NYMEX Light Sweet Crude Oil Future July 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 |
78.33 |
78.13 |
-0.20 |
-0.3% |
80.05 |
High |
80.50 |
78.54 |
-1.96 |
-2.4% |
81.53 |
Low |
77.93 |
76.09 |
-1.84 |
-2.4% |
76.09 |
Close |
78.33 |
76.63 |
-1.70 |
-2.2% |
76.63 |
Range |
2.57 |
2.45 |
-0.12 |
-4.7% |
5.44 |
ATR |
1.75 |
1.80 |
0.05 |
2.8% |
0.00 |
Volume |
7,005 |
5,051 |
-1,954 |
-27.9% |
26,716 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.44 |
82.98 |
77.98 |
|
R3 |
81.99 |
80.53 |
77.30 |
|
R2 |
79.54 |
79.54 |
77.08 |
|
R1 |
78.08 |
78.08 |
76.85 |
77.59 |
PP |
77.09 |
77.09 |
77.09 |
76.84 |
S1 |
75.63 |
75.63 |
76.41 |
75.14 |
S2 |
74.64 |
74.64 |
76.18 |
|
S3 |
72.19 |
73.18 |
75.96 |
|
S4 |
69.74 |
70.73 |
75.28 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.40 |
90.96 |
79.62 |
|
R3 |
88.96 |
85.52 |
78.13 |
|
R2 |
83.52 |
83.52 |
77.63 |
|
R1 |
80.08 |
80.08 |
77.13 |
79.08 |
PP |
78.08 |
78.08 |
78.08 |
77.59 |
S1 |
74.64 |
74.64 |
76.13 |
73.64 |
S2 |
72.64 |
72.64 |
75.63 |
|
S3 |
67.20 |
69.20 |
75.13 |
|
S4 |
61.76 |
63.76 |
73.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.90 |
76.09 |
5.81 |
7.6% |
1.94 |
2.5% |
9% |
False |
True |
6,490 |
10 |
86.41 |
76.09 |
10.32 |
13.5% |
1.84 |
2.4% |
5% |
False |
True |
6,215 |
20 |
86.41 |
76.09 |
10.32 |
13.5% |
1.54 |
2.0% |
5% |
False |
True |
4,880 |
40 |
86.41 |
75.83 |
10.58 |
13.8% |
1.63 |
2.1% |
8% |
False |
False |
4,367 |
60 |
86.41 |
75.83 |
10.58 |
13.8% |
1.64 |
2.1% |
8% |
False |
False |
3,942 |
80 |
86.41 |
70.45 |
15.96 |
20.8% |
1.64 |
2.1% |
39% |
False |
False |
3,673 |
100 |
86.41 |
70.06 |
16.35 |
21.3% |
1.61 |
2.1% |
40% |
False |
False |
3,571 |
120 |
86.41 |
70.06 |
16.35 |
21.3% |
1.60 |
2.1% |
40% |
False |
False |
3,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.95 |
2.618 |
84.95 |
1.618 |
82.50 |
1.000 |
80.99 |
0.618 |
80.05 |
HIGH |
78.54 |
0.618 |
77.60 |
0.500 |
77.32 |
0.382 |
77.03 |
LOW |
76.09 |
0.618 |
74.58 |
1.000 |
73.64 |
1.618 |
72.13 |
2.618 |
69.68 |
4.250 |
65.68 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.32 |
78.43 |
PP |
77.09 |
77.83 |
S1 |
76.86 |
77.23 |
|