NYMEX Light Sweet Crude Oil Future June 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 |
76.10 |
75.21 |
-0.89 |
-1.2% |
80.03 |
| High |
76.57 |
76.07 |
-0.50 |
-0.7% |
81.06 |
| Low |
74.30 |
74.57 |
0.27 |
0.4% |
75.49 |
| Close |
75.32 |
75.18 |
-0.14 |
-0.2% |
76.05 |
| Range |
2.27 |
1.50 |
-0.77 |
-33.9% |
5.57 |
| ATR |
1.88 |
1.85 |
-0.03 |
-1.4% |
0.00 |
| Volume |
35,752 |
35,993 |
241 |
0.7% |
129,412 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.77 |
78.98 |
76.01 |
|
| R3 |
78.27 |
77.48 |
75.59 |
|
| R2 |
76.77 |
76.77 |
75.46 |
|
| R1 |
75.98 |
75.98 |
75.32 |
75.63 |
| PP |
75.27 |
75.27 |
75.27 |
75.10 |
| S1 |
74.48 |
74.48 |
75.04 |
74.13 |
| S2 |
73.77 |
73.77 |
74.91 |
|
| S3 |
72.27 |
72.98 |
74.77 |
|
| S4 |
70.77 |
71.48 |
74.36 |
|
|
| 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 |
78.12 |
74.30 |
3.82 |
5.1% |
1.80 |
2.4% |
23% |
False |
False |
33,596 |
| 10 |
82.51 |
74.30 |
8.21 |
10.9% |
1.86 |
2.5% |
11% |
False |
False |
33,948 |
| 20 |
85.95 |
74.30 |
11.65 |
15.5% |
1.70 |
2.3% |
8% |
False |
False |
28,883 |
| 40 |
85.95 |
74.30 |
11.65 |
15.5% |
1.79 |
2.4% |
8% |
False |
False |
25,264 |
| 60 |
85.95 |
74.30 |
11.65 |
15.5% |
1.91 |
2.5% |
8% |
False |
False |
22,219 |
| 80 |
85.95 |
71.32 |
14.63 |
19.5% |
1.94 |
2.6% |
26% |
False |
False |
20,254 |
| 100 |
85.95 |
69.40 |
16.55 |
22.0% |
1.95 |
2.6% |
35% |
False |
False |
18,544 |
| 120 |
85.95 |
69.40 |
16.55 |
22.0% |
1.92 |
2.6% |
35% |
False |
False |
16,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.45 |
|
2.618 |
80.00 |
|
1.618 |
78.50 |
|
1.000 |
77.57 |
|
0.618 |
77.00 |
|
HIGH |
76.07 |
|
0.618 |
75.50 |
|
0.500 |
75.32 |
|
0.382 |
75.14 |
|
LOW |
74.57 |
|
0.618 |
73.64 |
|
1.000 |
73.07 |
|
1.618 |
72.14 |
|
2.618 |
70.64 |
|
4.250 |
68.20 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.32 |
75.56 |
| PP |
75.27 |
75.43 |
| S1 |
75.23 |
75.31 |
|