NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.13 |
77.43 |
-0.70 |
-0.9% |
80.05 |
High |
78.54 |
77.49 |
-1.05 |
-1.3% |
81.53 |
Low |
76.09 |
76.34 |
0.25 |
0.3% |
76.09 |
Close |
76.63 |
77.43 |
0.80 |
1.0% |
76.63 |
Range |
2.45 |
1.15 |
-1.30 |
-53.1% |
5.44 |
ATR |
1.80 |
1.76 |
-0.05 |
-2.6% |
0.00 |
Volume |
5,051 |
9,499 |
4,448 |
88.1% |
26,716 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.54 |
80.13 |
78.06 |
|
R3 |
79.39 |
78.98 |
77.75 |
|
R2 |
78.24 |
78.24 |
77.64 |
|
R1 |
77.83 |
77.83 |
77.54 |
78.01 |
PP |
77.09 |
77.09 |
77.09 |
77.17 |
S1 |
76.68 |
76.68 |
77.32 |
76.86 |
S2 |
75.94 |
75.94 |
77.22 |
|
S3 |
74.79 |
75.53 |
77.11 |
|
S4 |
73.64 |
74.38 |
76.80 |
|
|
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 |
81.53 |
76.09 |
5.44 |
7.0% |
1.92 |
2.5% |
25% |
False |
False |
7,243 |
10 |
86.41 |
76.09 |
10.32 |
13.3% |
1.81 |
2.3% |
13% |
False |
False |
6,846 |
20 |
86.41 |
76.09 |
10.32 |
13.3% |
1.49 |
1.9% |
13% |
False |
False |
5,233 |
40 |
86.41 |
75.83 |
10.58 |
13.7% |
1.62 |
2.1% |
15% |
False |
False |
4,550 |
60 |
86.41 |
75.83 |
10.58 |
13.7% |
1.63 |
2.1% |
15% |
False |
False |
4,053 |
80 |
86.41 |
70.46 |
15.95 |
20.6% |
1.65 |
2.1% |
44% |
False |
False |
3,786 |
100 |
86.41 |
70.06 |
16.35 |
21.1% |
1.61 |
2.1% |
45% |
False |
False |
3,651 |
120 |
86.41 |
70.06 |
16.35 |
21.1% |
1.60 |
2.1% |
45% |
False |
False |
3,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.38 |
2.618 |
80.50 |
1.618 |
79.35 |
1.000 |
78.64 |
0.618 |
78.20 |
HIGH |
77.49 |
0.618 |
77.05 |
0.500 |
76.92 |
0.382 |
76.78 |
LOW |
76.34 |
0.618 |
75.63 |
1.000 |
75.19 |
1.618 |
74.48 |
2.618 |
73.33 |
4.250 |
71.45 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.26 |
78.30 |
PP |
77.09 |
78.01 |
S1 |
76.92 |
77.72 |
|