NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.65 |
74.82 |
-0.83 |
-1.1% |
79.30 |
| High |
76.02 |
75.49 |
-0.53 |
-0.7% |
80.43 |
| Low |
73.87 |
73.99 |
0.12 |
0.2% |
74.96 |
| Close |
74.75 |
74.64 |
-0.11 |
-0.1% |
75.46 |
| Range |
2.15 |
1.50 |
-0.65 |
-30.2% |
5.47 |
| ATR |
1.84 |
1.81 |
-0.02 |
-1.3% |
0.00 |
| Volume |
29,897 |
47,562 |
17,665 |
59.1% |
122,310 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.21 |
78.42 |
75.47 |
|
| R3 |
77.71 |
76.92 |
75.05 |
|
| R2 |
76.21 |
76.21 |
74.92 |
|
| R1 |
75.42 |
75.42 |
74.78 |
75.07 |
| PP |
74.71 |
74.71 |
74.71 |
74.53 |
| S1 |
73.92 |
73.92 |
74.50 |
73.57 |
| S2 |
73.21 |
73.21 |
74.37 |
|
| S3 |
71.71 |
72.42 |
74.23 |
|
| S4 |
70.21 |
70.92 |
73.82 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.36 |
89.88 |
78.47 |
|
| R3 |
87.89 |
84.41 |
76.96 |
|
| R2 |
82.42 |
82.42 |
76.46 |
|
| R1 |
78.94 |
78.94 |
75.96 |
77.95 |
| PP |
76.95 |
76.95 |
76.95 |
76.45 |
| S1 |
73.47 |
73.47 |
74.96 |
72.48 |
| S2 |
71.48 |
71.48 |
74.46 |
|
| S3 |
66.01 |
68.00 |
73.96 |
|
| S4 |
60.54 |
62.53 |
72.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.55 |
73.87 |
3.68 |
4.9% |
1.76 |
2.4% |
21% |
False |
False |
36,022 |
| 10 |
81.95 |
73.87 |
8.08 |
10.8% |
1.84 |
2.5% |
10% |
False |
False |
32,916 |
| 20 |
85.43 |
73.87 |
11.56 |
15.5% |
1.72 |
2.3% |
7% |
False |
False |
24,798 |
| 40 |
85.43 |
73.87 |
11.56 |
15.5% |
1.73 |
2.3% |
7% |
False |
False |
17,973 |
| 60 |
85.43 |
73.87 |
11.56 |
15.5% |
1.79 |
2.4% |
7% |
False |
False |
14,051 |
| 80 |
85.43 |
71.93 |
13.50 |
18.1% |
1.69 |
2.3% |
20% |
False |
False |
11,705 |
| 100 |
85.43 |
68.84 |
16.59 |
22.2% |
1.53 |
2.1% |
35% |
False |
False |
10,004 |
| 120 |
85.43 |
68.84 |
16.59 |
22.2% |
1.38 |
1.9% |
35% |
False |
False |
8,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.87 |
|
2.618 |
79.42 |
|
1.618 |
77.92 |
|
1.000 |
76.99 |
|
0.618 |
76.42 |
|
HIGH |
75.49 |
|
0.618 |
74.92 |
|
0.500 |
74.74 |
|
0.382 |
74.56 |
|
LOW |
73.99 |
|
0.618 |
73.06 |
|
1.000 |
72.49 |
|
1.618 |
71.56 |
|
2.618 |
70.06 |
|
4.250 |
67.62 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.74 |
75.03 |
| PP |
74.71 |
74.90 |
| S1 |
74.67 |
74.77 |
|