66 |
82.17 |
83.29 |
|
S4 |
80.81 |
81.32 |
83.05 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.02 |
86.09 |
82.22 |
|
R3 |
85.00 |
84.07 |
81.67 |
|
R2 |
82.98 |
82.98 |
81.48 |
|
R1 |
82.05 |
82.05 |
81.30 |
82.52 |
PP |
80.96 |
80.96 |
80.96 |
81.20 |
S1 |
80.03 |
80.03 |
80.92 |
80.50 |
S2 |
78.94 |
78.94 |
80.74 |
|
S3 |
76.92 |
78.01 |
80.55 |
|
S4 |
74.90 |
75.99 |
80.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.71 |
80.24 |
3.47 |
4.2% |
1.21 |
1.5% |
95% |
True |
False |
9,342 |
10 |
83.71 |
75.02 |
8.69 |
10.4% |
1.53 |
1.8% |
98% |
True |
False |
9,164 |
20 |
83.71 |
74.52 |
9.19 |
11.0% |
1.63 |
2.0% |
98% |
True |
False |
11,021 |
40 |
83.71 |
74.52 |
9.19 |
11.0% |
1.79 |
2.1% |
98% |
True |
False |
9,141 |
60 |
84.42 |
73.96 |
10.46 |
12.5% |
1.69 |
2.0% |
91% |
False |
False |
7,818 |
80 |
84.42 |
68.84 |
15.58 |
18.7% |
1.53 |
1.8% |
94% |
False |
False |
6,717 |
100 |
84.42 |
68.84 |
15.58 |
18.7% |
1.35 |
1.6% |
94% |
False |
False |
5,826 |
120 |
84.42 |
68.50 |
15.92 |
19.1% |
1.23 |
1.5% |
94% |
False |
False |
5,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.32 |
2.618 |
85.94 |
1.618 |
85.09 |
1.000 |
84.56 |
0.618 |
84.24 |
HIGH |
83.71 |
0.618 |
83.39 |
0.500 |
83.29 |
0.382 |
83.18 |
LOW |
82.86 |
0.618 |
82.33 |
1.000 |
82.01 |
1.618 |
81.48 |
2.618 |
80.63 |
4.250 |
79.25 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
83.44 |
83.14 |
PP |
83.36 |
82.75 |
S1 |
83.29 |
82.37 |
|