NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
73.95 |
72.81 |
-1.14 |
-1.5% |
73.70 |
| High |
74.72 |
73.17 |
-1.55 |
-2.1% |
79.15 |
| Low |
70.28 |
71.57 |
1.29 |
1.8% |
70.28 |
| Close |
71.95 |
72.76 |
0.81 |
1.1% |
71.95 |
| Range |
4.44 |
1.60 |
-2.84 |
-64.0% |
8.87 |
| ATR |
2.30 |
2.25 |
-0.05 |
-2.2% |
0.00 |
| Volume |
73,186 |
93,186 |
20,000 |
27.3% |
216,801 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.30 |
76.63 |
73.64 |
|
| R3 |
75.70 |
75.03 |
73.20 |
|
| R2 |
74.10 |
74.10 |
73.05 |
|
| R1 |
73.43 |
73.43 |
72.91 |
72.97 |
| PP |
72.50 |
72.50 |
72.50 |
72.27 |
| S1 |
71.83 |
71.83 |
72.61 |
71.37 |
| S2 |
70.90 |
70.90 |
72.47 |
|
| S3 |
69.30 |
70.23 |
72.32 |
|
| S4 |
67.70 |
68.63 |
71.88 |
|
|
| 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 |
12.2% |
3.04 |
4.2% |
28% |
False |
False |
55,694 |
| 10 |
79.15 |
70.28 |
8.87 |
12.2% |
2.50 |
3.4% |
28% |
False |
False |
44,550 |
| 20 |
85.43 |
70.28 |
15.15 |
20.8% |
2.24 |
3.1% |
16% |
False |
False |
36,411 |
| 40 |
85.43 |
70.28 |
15.15 |
20.8% |
1.87 |
2.6% |
16% |
False |
False |
24,127 |
| 60 |
85.43 |
70.28 |
15.15 |
20.8% |
1.90 |
2.6% |
16% |
False |
False |
18,988 |
| 80 |
85.43 |
70.28 |
15.15 |
20.8% |
1.85 |
2.5% |
16% |
False |
False |
15,586 |
| 100 |
85.43 |
68.84 |
16.59 |
22.8% |
1.69 |
2.3% |
24% |
False |
False |
13,179 |
| 120 |
85.43 |
68.84 |
16.59 |
22.8% |
1.50 |
2.1% |
24% |
False |
False |
11,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.97 |
|
2.618 |
77.36 |
|
1.618 |
75.76 |
|
1.000 |
74.77 |
|
0.618 |
74.16 |
|
HIGH |
73.17 |
|
0.618 |
72.56 |
|
0.500 |
72.37 |
|
0.382 |
72.18 |
|
LOW |
71.57 |
|
0.618 |
70.58 |
|
1.000 |
69.97 |
|
1.618 |
68.98 |
|
2.618 |
67.38 |
|
4.250 |
64.77 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.63 |
74.18 |
| PP |
72.50 |
73.70 |
| S1 |
72.37 |
73.23 |
|