NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
83.94 |
85.43 |
1.49 |
1.8% |
80.66 |
| High |
85.62 |
85.43 |
-0.19 |
-0.2% |
82.35 |
| Low |
83.35 |
84.34 |
0.99 |
1.2% |
80.31 |
| Close |
85.34 |
84.75 |
-0.59 |
-0.7% |
81.59 |
| Range |
2.27 |
1.09 |
-1.18 |
-52.0% |
2.04 |
| ATR |
1.78 |
1.74 |
-0.05 |
-2.8% |
0.00 |
| Volume |
27,354 |
39,887 |
12,533 |
45.8% |
44,048 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.11 |
87.52 |
85.35 |
|
| R3 |
87.02 |
86.43 |
85.05 |
|
| R2 |
85.93 |
85.93 |
84.95 |
|
| R1 |
85.34 |
85.34 |
84.85 |
85.09 |
| PP |
84.84 |
84.84 |
84.84 |
84.72 |
| S1 |
84.25 |
84.25 |
84.65 |
84.00 |
| S2 |
83.75 |
83.75 |
84.55 |
|
| S3 |
82.66 |
83.16 |
84.45 |
|
| S4 |
81.57 |
82.07 |
84.15 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.54 |
86.60 |
82.71 |
|
| R3 |
85.50 |
84.56 |
82.15 |
|
| R2 |
83.46 |
83.46 |
81.96 |
|
| R1 |
82.52 |
82.52 |
81.78 |
82.99 |
| PP |
81.42 |
81.42 |
81.42 |
81.65 |
| S1 |
80.48 |
80.48 |
81.40 |
80.95 |
| S2 |
79.38 |
79.38 |
81.22 |
|
| S3 |
77.34 |
78.44 |
81.03 |
|
| S4 |
75.30 |
76.40 |
80.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.62 |
81.52 |
4.10 |
4.8% |
1.35 |
1.6% |
79% |
False |
False |
24,494 |
| 10 |
85.62 |
76.80 |
8.82 |
10.4% |
1.47 |
1.7% |
90% |
False |
False |
19,054 |
| 20 |
85.62 |
75.00 |
10.62 |
12.5% |
1.67 |
2.0% |
92% |
False |
False |
21,260 |
| 40 |
85.62 |
75.00 |
10.62 |
12.5% |
1.89 |
2.2% |
92% |
False |
False |
20,097 |
| 60 |
85.62 |
75.00 |
10.62 |
12.5% |
1.96 |
2.3% |
92% |
False |
False |
18,497 |
| 80 |
85.62 |
69.40 |
16.22 |
19.1% |
1.96 |
2.3% |
95% |
False |
False |
16,674 |
| 100 |
85.62 |
69.40 |
16.22 |
19.1% |
1.93 |
2.3% |
95% |
False |
False |
15,274 |
| 120 |
85.62 |
69.40 |
16.22 |
19.1% |
1.91 |
2.3% |
95% |
False |
False |
14,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.06 |
|
2.618 |
88.28 |
|
1.618 |
87.19 |
|
1.000 |
86.52 |
|
0.618 |
86.10 |
|
HIGH |
85.43 |
|
0.618 |
85.01 |
|
0.500 |
84.89 |
|
0.382 |
84.76 |
|
LOW |
84.34 |
|
0.618 |
83.67 |
|
1.000 |
83.25 |
|
1.618 |
82.58 |
|
2.618 |
81.49 |
|
4.250 |
79.71 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.89 |
84.64 |
| PP |
84.84 |
84.53 |
| S1 |
84.80 |
84.42 |
|