NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
78.69 |
78.70 |
0.01 |
0.0% |
75.75 |
| High |
79.66 |
78.70 |
-0.96 |
-1.2% |
76.92 |
| Low |
78.21 |
74.04 |
-4.17 |
-5.3% |
74.08 |
| Close |
78.64 |
74.74 |
-3.90 |
-5.0% |
74.53 |
| Range |
1.45 |
4.66 |
3.21 |
221.4% |
2.84 |
| ATR |
1.95 |
2.14 |
0.19 |
9.9% |
0.00 |
| Volume |
40,729 |
32,813 |
-7,916 |
-19.4% |
169,695 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.81 |
86.93 |
77.30 |
|
| R3 |
85.15 |
82.27 |
76.02 |
|
| R2 |
80.49 |
80.49 |
75.59 |
|
| R1 |
77.61 |
77.61 |
75.17 |
76.72 |
| PP |
75.83 |
75.83 |
75.83 |
75.38 |
| S1 |
72.95 |
72.95 |
74.31 |
72.06 |
| S2 |
71.17 |
71.17 |
73.89 |
|
| S3 |
66.51 |
68.29 |
73.46 |
|
| S4 |
61.85 |
63.63 |
72.18 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.70 |
81.95 |
76.09 |
|
| R3 |
80.86 |
79.11 |
75.31 |
|
| R2 |
78.02 |
78.02 |
75.05 |
|
| R1 |
76.27 |
76.27 |
74.79 |
75.73 |
| PP |
75.18 |
75.18 |
75.18 |
74.90 |
| S1 |
73.43 |
73.43 |
74.27 |
72.89 |
| S2 |
72.34 |
72.34 |
74.01 |
|
| S3 |
69.50 |
70.59 |
73.75 |
|
| S4 |
66.66 |
67.75 |
72.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.66 |
74.04 |
5.62 |
7.5% |
2.74 |
3.7% |
12% |
False |
True |
31,768 |
| 10 |
79.66 |
74.04 |
5.62 |
7.5% |
2.27 |
3.0% |
12% |
False |
True |
32,682 |
| 20 |
85.95 |
74.04 |
11.91 |
15.9% |
2.05 |
2.7% |
6% |
False |
True |
31,998 |
| 40 |
85.95 |
74.04 |
11.91 |
15.9% |
1.89 |
2.5% |
6% |
False |
True |
26,349 |
| 60 |
85.95 |
74.04 |
11.91 |
15.9% |
1.96 |
2.6% |
6% |
False |
True |
23,637 |
| 80 |
85.95 |
74.04 |
11.91 |
15.9% |
1.99 |
2.7% |
6% |
False |
True |
21,482 |
| 100 |
85.95 |
69.40 |
16.55 |
22.1% |
1.98 |
2.6% |
32% |
False |
False |
19,469 |
| 120 |
85.95 |
69.40 |
16.55 |
22.1% |
1.97 |
2.6% |
32% |
False |
False |
17,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.51 |
|
2.618 |
90.90 |
|
1.618 |
86.24 |
|
1.000 |
83.36 |
|
0.618 |
81.58 |
|
HIGH |
78.70 |
|
0.618 |
76.92 |
|
0.500 |
76.37 |
|
0.382 |
75.82 |
|
LOW |
74.04 |
|
0.618 |
71.16 |
|
1.000 |
69.38 |
|
1.618 |
66.50 |
|
2.618 |
61.84 |
|
4.250 |
54.24 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.37 |
76.85 |
| PP |
75.83 |
76.15 |
| S1 |
75.28 |
75.44 |
|