NYMEX Light Sweet Crude Oil Future September 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 |
78.50 |
77.87 |
-0.63 |
-0.8% |
82.56 |
High |
78.44 |
77.87 |
-0.57 |
-0.7% |
82.00 |
Low |
77.42 |
77.51 |
0.09 |
0.1% |
77.38 |
Close |
78.50 |
77.87 |
-0.63 |
-0.8% |
77.68 |
Range |
1.02 |
0.36 |
-0.66 |
-64.7% |
4.62 |
ATR |
1.44 |
1.41 |
-0.03 |
-2.2% |
0.00 |
Volume |
6,360 |
4,146 |
-2,214 |
-34.8% |
14,993 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.83 |
78.71 |
78.07 |
|
R3 |
78.47 |
78.35 |
77.97 |
|
R2 |
78.11 |
78.11 |
77.94 |
|
R1 |
77.99 |
77.99 |
77.90 |
78.05 |
PP |
77.75 |
77.75 |
77.75 |
77.78 |
S1 |
77.63 |
77.63 |
77.84 |
77.69 |
S2 |
77.39 |
77.39 |
77.80 |
|
S3 |
77.03 |
77.27 |
77.77 |
|
S4 |
76.67 |
76.91 |
77.67 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.88 |
89.90 |
80.22 |
|
R3 |
88.26 |
85.28 |
78.95 |
|
R2 |
83.64 |
83.64 |
78.53 |
|
R1 |
80.66 |
80.66 |
78.10 |
79.84 |
PP |
79.02 |
79.02 |
79.02 |
78.61 |
S1 |
76.04 |
76.04 |
77.26 |
75.22 |
S2 |
74.40 |
74.40 |
76.83 |
|
S3 |
69.78 |
71.42 |
76.41 |
|
S4 |
65.16 |
66.80 |
75.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.05 |
77.38 |
3.67 |
4.7% |
0.98 |
1.3% |
13% |
False |
False |
4,624 |
10 |
85.20 |
77.38 |
7.82 |
10.0% |
1.12 |
1.4% |
6% |
False |
False |
4,176 |
20 |
87.30 |
77.38 |
9.92 |
12.7% |
0.98 |
1.3% |
5% |
False |
False |
3,104 |
40 |
87.30 |
77.20 |
10.10 |
13.0% |
1.09 |
1.4% |
7% |
False |
False |
2,973 |
60 |
87.30 |
77.20 |
10.10 |
13.0% |
1.06 |
1.4% |
7% |
False |
False |
2,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.40 |
2.618 |
78.81 |
1.618 |
78.45 |
1.000 |
78.23 |
0.618 |
78.09 |
HIGH |
77.87 |
0.618 |
77.73 |
0.500 |
77.69 |
0.382 |
77.65 |
LOW |
77.51 |
0.618 |
77.29 |
1.000 |
77.15 |
1.618 |
76.93 |
2.618 |
76.57 |
4.250 |
75.98 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.81 |
78.41 |
PP |
77.75 |
78.23 |
S1 |
77.69 |
78.05 |
|