NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
77.43 |
76.85 |
-0.58 |
-0.7% |
80.05 |
| High |
77.49 |
77.13 |
-0.36 |
-0.5% |
81.53 |
| Low |
76.34 |
76.00 |
-0.34 |
-0.4% |
76.09 |
| Close |
77.43 |
76.85 |
-0.58 |
-0.7% |
76.63 |
| Range |
1.15 |
1.13 |
-0.02 |
-1.7% |
5.44 |
| ATR |
1.76 |
1.73 |
-0.02 |
-1.3% |
0.00 |
| Volume |
9,499 |
7,418 |
-2,081 |
-21.9% |
26,716 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.05 |
79.58 |
77.47 |
|
| R3 |
78.92 |
78.45 |
77.16 |
|
| R2 |
77.79 |
77.79 |
77.06 |
|
| R1 |
77.32 |
77.32 |
76.95 |
77.42 |
| PP |
76.66 |
76.66 |
76.66 |
76.71 |
| S1 |
76.19 |
76.19 |
76.75 |
76.29 |
| S2 |
75.53 |
75.53 |
76.64 |
|
| S3 |
74.40 |
75.06 |
76.54 |
|
| S4 |
73.27 |
73.93 |
76.23 |
|
|
| 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 |
80.77 |
76.00 |
4.77 |
6.2% |
1.70 |
2.2% |
18% |
False |
True |
7,446 |
| 10 |
84.96 |
76.00 |
8.96 |
11.7% |
1.77 |
2.3% |
9% |
False |
True |
6,918 |
| 20 |
86.41 |
76.00 |
10.41 |
13.5% |
1.47 |
1.9% |
8% |
False |
True |
5,468 |
| 40 |
86.41 |
75.83 |
10.58 |
13.8% |
1.60 |
2.1% |
10% |
False |
False |
4,629 |
| 60 |
86.41 |
75.83 |
10.58 |
13.8% |
1.63 |
2.1% |
10% |
False |
False |
4,120 |
| 80 |
86.41 |
71.85 |
14.56 |
18.9% |
1.61 |
2.1% |
34% |
False |
False |
3,851 |
| 100 |
86.41 |
70.06 |
16.35 |
21.3% |
1.59 |
2.1% |
42% |
False |
False |
3,698 |
| 120 |
86.41 |
70.06 |
16.35 |
21.3% |
1.60 |
2.1% |
42% |
False |
False |
3,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.93 |
|
2.618 |
80.09 |
|
1.618 |
78.96 |
|
1.000 |
78.26 |
|
0.618 |
77.83 |
|
HIGH |
77.13 |
|
0.618 |
76.70 |
|
0.500 |
76.57 |
|
0.382 |
76.43 |
|
LOW |
76.00 |
|
0.618 |
75.30 |
|
1.000 |
74.87 |
|
1.618 |
74.17 |
|
2.618 |
73.04 |
|
4.250 |
71.20 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.76 |
77.27 |
| PP |
76.66 |
77.13 |
| S1 |
76.57 |
76.99 |
|