NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
81.37 |
82.06 |
0.69 |
0.8% |
85.70 |
High |
82.43 |
81.85 |
-0.58 |
-0.7% |
86.58 |
Low |
81.49 |
80.59 |
-0.90 |
-1.1% |
81.49 |
Close |
81.37 |
82.06 |
0.69 |
0.8% |
81.37 |
Range |
0.94 |
1.26 |
0.32 |
34.0% |
5.09 |
ATR |
1.27 |
1.27 |
0.00 |
-0.1% |
0.00 |
Volume |
2,983 |
2,338 |
-645 |
-21.6% |
16,015 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.28 |
84.93 |
82.75 |
|
R3 |
84.02 |
83.67 |
82.41 |
|
R2 |
82.76 |
82.76 |
82.29 |
|
R1 |
82.41 |
82.41 |
82.18 |
82.69 |
PP |
81.50 |
81.50 |
81.50 |
81.64 |
S1 |
81.15 |
81.15 |
81.94 |
81.43 |
S2 |
80.24 |
80.24 |
81.83 |
|
S3 |
78.98 |
79.89 |
81.71 |
|
S4 |
77.72 |
78.63 |
81.37 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.42 |
94.98 |
84.17 |
|
R3 |
93.33 |
89.89 |
82.77 |
|
R2 |
88.24 |
88.24 |
82.30 |
|
R1 |
84.80 |
84.80 |
81.84 |
83.98 |
PP |
83.15 |
83.15 |
83.15 |
82.73 |
S1 |
79.71 |
79.71 |
80.90 |
78.89 |
S2 |
78.06 |
78.06 |
80.44 |
|
S3 |
72.97 |
74.62 |
79.97 |
|
S4 |
67.88 |
69.53 |
78.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.00 |
80.59 |
4.41 |
5.4% |
1.33 |
1.6% |
33% |
False |
True |
3,182 |
10 |
86.58 |
80.59 |
5.99 |
7.3% |
1.12 |
1.4% |
25% |
False |
True |
2,760 |
20 |
86.58 |
76.94 |
9.64 |
11.7% |
1.00 |
1.2% |
53% |
False |
False |
1,960 |
40 |
86.58 |
76.35 |
10.23 |
12.5% |
0.96 |
1.2% |
56% |
False |
False |
2,218 |
60 |
86.58 |
76.35 |
10.23 |
12.5% |
0.91 |
1.1% |
56% |
False |
False |
2,173 |
80 |
86.58 |
70.69 |
15.89 |
19.4% |
0.88 |
1.1% |
72% |
False |
False |
2,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.21 |
2.618 |
85.15 |
1.618 |
83.89 |
1.000 |
83.11 |
0.618 |
82.63 |
HIGH |
81.85 |
0.618 |
81.37 |
0.500 |
81.22 |
0.382 |
81.07 |
LOW |
80.59 |
0.618 |
79.81 |
1.000 |
79.33 |
1.618 |
78.55 |
2.618 |
77.29 |
4.250 |
75.24 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
81.78 |
82.03 |
PP |
81.50 |
82.00 |
S1 |
81.22 |
81.97 |
|