NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
79.45 |
77.37 |
-2.08 |
-2.6% |
80.03 |
| High |
79.85 |
78.12 |
-1.73 |
-2.2% |
81.06 |
| Low |
77.35 |
75.49 |
-1.86 |
-2.4% |
75.49 |
| Close |
77.74 |
76.05 |
-1.69 |
-2.2% |
76.05 |
| Range |
2.50 |
2.63 |
0.13 |
5.2% |
5.57 |
| ATR |
1.88 |
1.93 |
0.05 |
2.9% |
0.00 |
| Volume |
32,221 |
28,295 |
-3,926 |
-12.2% |
129,412 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.44 |
82.88 |
77.50 |
|
| R3 |
81.81 |
80.25 |
76.77 |
|
| R2 |
79.18 |
79.18 |
76.53 |
|
| R1 |
77.62 |
77.62 |
76.29 |
77.09 |
| PP |
76.55 |
76.55 |
76.55 |
76.29 |
| S1 |
74.99 |
74.99 |
75.81 |
74.46 |
| S2 |
73.92 |
73.92 |
75.57 |
|
| S3 |
71.29 |
72.36 |
75.33 |
|
| S4 |
68.66 |
69.73 |
74.60 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.24 |
90.72 |
79.11 |
|
| R3 |
88.67 |
85.15 |
77.58 |
|
| R2 |
83.10 |
83.10 |
77.07 |
|
| R1 |
79.58 |
79.58 |
76.56 |
78.56 |
| PP |
77.53 |
77.53 |
77.53 |
77.02 |
| S1 |
74.01 |
74.01 |
75.54 |
72.99 |
| S2 |
71.96 |
71.96 |
75.03 |
|
| S3 |
66.39 |
68.44 |
74.52 |
|
| S4 |
60.82 |
62.87 |
72.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.45 |
75.49 |
5.96 |
7.8% |
2.16 |
2.8% |
9% |
False |
True |
32,248 |
| 10 |
85.95 |
75.49 |
10.46 |
13.8% |
1.99 |
2.6% |
5% |
False |
True |
30,155 |
| 20 |
85.95 |
75.49 |
10.46 |
13.8% |
1.73 |
2.3% |
5% |
False |
True |
24,605 |
| 40 |
85.95 |
75.00 |
10.95 |
14.4% |
1.90 |
2.5% |
10% |
False |
False |
24,013 |
| 60 |
85.95 |
75.00 |
10.95 |
14.4% |
1.97 |
2.6% |
10% |
False |
False |
20,876 |
| 80 |
85.95 |
69.83 |
16.12 |
21.2% |
1.97 |
2.6% |
39% |
False |
False |
19,129 |
| 100 |
85.95 |
69.40 |
16.55 |
21.8% |
1.95 |
2.6% |
40% |
False |
False |
17,522 |
| 120 |
85.95 |
69.40 |
16.55 |
21.8% |
1.92 |
2.5% |
40% |
False |
False |
16,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.30 |
|
2.618 |
85.01 |
|
1.618 |
82.38 |
|
1.000 |
80.75 |
|
0.618 |
79.75 |
|
HIGH |
78.12 |
|
0.618 |
77.12 |
|
0.500 |
76.81 |
|
0.382 |
76.49 |
|
LOW |
75.49 |
|
0.618 |
73.86 |
|
1.000 |
72.86 |
|
1.618 |
71.23 |
|
2.618 |
68.60 |
|
4.250 |
64.31 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.81 |
78.23 |
| PP |
76.55 |
77.50 |
| S1 |
76.30 |
76.78 |
|