NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
75.21 |
75.34 |
0.13 |
0.2% |
75.75 |
| High |
76.07 |
76.27 |
0.20 |
0.3% |
76.92 |
| Low |
74.57 |
74.08 |
-0.49 |
-0.7% |
74.08 |
| Close |
75.18 |
74.53 |
-0.65 |
-0.9% |
74.53 |
| Range |
1.50 |
2.19 |
0.69 |
46.0% |
2.84 |
| ATR |
1.85 |
1.87 |
0.02 |
1.3% |
0.00 |
| Volume |
35,993 |
30,007 |
-5,986 |
-16.6% |
169,695 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.53 |
80.22 |
75.73 |
|
| R3 |
79.34 |
78.03 |
75.13 |
|
| R2 |
77.15 |
77.15 |
74.93 |
|
| R1 |
75.84 |
75.84 |
74.73 |
75.40 |
| PP |
74.96 |
74.96 |
74.96 |
74.74 |
| S1 |
73.65 |
73.65 |
74.33 |
73.21 |
| S2 |
72.77 |
72.77 |
74.13 |
|
| S3 |
70.58 |
71.46 |
73.93 |
|
| S4 |
68.39 |
69.27 |
73.33 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.70 |
81.95 |
76.09 |
|
| R3 |
80.86 |
79.11 |
75.31 |
|
| R2 |
78.02 |
78.02 |
75.05 |
|
| R1 |
76.27 |
76.27 |
74.79 |
75.73 |
| PP |
75.18 |
75.18 |
75.18 |
74.90 |
| S1 |
73.43 |
73.43 |
74.27 |
72.89 |
| S2 |
72.34 |
72.34 |
74.01 |
|
| S3 |
69.50 |
70.59 |
73.75 |
|
| S4 |
66.66 |
67.75 |
72.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.92 |
74.08 |
2.84 |
3.8% |
1.71 |
2.3% |
16% |
False |
True |
33,939 |
| 10 |
81.45 |
74.08 |
7.37 |
9.9% |
1.94 |
2.6% |
6% |
False |
True |
33,093 |
| 20 |
85.95 |
74.08 |
11.87 |
15.9% |
1.76 |
2.4% |
4% |
False |
True |
29,686 |
| 40 |
85.95 |
74.08 |
11.87 |
15.9% |
1.80 |
2.4% |
4% |
False |
True |
25,557 |
| 60 |
85.95 |
74.08 |
11.87 |
15.9% |
1.91 |
2.6% |
4% |
False |
True |
22,473 |
| 80 |
85.95 |
71.98 |
13.97 |
18.7% |
1.94 |
2.6% |
18% |
False |
False |
20,490 |
| 100 |
85.95 |
69.40 |
16.55 |
22.2% |
1.96 |
2.6% |
31% |
False |
False |
18,749 |
| 120 |
85.95 |
69.40 |
16.55 |
22.2% |
1.92 |
2.6% |
31% |
False |
False |
16,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.58 |
|
2.618 |
82.00 |
|
1.618 |
79.81 |
|
1.000 |
78.46 |
|
0.618 |
77.62 |
|
HIGH |
76.27 |
|
0.618 |
75.43 |
|
0.500 |
75.18 |
|
0.382 |
74.92 |
|
LOW |
74.08 |
|
0.618 |
72.73 |
|
1.000 |
71.89 |
|
1.618 |
70.54 |
|
2.618 |
68.35 |
|
4.250 |
64.77 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.18 |
75.33 |
| PP |
74.96 |
75.06 |
| S1 |
74.75 |
74.80 |
|