NYMEX Light Sweet Crude Oil Future June 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 |
74.34 |
73.28 |
-1.06 |
-1.4% |
74.31 |
| High |
75.15 |
73.65 |
-1.50 |
-2.0% |
79.66 |
| Low |
70.75 |
72.08 |
1.33 |
1.9% |
70.75 |
| Close |
72.45 |
73.26 |
0.81 |
1.1% |
72.45 |
| Range |
4.40 |
1.57 |
-2.83 |
-64.3% |
8.91 |
| ATR |
2.30 |
2.25 |
-0.05 |
-2.3% |
0.00 |
| Volume |
61,565 |
75,487 |
13,922 |
22.6% |
190,402 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.71 |
77.05 |
74.12 |
|
| R3 |
76.14 |
75.48 |
73.69 |
|
| R2 |
74.57 |
74.57 |
73.55 |
|
| R1 |
73.91 |
73.91 |
73.40 |
73.46 |
| PP |
73.00 |
73.00 |
73.00 |
72.77 |
| S1 |
72.34 |
72.34 |
73.12 |
71.89 |
| S2 |
71.43 |
71.43 |
72.97 |
|
| S3 |
69.86 |
70.77 |
72.83 |
|
| S4 |
68.29 |
69.20 |
72.40 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.02 |
95.64 |
77.35 |
|
| R3 |
92.11 |
86.73 |
74.90 |
|
| R2 |
83.20 |
83.20 |
74.08 |
|
| R1 |
77.82 |
77.82 |
73.27 |
76.06 |
| PP |
74.29 |
74.29 |
74.29 |
73.40 |
| S1 |
68.91 |
68.91 |
71.63 |
67.15 |
| S2 |
65.38 |
65.38 |
70.82 |
|
| S3 |
56.47 |
60.00 |
70.00 |
|
| S4 |
47.56 |
51.09 |
67.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.66 |
70.75 |
8.91 |
12.2% |
3.00 |
4.1% |
28% |
False |
False |
47,397 |
| 10 |
79.66 |
70.75 |
8.91 |
12.2% |
2.48 |
3.4% |
28% |
False |
False |
39,628 |
| 20 |
85.95 |
70.75 |
15.20 |
20.7% |
2.22 |
3.0% |
17% |
False |
False |
35,710 |
| 40 |
85.95 |
70.75 |
15.20 |
20.7% |
1.89 |
2.6% |
17% |
False |
False |
28,197 |
| 60 |
85.95 |
70.75 |
15.20 |
20.7% |
1.99 |
2.7% |
17% |
False |
False |
25,513 |
| 80 |
85.95 |
70.75 |
15.20 |
20.7% |
2.02 |
2.8% |
17% |
False |
False |
22,914 |
| 100 |
85.95 |
69.40 |
16.55 |
22.6% |
2.00 |
2.7% |
23% |
False |
False |
20,621 |
| 120 |
85.95 |
69.40 |
16.55 |
22.6% |
1.98 |
2.7% |
23% |
False |
False |
18,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.32 |
|
2.618 |
77.76 |
|
1.618 |
76.19 |
|
1.000 |
75.22 |
|
0.618 |
74.62 |
|
HIGH |
73.65 |
|
0.618 |
73.05 |
|
0.500 |
72.87 |
|
0.382 |
72.68 |
|
LOW |
72.08 |
|
0.618 |
71.11 |
|
1.000 |
70.51 |
|
1.618 |
69.54 |
|
2.618 |
67.97 |
|
4.250 |
65.41 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.13 |
74.73 |
| PP |
73.00 |
74.24 |
| S1 |
72.87 |
73.75 |
|