NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
74.46 |
75.43 |
0.97 |
1.3% |
73.70 |
| High |
75.72 |
76.59 |
0.87 |
1.1% |
79.15 |
| Low |
73.43 |
74.28 |
0.85 |
1.2% |
70.28 |
| Close |
75.34 |
76.23 |
0.89 |
1.2% |
71.95 |
| Range |
2.29 |
2.31 |
0.02 |
0.9% |
8.87 |
| ATR |
2.29 |
2.29 |
0.00 |
0.1% |
0.00 |
| Volume |
71,174 |
67,340 |
-3,834 |
-5.4% |
216,801 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.63 |
81.74 |
77.50 |
|
| R3 |
80.32 |
79.43 |
76.87 |
|
| R2 |
78.01 |
78.01 |
76.65 |
|
| R1 |
77.12 |
77.12 |
76.44 |
77.57 |
| PP |
75.70 |
75.70 |
75.70 |
75.92 |
| S1 |
74.81 |
74.81 |
76.02 |
75.26 |
| S2 |
73.39 |
73.39 |
75.81 |
|
| S3 |
71.08 |
72.50 |
75.59 |
|
| S4 |
68.77 |
70.19 |
74.96 |
|
|
| 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 |
76.59 |
70.28 |
6.31 |
8.3% |
2.69 |
3.5% |
94% |
True |
False |
73,551 |
| 10 |
79.15 |
70.28 |
8.87 |
11.6% |
2.74 |
3.6% |
67% |
False |
False |
53,827 |
| 20 |
81.95 |
70.28 |
11.67 |
15.3% |
2.29 |
3.0% |
51% |
False |
False |
43,372 |
| 40 |
85.43 |
70.28 |
15.15 |
19.9% |
1.96 |
2.6% |
39% |
False |
False |
28,143 |
| 60 |
85.43 |
70.28 |
15.15 |
19.9% |
1.95 |
2.6% |
39% |
False |
False |
22,032 |
| 80 |
85.43 |
70.28 |
15.15 |
19.9% |
1.90 |
2.5% |
39% |
False |
False |
17,893 |
| 100 |
85.43 |
68.84 |
16.59 |
21.8% |
1.76 |
2.3% |
45% |
False |
False |
15,130 |
| 120 |
85.43 |
68.84 |
16.59 |
21.8% |
1.54 |
2.0% |
45% |
False |
False |
13,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.41 |
|
2.618 |
82.64 |
|
1.618 |
80.33 |
|
1.000 |
78.90 |
|
0.618 |
78.02 |
|
HIGH |
76.59 |
|
0.618 |
75.71 |
|
0.500 |
75.44 |
|
0.382 |
75.16 |
|
LOW |
74.28 |
|
0.618 |
72.85 |
|
1.000 |
71.97 |
|
1.618 |
70.54 |
|
2.618 |
68.23 |
|
4.250 |
64.46 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.97 |
75.62 |
| PP |
75.70 |
75.01 |
| S1 |
75.44 |
74.40 |
|