NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
73.70 |
76.11 |
2.41 |
3.3% |
75.27 |
| High |
76.08 |
78.50 |
2.42 |
3.2% |
76.31 |
| Low |
73.61 |
75.50 |
1.89 |
2.6% |
73.47 |
| Close |
75.52 |
78.34 |
2.82 |
3.7% |
73.95 |
| Range |
2.47 |
3.00 |
0.53 |
21.5% |
2.84 |
| ATR |
1.89 |
1.97 |
0.08 |
4.2% |
0.00 |
| Volume |
31,517 |
25,394 |
-6,123 |
-19.4% |
177,268 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.45 |
85.39 |
79.99 |
|
| R3 |
83.45 |
82.39 |
79.17 |
|
| R2 |
80.45 |
80.45 |
78.89 |
|
| R1 |
79.39 |
79.39 |
78.62 |
79.92 |
| PP |
77.45 |
77.45 |
77.45 |
77.71 |
| S1 |
76.39 |
76.39 |
78.07 |
76.92 |
| S2 |
74.45 |
74.45 |
77.79 |
|
| S3 |
71.45 |
73.39 |
77.52 |
|
| S4 |
68.45 |
70.39 |
76.69 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.10 |
81.36 |
75.51 |
|
| R3 |
80.26 |
78.52 |
74.73 |
|
| R2 |
77.42 |
77.42 |
74.47 |
|
| R1 |
75.68 |
75.68 |
74.21 |
75.13 |
| PP |
74.58 |
74.58 |
74.58 |
74.30 |
| S1 |
72.84 |
72.84 |
73.69 |
72.29 |
| S2 |
71.74 |
71.74 |
73.43 |
|
| S3 |
68.90 |
70.00 |
73.17 |
|
| S4 |
66.06 |
67.16 |
72.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.50 |
73.47 |
5.03 |
6.4% |
2.28 |
2.9% |
97% |
True |
False |
32,254 |
| 10 |
80.37 |
73.47 |
6.90 |
8.8% |
2.11 |
2.7% |
71% |
False |
False |
33,492 |
| 20 |
85.43 |
73.47 |
11.96 |
15.3% |
1.91 |
2.4% |
41% |
False |
False |
27,644 |
| 40 |
85.43 |
73.47 |
11.96 |
15.3% |
1.81 |
2.3% |
41% |
False |
False |
19,293 |
| 60 |
85.43 |
73.47 |
11.96 |
15.3% |
1.82 |
2.3% |
41% |
False |
False |
15,182 |
| 80 |
85.43 |
72.75 |
12.68 |
16.2% |
1.76 |
2.2% |
44% |
False |
False |
12,614 |
| 100 |
85.43 |
68.84 |
16.59 |
21.2% |
1.60 |
2.0% |
57% |
False |
False |
10,788 |
| 120 |
85.43 |
68.84 |
16.59 |
21.2% |
1.44 |
1.8% |
57% |
False |
False |
9,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.25 |
|
2.618 |
86.35 |
|
1.618 |
83.35 |
|
1.000 |
81.50 |
|
0.618 |
80.35 |
|
HIGH |
78.50 |
|
0.618 |
77.35 |
|
0.500 |
77.00 |
|
0.382 |
76.65 |
|
LOW |
75.50 |
|
0.618 |
73.65 |
|
1.000 |
72.50 |
|
1.618 |
70.65 |
|
2.618 |
67.65 |
|
4.250 |
62.75 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.89 |
77.56 |
| PP |
77.45 |
76.77 |
| S1 |
77.00 |
75.99 |
|