NYMEX Light Sweet Crude Oil Future May 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 |
78.05 |
73.95 |
-4.10 |
-5.3% |
73.70 |
| High |
78.07 |
74.72 |
-3.35 |
-4.3% |
79.15 |
| Low |
73.43 |
70.28 |
-3.15 |
-4.3% |
70.28 |
| Close |
74.14 |
71.95 |
-2.19 |
-3.0% |
71.95 |
| Range |
4.64 |
4.44 |
-0.20 |
-4.3% |
8.87 |
| ATR |
2.13 |
2.30 |
0.16 |
7.7% |
0.00 |
| Volume |
48,436 |
73,186 |
24,750 |
51.1% |
216,801 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.64 |
83.23 |
74.39 |
|
| R3 |
81.20 |
78.79 |
73.17 |
|
| R2 |
76.76 |
76.76 |
72.76 |
|
| R1 |
74.35 |
74.35 |
72.36 |
73.34 |
| PP |
72.32 |
72.32 |
72.32 |
71.81 |
| S1 |
69.91 |
69.91 |
71.54 |
68.90 |
| S2 |
67.88 |
67.88 |
71.14 |
|
| S3 |
63.44 |
65.47 |
70.73 |
|
| S4 |
59.00 |
61.03 |
69.51 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
95.05 |
76.83 |
|
| R3 |
91.53 |
86.18 |
74.39 |
|
| R2 |
82.66 |
82.66 |
73.58 |
|
| R1 |
77.31 |
77.31 |
72.76 |
75.55 |
| PP |
73.79 |
73.79 |
73.79 |
72.92 |
| S1 |
68.44 |
68.44 |
71.14 |
66.68 |
| S2 |
64.92 |
64.92 |
70.32 |
|
| S3 |
56.05 |
59.57 |
69.51 |
|
| S4 |
47.18 |
50.70 |
67.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.15 |
70.28 |
8.87 |
12.3% |
3.22 |
4.5% |
19% |
False |
True |
43,360 |
| 10 |
79.15 |
70.28 |
8.87 |
12.3% |
2.46 |
3.4% |
19% |
False |
True |
39,406 |
| 20 |
85.43 |
70.28 |
15.15 |
21.1% |
2.23 |
3.1% |
11% |
False |
True |
32,694 |
| 40 |
85.43 |
70.28 |
15.15 |
21.1% |
1.92 |
2.7% |
11% |
False |
True |
22,188 |
| 60 |
85.43 |
70.28 |
15.15 |
21.1% |
1.90 |
2.6% |
11% |
False |
True |
17,515 |
| 80 |
85.43 |
70.28 |
15.15 |
21.1% |
1.84 |
2.6% |
11% |
False |
True |
14,511 |
| 100 |
85.43 |
68.84 |
16.59 |
23.1% |
1.67 |
2.3% |
19% |
False |
False |
12,277 |
| 120 |
85.43 |
68.84 |
16.59 |
23.1% |
1.50 |
2.1% |
19% |
False |
False |
10,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.59 |
|
2.618 |
86.34 |
|
1.618 |
81.90 |
|
1.000 |
79.16 |
|
0.618 |
77.46 |
|
HIGH |
74.72 |
|
0.618 |
73.02 |
|
0.500 |
72.50 |
|
0.382 |
71.98 |
|
LOW |
70.28 |
|
0.618 |
67.54 |
|
1.000 |
65.84 |
|
1.618 |
63.10 |
|
2.618 |
58.66 |
|
4.250 |
51.41 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.50 |
74.72 |
| PP |
72.32 |
73.79 |
| S1 |
72.13 |
72.87 |
|