NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
77.53 |
79.06 |
1.53 |
2.0% |
77.43 |
| High |
79.51 |
80.22 |
0.71 |
0.9% |
77.49 |
| Low |
76.69 |
78.76 |
2.07 |
2.7% |
74.64 |
| Close |
79.44 |
79.18 |
-0.26 |
-0.3% |
75.08 |
| Range |
2.82 |
1.46 |
-1.36 |
-48.2% |
2.85 |
| ATR |
1.88 |
1.85 |
-0.03 |
-1.6% |
0.00 |
| Volume |
6,504 |
12,357 |
5,853 |
90.0% |
45,014 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.77 |
82.93 |
79.98 |
|
| R3 |
82.31 |
81.47 |
79.58 |
|
| R2 |
80.85 |
80.85 |
79.45 |
|
| R1 |
80.01 |
80.01 |
79.31 |
80.43 |
| PP |
79.39 |
79.39 |
79.39 |
79.60 |
| S1 |
78.55 |
78.55 |
79.05 |
78.97 |
| S2 |
77.93 |
77.93 |
78.91 |
|
| S3 |
76.47 |
77.09 |
78.78 |
|
| S4 |
75.01 |
75.63 |
78.38 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.29 |
82.53 |
76.65 |
|
| R3 |
81.44 |
79.68 |
75.86 |
|
| R2 |
78.59 |
78.59 |
75.60 |
|
| R1 |
76.83 |
76.83 |
75.34 |
76.29 |
| PP |
75.74 |
75.74 |
75.74 |
75.46 |
| S1 |
73.98 |
73.98 |
74.82 |
73.44 |
| S2 |
72.89 |
72.89 |
74.56 |
|
| S3 |
70.04 |
71.13 |
74.30 |
|
| S4 |
67.19 |
68.28 |
73.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.22 |
74.64 |
5.58 |
7.0% |
2.06 |
2.6% |
81% |
True |
False |
9,091 |
| 10 |
80.50 |
74.64 |
5.86 |
7.4% |
1.97 |
2.5% |
77% |
False |
False |
8,474 |
| 20 |
86.41 |
74.64 |
11.77 |
14.9% |
1.80 |
2.3% |
39% |
False |
False |
7,330 |
| 40 |
86.41 |
74.64 |
11.77 |
14.9% |
1.63 |
2.1% |
39% |
False |
False |
5,408 |
| 60 |
86.41 |
74.64 |
11.77 |
14.9% |
1.65 |
2.1% |
39% |
False |
False |
4,627 |
| 80 |
86.41 |
74.64 |
11.77 |
14.9% |
1.63 |
2.1% |
39% |
False |
False |
4,346 |
| 100 |
86.41 |
70.06 |
16.35 |
20.6% |
1.64 |
2.1% |
56% |
False |
False |
3,955 |
| 120 |
86.41 |
70.06 |
16.35 |
20.6% |
1.63 |
2.1% |
56% |
False |
False |
3,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.43 |
|
2.618 |
84.04 |
|
1.618 |
82.58 |
|
1.000 |
81.68 |
|
0.618 |
81.12 |
|
HIGH |
80.22 |
|
0.618 |
79.66 |
|
0.500 |
79.49 |
|
0.382 |
79.32 |
|
LOW |
78.76 |
|
0.618 |
77.86 |
|
1.000 |
77.30 |
|
1.618 |
76.40 |
|
2.618 |
74.94 |
|
4.250 |
72.56 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.49 |
78.62 |
| PP |
79.39 |
78.06 |
| S1 |
79.28 |
77.51 |
|