NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
73.28 |
73.04 |
-0.24 |
-0.3% |
74.31 |
| High |
73.65 |
75.51 |
1.86 |
2.5% |
79.66 |
| Low |
72.08 |
72.72 |
0.64 |
0.9% |
70.75 |
| Close |
73.26 |
75.24 |
1.98 |
2.7% |
72.45 |
| Range |
1.57 |
2.79 |
1.22 |
77.7% |
8.91 |
| ATR |
2.25 |
2.29 |
0.04 |
1.7% |
0.00 |
| Volume |
75,487 |
36,273 |
-39,214 |
-51.9% |
190,402 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.86 |
81.84 |
76.77 |
|
| R3 |
80.07 |
79.05 |
76.01 |
|
| R2 |
77.28 |
77.28 |
75.75 |
|
| R1 |
76.26 |
76.26 |
75.50 |
76.77 |
| PP |
74.49 |
74.49 |
74.49 |
74.75 |
| S1 |
73.47 |
73.47 |
74.98 |
73.98 |
| S2 |
71.70 |
71.70 |
74.73 |
|
| S3 |
68.91 |
70.68 |
74.47 |
|
| S4 |
66.12 |
67.89 |
73.71 |
|
|
| 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 |
11.8% |
2.97 |
4.0% |
50% |
False |
False |
49,373 |
| 10 |
79.66 |
70.75 |
8.91 |
11.8% |
2.62 |
3.5% |
50% |
False |
False |
40,391 |
| 20 |
84.45 |
70.75 |
13.70 |
18.2% |
2.28 |
3.0% |
33% |
False |
False |
35,839 |
| 40 |
85.95 |
70.75 |
15.20 |
20.2% |
1.92 |
2.6% |
30% |
False |
False |
28,325 |
| 60 |
85.95 |
70.75 |
15.20 |
20.2% |
2.01 |
2.7% |
30% |
False |
False |
25,854 |
| 80 |
85.95 |
70.75 |
15.20 |
20.2% |
2.05 |
2.7% |
30% |
False |
False |
23,201 |
| 100 |
85.95 |
69.40 |
16.55 |
22.0% |
2.01 |
2.7% |
35% |
False |
False |
20,911 |
| 120 |
85.95 |
69.40 |
16.55 |
22.0% |
1.98 |
2.6% |
35% |
False |
False |
19,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.37 |
|
2.618 |
82.81 |
|
1.618 |
80.02 |
|
1.000 |
78.30 |
|
0.618 |
77.23 |
|
HIGH |
75.51 |
|
0.618 |
74.44 |
|
0.500 |
74.12 |
|
0.382 |
73.79 |
|
LOW |
72.72 |
|
0.618 |
71.00 |
|
1.000 |
69.93 |
|
1.618 |
68.21 |
|
2.618 |
65.42 |
|
4.250 |
60.86 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.87 |
74.54 |
| PP |
74.49 |
73.83 |
| S1 |
74.12 |
73.13 |
|