NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
72.07 |
74.14 |
2.07 |
2.9% |
73.30 |
| High |
74.57 |
75.32 |
0.75 |
1.0% |
78.54 |
| Low |
71.72 |
72.97 |
1.25 |
1.7% |
69.80 |
| Close |
74.20 |
74.89 |
0.69 |
0.9% |
71.52 |
| Range |
2.85 |
2.35 |
-0.50 |
-17.5% |
8.74 |
| ATR |
2.35 |
2.35 |
0.00 |
0.0% |
0.00 |
| Volume |
141,625 |
168,989 |
27,364 |
19.3% |
502,137 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.44 |
80.52 |
76.18 |
|
| R3 |
79.09 |
78.17 |
75.54 |
|
| R2 |
76.74 |
76.74 |
75.32 |
|
| R1 |
75.82 |
75.82 |
75.11 |
76.28 |
| PP |
74.39 |
74.39 |
74.39 |
74.63 |
| S1 |
73.47 |
73.47 |
74.67 |
73.93 |
| S2 |
72.04 |
72.04 |
74.46 |
|
| S3 |
69.69 |
71.12 |
74.24 |
|
| S4 |
67.34 |
68.77 |
73.60 |
|
|
| 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 |
77.56 |
69.80 |
7.76 |
10.4% |
3.20 |
4.3% |
66% |
False |
False |
158,338 |
| 10 |
78.54 |
69.80 |
8.74 |
11.7% |
2.69 |
3.6% |
58% |
False |
False |
117,967 |
| 20 |
81.54 |
69.80 |
11.74 |
15.7% |
2.34 |
3.1% |
43% |
False |
False |
93,959 |
| 40 |
84.96 |
69.80 |
15.16 |
20.2% |
2.01 |
2.7% |
34% |
False |
False |
59,772 |
| 60 |
84.96 |
69.80 |
15.16 |
20.2% |
2.04 |
2.7% |
34% |
False |
False |
44,804 |
| 80 |
84.96 |
69.80 |
15.16 |
20.2% |
2.06 |
2.7% |
34% |
False |
False |
35,187 |
| 100 |
84.96 |
68.38 |
16.58 |
22.1% |
1.95 |
2.6% |
39% |
False |
False |
29,095 |
| 120 |
84.96 |
68.38 |
16.58 |
22.1% |
1.79 |
2.4% |
39% |
False |
False |
24,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.31 |
|
2.618 |
81.47 |
|
1.618 |
79.12 |
|
1.000 |
77.67 |
|
0.618 |
76.77 |
|
HIGH |
75.32 |
|
0.618 |
74.42 |
|
0.500 |
74.15 |
|
0.382 |
73.87 |
|
LOW |
72.97 |
|
0.618 |
71.52 |
|
1.000 |
70.62 |
|
1.618 |
69.17 |
|
2.618 |
66.82 |
|
4.250 |
62.98 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.64 |
74.33 |
| PP |
74.39 |
73.77 |
| S1 |
74.15 |
73.21 |
|