NYMEX Light Sweet Crude Oil Future July 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 |
84.35 |
85.20 |
0.85 |
1.0% |
80.67 |
| High |
86.01 |
85.74 |
-0.27 |
-0.3% |
82.80 |
| Low |
83.88 |
84.90 |
1.02 |
1.2% |
80.67 |
| Close |
85.80 |
85.20 |
-0.60 |
-0.7% |
82.10 |
| Range |
2.13 |
0.84 |
-1.29 |
-60.6% |
2.13 |
| ATR |
1.58 |
1.53 |
-0.05 |
-3.1% |
0.00 |
| Volume |
4,977 |
6,794 |
1,817 |
36.5% |
10,237 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.80 |
87.34 |
85.66 |
|
| R3 |
86.96 |
86.50 |
85.43 |
|
| R2 |
86.12 |
86.12 |
85.35 |
|
| R1 |
85.66 |
85.66 |
85.28 |
85.62 |
| PP |
85.28 |
85.28 |
85.28 |
85.26 |
| S1 |
84.82 |
84.82 |
85.12 |
84.78 |
| S2 |
84.44 |
84.44 |
85.05 |
|
| S3 |
83.60 |
83.98 |
84.97 |
|
| S4 |
82.76 |
83.14 |
84.74 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.25 |
87.30 |
83.27 |
|
| R3 |
86.12 |
85.17 |
82.69 |
|
| R2 |
83.99 |
83.99 |
82.49 |
|
| R1 |
83.04 |
83.04 |
82.30 |
83.52 |
| PP |
81.86 |
81.86 |
81.86 |
82.09 |
| S1 |
80.91 |
80.91 |
81.90 |
81.39 |
| S2 |
79.73 |
79.73 |
81.71 |
|
| S3 |
77.60 |
78.78 |
81.51 |
|
| S4 |
75.47 |
76.65 |
80.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.01 |
82.05 |
3.96 |
4.6% |
1.09 |
1.3% |
80% |
False |
False |
4,720 |
| 10 |
86.01 |
77.62 |
8.39 |
9.8% |
1.24 |
1.5% |
90% |
False |
False |
3,546 |
| 20 |
86.01 |
75.83 |
10.18 |
11.9% |
1.44 |
1.7% |
92% |
False |
False |
3,618 |
| 40 |
86.01 |
75.83 |
10.18 |
11.9% |
1.56 |
1.8% |
92% |
False |
False |
3,416 |
| 60 |
86.01 |
75.83 |
10.18 |
11.9% |
1.60 |
1.9% |
92% |
False |
False |
3,473 |
| 80 |
86.01 |
70.06 |
15.95 |
18.7% |
1.58 |
1.9% |
95% |
False |
False |
3,207 |
| 100 |
86.01 |
70.06 |
15.95 |
18.7% |
1.57 |
1.8% |
95% |
False |
False |
3,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.31 |
|
2.618 |
87.94 |
|
1.618 |
87.10 |
|
1.000 |
86.58 |
|
0.618 |
86.26 |
|
HIGH |
85.74 |
|
0.618 |
85.42 |
|
0.500 |
85.32 |
|
0.382 |
85.22 |
|
LOW |
84.90 |
|
0.618 |
84.38 |
|
1.000 |
84.06 |
|
1.618 |
83.54 |
|
2.618 |
82.70 |
|
4.250 |
81.33 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.32 |
85.10 |
| PP |
85.28 |
85.00 |
| S1 |
85.24 |
84.90 |
|