NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
77.56 |
73.43 |
-4.13 |
-5.3% |
73.30 |
| High |
77.56 |
74.27 |
-3.29 |
-4.2% |
78.54 |
| Low |
72.83 |
69.80 |
-3.03 |
-4.2% |
69.80 |
| Close |
73.54 |
71.52 |
-2.02 |
-2.7% |
71.52 |
| Range |
4.73 |
4.47 |
-0.26 |
-5.5% |
8.74 |
| ATR |
2.20 |
2.37 |
0.16 |
7.3% |
0.00 |
| Volume |
120,781 |
161,942 |
41,161 |
34.1% |
502,137 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.27 |
82.87 |
73.98 |
|
| R3 |
80.80 |
78.40 |
72.75 |
|
| R2 |
76.33 |
76.33 |
72.34 |
|
| R1 |
73.93 |
73.93 |
71.93 |
72.90 |
| PP |
71.86 |
71.86 |
71.86 |
71.35 |
| S1 |
69.46 |
69.46 |
71.11 |
68.43 |
| S2 |
67.39 |
67.39 |
70.70 |
|
| S3 |
62.92 |
64.99 |
70.29 |
|
| S4 |
58.45 |
60.52 |
69.06 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.51 |
94.25 |
76.33 |
|
| R3 |
90.77 |
85.51 |
73.92 |
|
| R2 |
82.03 |
82.03 |
73.12 |
|
| R1 |
76.77 |
76.77 |
72.32 |
75.03 |
| PP |
73.29 |
73.29 |
73.29 |
72.42 |
| S1 |
68.03 |
68.03 |
70.72 |
66.29 |
| S2 |
64.55 |
64.55 |
69.92 |
|
| S3 |
55.81 |
59.29 |
69.12 |
|
| S4 |
47.07 |
50.55 |
66.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.54 |
69.80 |
8.74 |
12.2% |
3.25 |
4.5% |
20% |
False |
True |
100,427 |
| 10 |
78.54 |
69.80 |
8.74 |
12.2% |
2.52 |
3.5% |
20% |
False |
True |
91,291 |
| 20 |
84.96 |
69.80 |
15.16 |
21.2% |
2.30 |
3.2% |
11% |
False |
True |
74,234 |
| 40 |
84.96 |
69.80 |
15.16 |
21.2% |
1.99 |
2.8% |
11% |
False |
True |
49,037 |
| 60 |
84.96 |
69.80 |
15.16 |
21.2% |
2.03 |
2.8% |
11% |
False |
True |
36,596 |
| 80 |
84.96 |
69.80 |
15.16 |
21.2% |
2.03 |
2.8% |
11% |
False |
True |
29,079 |
| 100 |
84.96 |
68.38 |
16.58 |
23.2% |
1.92 |
2.7% |
19% |
False |
False |
24,068 |
| 120 |
84.96 |
68.38 |
16.58 |
23.2% |
1.77 |
2.5% |
19% |
False |
False |
20,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.27 |
|
2.618 |
85.97 |
|
1.618 |
81.50 |
|
1.000 |
78.74 |
|
0.618 |
77.03 |
|
HIGH |
74.27 |
|
0.618 |
72.56 |
|
0.500 |
72.04 |
|
0.382 |
71.51 |
|
LOW |
69.80 |
|
0.618 |
67.04 |
|
1.000 |
65.33 |
|
1.618 |
62.57 |
|
2.618 |
58.10 |
|
4.250 |
50.80 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.04 |
74.17 |
| PP |
71.86 |
73.29 |
| S1 |
71.69 |
72.40 |
|