NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
76.72 |
76.10 |
-0.62 |
-0.8% |
80.03 |
| High |
76.82 |
76.57 |
-0.25 |
-0.3% |
81.06 |
| Low |
75.42 |
74.30 |
-1.12 |
-1.5% |
75.49 |
| Close |
76.29 |
75.32 |
-0.97 |
-1.3% |
76.05 |
| Range |
1.40 |
2.27 |
0.87 |
62.1% |
5.57 |
| ATR |
1.84 |
1.88 |
0.03 |
1.6% |
0.00 |
| Volume |
28,641 |
35,752 |
7,111 |
24.8% |
129,412 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.21 |
81.03 |
76.57 |
|
| R3 |
79.94 |
78.76 |
75.94 |
|
| R2 |
77.67 |
77.67 |
75.74 |
|
| R1 |
76.49 |
76.49 |
75.53 |
75.95 |
| PP |
75.40 |
75.40 |
75.40 |
75.12 |
| S1 |
74.22 |
74.22 |
75.11 |
73.68 |
| S2 |
73.13 |
73.13 |
74.90 |
|
| S3 |
70.86 |
71.95 |
74.70 |
|
| S4 |
68.59 |
69.68 |
74.07 |
|
|
| 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 |
79.85 |
74.30 |
5.55 |
7.4% |
2.00 |
2.7% |
18% |
False |
True |
32,842 |
| 10 |
82.67 |
74.30 |
8.37 |
11.1% |
1.92 |
2.5% |
12% |
False |
True |
33,289 |
| 20 |
85.95 |
74.30 |
11.65 |
15.5% |
1.68 |
2.2% |
9% |
False |
True |
27,512 |
| 40 |
85.95 |
74.30 |
11.65 |
15.5% |
1.82 |
2.4% |
9% |
False |
True |
24,733 |
| 60 |
85.95 |
74.30 |
11.65 |
15.5% |
1.93 |
2.6% |
9% |
False |
True |
21,824 |
| 80 |
85.95 |
71.32 |
14.63 |
19.4% |
1.94 |
2.6% |
27% |
False |
False |
20,017 |
| 100 |
85.95 |
69.40 |
16.55 |
22.0% |
1.94 |
2.6% |
36% |
False |
False |
18,350 |
| 120 |
85.95 |
69.40 |
16.55 |
22.0% |
1.92 |
2.5% |
36% |
False |
False |
16,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.22 |
|
2.618 |
82.51 |
|
1.618 |
80.24 |
|
1.000 |
78.84 |
|
0.618 |
77.97 |
|
HIGH |
76.57 |
|
0.618 |
75.70 |
|
0.500 |
75.44 |
|
0.382 |
75.17 |
|
LOW |
74.30 |
|
0.618 |
72.90 |
|
1.000 |
72.03 |
|
1.618 |
70.63 |
|
2.618 |
68.36 |
|
4.250 |
64.65 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.44 |
75.61 |
| PP |
75.40 |
75.51 |
| S1 |
75.36 |
75.42 |
|