NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.58 |
81.64 |
-1.94 |
-2.3% |
81.11 |
| High |
83.89 |
82.11 |
-1.78 |
-2.1% |
85.13 |
| Low |
81.50 |
80.00 |
-1.50 |
-1.8% |
81.11 |
| Close |
82.28 |
81.21 |
-1.07 |
-1.3% |
84.47 |
| Range |
2.39 |
2.11 |
-0.28 |
-11.7% |
4.02 |
| ATR |
1.71 |
1.75 |
0.04 |
2.4% |
0.00 |
| Volume |
14,649 |
22,787 |
8,138 |
55.6% |
86,633 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.44 |
86.43 |
82.37 |
|
| R3 |
85.33 |
84.32 |
81.79 |
|
| R2 |
83.22 |
83.22 |
81.60 |
|
| R1 |
82.21 |
82.21 |
81.40 |
81.66 |
| PP |
81.11 |
81.11 |
81.11 |
80.83 |
| S1 |
80.10 |
80.10 |
81.02 |
79.55 |
| S2 |
79.00 |
79.00 |
80.82 |
|
| S3 |
76.89 |
77.99 |
80.63 |
|
| S4 |
74.78 |
75.88 |
80.05 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.63 |
94.07 |
86.68 |
|
| R3 |
91.61 |
90.05 |
85.58 |
|
| R2 |
87.59 |
87.59 |
85.21 |
|
| R1 |
86.03 |
86.03 |
84.84 |
86.81 |
| PP |
83.57 |
83.57 |
83.57 |
83.96 |
| S1 |
82.01 |
82.01 |
84.10 |
82.79 |
| S2 |
79.55 |
79.55 |
83.73 |
|
| S3 |
75.53 |
77.99 |
83.36 |
|
| S4 |
71.51 |
73.97 |
82.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.43 |
80.00 |
5.43 |
6.7% |
1.74 |
2.1% |
22% |
False |
True |
21,758 |
| 10 |
85.43 |
80.00 |
5.43 |
6.7% |
1.60 |
2.0% |
22% |
False |
True |
16,680 |
| 20 |
85.43 |
75.02 |
10.41 |
12.8% |
1.63 |
2.0% |
59% |
False |
False |
12,915 |
| 40 |
85.43 |
74.52 |
10.91 |
13.4% |
1.78 |
2.2% |
61% |
False |
False |
11,362 |
| 60 |
85.43 |
74.52 |
10.91 |
13.4% |
1.76 |
2.2% |
61% |
False |
False |
9,399 |
| 80 |
85.43 |
68.84 |
16.59 |
20.4% |
1.63 |
2.0% |
75% |
False |
False |
8,070 |
| 100 |
85.43 |
68.84 |
16.59 |
20.4% |
1.39 |
1.7% |
75% |
False |
False |
6,939 |
| 120 |
85.43 |
68.84 |
16.59 |
20.4% |
1.29 |
1.6% |
75% |
False |
False |
6,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.08 |
|
2.618 |
87.63 |
|
1.618 |
85.52 |
|
1.000 |
84.22 |
|
0.618 |
83.41 |
|
HIGH |
82.11 |
|
0.618 |
81.30 |
|
0.500 |
81.06 |
|
0.382 |
80.81 |
|
LOW |
80.00 |
|
0.618 |
78.70 |
|
1.000 |
77.89 |
|
1.618 |
76.59 |
|
2.618 |
74.48 |
|
4.250 |
71.03 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.16 |
82.72 |
| PP |
81.11 |
82.21 |
| S1 |
81.06 |
81.71 |
|