NYMEX Light Sweet Crude Oil Future August 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 |
86.20 |
85.60 |
-0.60 |
-0.7% |
82.24 |
| High |
86.44 |
86.14 |
-0.30 |
-0.3% |
83.31 |
| Low |
84.79 |
85.42 |
0.63 |
0.7% |
81.97 |
| Close |
86.20 |
85.60 |
-0.60 |
-0.7% |
82.53 |
| Range |
1.65 |
0.72 |
-0.93 |
-56.4% |
1.34 |
| ATR |
1.19 |
1.16 |
-0.03 |
-2.5% |
0.00 |
| Volume |
2,437 |
3,631 |
1,194 |
49.0% |
2,779 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.88 |
87.46 |
86.00 |
|
| R3 |
87.16 |
86.74 |
85.80 |
|
| R2 |
86.44 |
86.44 |
85.73 |
|
| R1 |
86.02 |
86.02 |
85.67 |
85.96 |
| PP |
85.72 |
85.72 |
85.72 |
85.69 |
| S1 |
85.30 |
85.30 |
85.53 |
85.24 |
| S2 |
85.00 |
85.00 |
85.47 |
|
| S3 |
84.28 |
84.58 |
85.40 |
|
| S4 |
83.56 |
83.86 |
85.20 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.62 |
85.92 |
83.27 |
|
| R3 |
85.28 |
84.58 |
82.90 |
|
| R2 |
83.94 |
83.94 |
82.78 |
|
| R1 |
83.24 |
83.24 |
82.65 |
83.59 |
| PP |
82.60 |
82.60 |
82.60 |
82.78 |
| S1 |
81.90 |
81.90 |
82.41 |
82.25 |
| S2 |
81.26 |
81.26 |
82.28 |
|
| S3 |
79.92 |
80.56 |
82.16 |
|
| S4 |
78.58 |
79.22 |
81.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.44 |
82.78 |
3.66 |
4.3% |
0.70 |
0.8% |
77% |
False |
False |
2,033 |
| 10 |
86.44 |
78.07 |
8.37 |
9.8% |
0.83 |
1.0% |
90% |
False |
False |
1,482 |
| 20 |
86.44 |
76.35 |
10.09 |
11.8% |
0.85 |
1.0% |
92% |
False |
False |
1,800 |
| 40 |
86.44 |
76.35 |
10.09 |
11.8% |
0.81 |
0.9% |
92% |
False |
False |
2,111 |
| 60 |
86.44 |
76.35 |
10.09 |
11.8% |
0.85 |
1.0% |
92% |
False |
False |
2,077 |
| 80 |
86.44 |
70.69 |
15.75 |
18.4% |
0.82 |
1.0% |
95% |
False |
False |
1,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.20 |
|
2.618 |
88.02 |
|
1.618 |
87.30 |
|
1.000 |
86.86 |
|
0.618 |
86.58 |
|
HIGH |
86.14 |
|
0.618 |
85.86 |
|
0.500 |
85.78 |
|
0.382 |
85.70 |
|
LOW |
85.42 |
|
0.618 |
84.98 |
|
1.000 |
84.70 |
|
1.618 |
84.26 |
|
2.618 |
83.54 |
|
4.250 |
82.36 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.78 |
85.55 |
| PP |
85.72 |
85.50 |
| S1 |
85.66 |
85.45 |
|