NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
76.99 |
77.09 |
0.10 |
0.1% |
74.24 |
| High |
78.04 |
77.17 |
-0.87 |
-1.1% |
75.42 |
| Low |
76.52 |
72.42 |
-4.10 |
-5.4% |
72.43 |
| Close |
76.98 |
73.14 |
-3.84 |
-5.0% |
72.89 |
| Range |
1.52 |
4.75 |
3.23 |
212.5% |
2.99 |
| ATR |
2.06 |
2.25 |
0.19 |
9.3% |
0.00 |
| Volume |
366,269 |
391,294 |
25,025 |
6.8% |
1,534,675 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.49 |
85.57 |
75.75 |
|
| R3 |
83.74 |
80.82 |
74.45 |
|
| R2 |
78.99 |
78.99 |
74.01 |
|
| R1 |
76.07 |
76.07 |
73.58 |
75.16 |
| PP |
74.24 |
74.24 |
74.24 |
73.79 |
| S1 |
71.32 |
71.32 |
72.70 |
70.41 |
| S2 |
69.49 |
69.49 |
72.27 |
|
| S3 |
64.74 |
66.57 |
71.83 |
|
| S4 |
59.99 |
61.82 |
70.53 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.55 |
80.71 |
74.53 |
|
| R3 |
79.56 |
77.72 |
73.71 |
|
| R2 |
76.57 |
76.57 |
73.44 |
|
| R1 |
74.73 |
74.73 |
73.16 |
74.16 |
| PP |
73.58 |
73.58 |
73.58 |
73.29 |
| S1 |
71.74 |
71.74 |
72.62 |
71.17 |
| S2 |
70.59 |
70.59 |
72.34 |
|
| S3 |
67.60 |
68.75 |
72.07 |
|
| S4 |
64.61 |
65.76 |
71.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.04 |
72.42 |
5.62 |
7.7% |
2.83 |
3.9% |
13% |
False |
True |
332,631 |
| 10 |
78.04 |
72.42 |
5.62 |
7.7% |
2.36 |
3.2% |
13% |
False |
True |
323,233 |
| 20 |
84.45 |
72.42 |
12.03 |
16.4% |
2.17 |
3.0% |
6% |
False |
True |
257,945 |
| 40 |
84.45 |
72.42 |
12.03 |
16.4% |
2.01 |
2.8% |
6% |
False |
True |
165,384 |
| 60 |
84.45 |
72.42 |
12.03 |
16.4% |
2.12 |
2.9% |
6% |
False |
True |
120,957 |
| 80 |
84.45 |
72.42 |
12.03 |
16.4% |
2.13 |
2.9% |
6% |
False |
True |
94,415 |
| 100 |
84.45 |
67.46 |
16.99 |
23.2% |
2.08 |
2.8% |
33% |
False |
False |
77,121 |
| 120 |
84.45 |
67.46 |
16.99 |
23.2% |
2.07 |
2.8% |
33% |
False |
False |
65,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.36 |
|
2.618 |
89.61 |
|
1.618 |
84.86 |
|
1.000 |
81.92 |
|
0.618 |
80.11 |
|
HIGH |
77.17 |
|
0.618 |
75.36 |
|
0.500 |
74.80 |
|
0.382 |
74.23 |
|
LOW |
72.42 |
|
0.618 |
69.48 |
|
1.000 |
67.67 |
|
1.618 |
64.73 |
|
2.618 |
59.98 |
|
4.250 |
52.23 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.80 |
75.23 |
| PP |
74.24 |
74.53 |
| S1 |
73.69 |
73.84 |
|