NYMEX Light Sweet Crude Oil Future May 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 |
72.56 |
74.46 |
1.90 |
2.6% |
73.70 |
| High |
75.00 |
75.72 |
0.72 |
1.0% |
79.15 |
| Low |
72.20 |
73.43 |
1.23 |
1.7% |
70.28 |
| Close |
74.71 |
75.34 |
0.63 |
0.8% |
71.95 |
| Range |
2.80 |
2.29 |
-0.51 |
-18.2% |
8.87 |
| ATR |
2.29 |
2.29 |
0.00 |
0.0% |
0.00 |
| Volume |
62,871 |
71,174 |
8,303 |
13.2% |
216,801 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.70 |
80.81 |
76.60 |
|
| R3 |
79.41 |
78.52 |
75.97 |
|
| R2 |
77.12 |
77.12 |
75.76 |
|
| R1 |
76.23 |
76.23 |
75.55 |
76.68 |
| PP |
74.83 |
74.83 |
74.83 |
75.05 |
| S1 |
73.94 |
73.94 |
75.13 |
74.39 |
| S2 |
72.54 |
72.54 |
74.92 |
|
| S3 |
70.25 |
71.65 |
74.71 |
|
| S4 |
67.96 |
69.36 |
74.08 |
|
|
| 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 |
78.07 |
70.28 |
7.79 |
10.3% |
3.15 |
4.2% |
65% |
False |
False |
69,770 |
| 10 |
79.15 |
70.28 |
8.87 |
11.8% |
2.66 |
3.5% |
57% |
False |
False |
51,849 |
| 20 |
82.11 |
70.28 |
11.83 |
15.7% |
2.28 |
3.0% |
43% |
False |
False |
41,144 |
| 40 |
85.43 |
70.28 |
15.15 |
20.1% |
1.93 |
2.6% |
33% |
False |
False |
26,752 |
| 60 |
85.43 |
70.28 |
15.15 |
20.1% |
1.93 |
2.6% |
33% |
False |
False |
21,048 |
| 80 |
85.43 |
70.28 |
15.15 |
20.1% |
1.88 |
2.5% |
33% |
False |
False |
17,122 |
| 100 |
85.43 |
68.84 |
16.59 |
22.0% |
1.74 |
2.3% |
39% |
False |
False |
14,469 |
| 120 |
85.43 |
68.84 |
16.59 |
22.0% |
1.53 |
2.0% |
39% |
False |
False |
12,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.45 |
|
2.618 |
81.72 |
|
1.618 |
79.43 |
|
1.000 |
78.01 |
|
0.618 |
77.14 |
|
HIGH |
75.72 |
|
0.618 |
74.85 |
|
0.500 |
74.58 |
|
0.382 |
74.30 |
|
LOW |
73.43 |
|
0.618 |
72.01 |
|
1.000 |
71.14 |
|
1.618 |
69.72 |
|
2.618 |
67.43 |
|
4.250 |
63.70 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.09 |
74.78 |
| PP |
74.83 |
74.21 |
| S1 |
74.58 |
73.65 |
|