NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
85.60 |
85.97 |
0.37 |
0.4% |
84.42 |
High |
86.14 |
85.83 |
-0.31 |
-0.4% |
86.44 |
Low |
85.42 |
84.99 |
-0.43 |
-0.5% |
83.93 |
Close |
85.60 |
85.97 |
0.37 |
0.4% |
85.97 |
Range |
0.72 |
0.84 |
0.12 |
16.7% |
2.51 |
ATR |
1.16 |
1.14 |
-0.02 |
-2.0% |
0.00 |
Volume |
3,631 |
1,041 |
-2,590 |
-71.3% |
10,339 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.12 |
87.88 |
86.43 |
|
R3 |
87.28 |
87.04 |
86.20 |
|
R2 |
86.44 |
86.44 |
86.12 |
|
R1 |
86.20 |
86.20 |
86.05 |
86.39 |
PP |
85.60 |
85.60 |
85.60 |
85.69 |
S1 |
85.36 |
85.36 |
85.89 |
85.55 |
S2 |
84.76 |
84.76 |
85.82 |
|
S3 |
83.92 |
84.52 |
85.74 |
|
S4 |
83.08 |
83.68 |
85.51 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.98 |
91.98 |
87.35 |
|
R3 |
90.47 |
89.47 |
86.66 |
|
R2 |
87.96 |
87.96 |
86.43 |
|
R1 |
86.96 |
86.96 |
86.20 |
87.46 |
PP |
85.45 |
85.45 |
85.45 |
85.70 |
S1 |
84.45 |
84.45 |
85.74 |
84.95 |
S2 |
82.94 |
82.94 |
85.51 |
|
S3 |
80.43 |
81.94 |
85.28 |
|
S4 |
77.92 |
79.43 |
84.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.44 |
83.93 |
2.51 |
2.9% |
0.76 |
0.9% |
81% |
False |
False |
2,067 |
10 |
86.44 |
79.86 |
6.58 |
7.7% |
0.71 |
0.8% |
93% |
False |
False |
1,455 |
20 |
86.44 |
76.35 |
10.09 |
11.7% |
0.77 |
0.9% |
95% |
False |
False |
1,596 |
40 |
86.44 |
76.35 |
10.09 |
11.7% |
0.81 |
0.9% |
95% |
False |
False |
2,091 |
60 |
86.44 |
76.35 |
10.09 |
11.7% |
0.85 |
1.0% |
95% |
False |
False |
2,083 |
80 |
86.44 |
70.69 |
15.75 |
18.3% |
0.83 |
1.0% |
97% |
False |
False |
1,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.40 |
2.618 |
88.03 |
1.618 |
87.19 |
1.000 |
86.67 |
0.618 |
86.35 |
HIGH |
85.83 |
0.618 |
85.51 |
0.500 |
85.41 |
0.382 |
85.31 |
LOW |
84.99 |
0.618 |
84.47 |
1.000 |
84.15 |
1.618 |
83.63 |
2.618 |
82.79 |
4.250 |
81.42 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
85.78 |
85.85 |
PP |
85.60 |
85.73 |
S1 |
85.41 |
85.62 |
|