NYMEX Light Sweet Crude Oil Future July 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 |
73.76 |
75.77 |
2.01 |
2.7% |
74.79 |
| High |
74.06 |
76.01 |
1.95 |
2.6% |
80.22 |
| Low |
72.67 |
74.04 |
1.37 |
1.9% |
71.64 |
| Close |
73.78 |
75.77 |
1.99 |
2.7% |
72.97 |
| Range |
1.39 |
1.97 |
0.58 |
41.7% |
8.58 |
| ATR |
2.12 |
2.13 |
0.01 |
0.4% |
0.00 |
| Volume |
21,558 |
8,668 |
-12,890 |
-59.8% |
47,505 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.18 |
80.45 |
76.85 |
|
| R3 |
79.21 |
78.48 |
76.31 |
|
| R2 |
77.24 |
77.24 |
76.13 |
|
| R1 |
76.51 |
76.51 |
75.95 |
76.76 |
| PP |
75.27 |
75.27 |
75.27 |
75.40 |
| S1 |
74.54 |
74.54 |
75.59 |
74.79 |
| S2 |
73.30 |
73.30 |
75.41 |
|
| S3 |
71.33 |
72.57 |
75.23 |
|
| S4 |
69.36 |
70.60 |
74.69 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.68 |
95.41 |
77.69 |
|
| R3 |
92.10 |
86.83 |
75.33 |
|
| R2 |
83.52 |
83.52 |
74.54 |
|
| R1 |
78.25 |
78.25 |
73.76 |
76.60 |
| PP |
74.94 |
74.94 |
74.94 |
74.12 |
| S1 |
69.67 |
69.67 |
72.18 |
68.02 |
| S2 |
66.36 |
66.36 |
71.40 |
|
| S3 |
57.78 |
61.09 |
70.61 |
|
| S4 |
49.20 |
52.51 |
68.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.22 |
71.64 |
8.58 |
11.3% |
2.64 |
3.5% |
48% |
False |
False |
12,483 |
| 10 |
80.22 |
71.64 |
8.58 |
11.3% |
2.41 |
3.2% |
48% |
False |
False |
10,582 |
| 20 |
84.96 |
71.64 |
13.32 |
17.6% |
2.09 |
2.8% |
31% |
False |
False |
8,750 |
| 40 |
86.41 |
71.64 |
14.77 |
19.5% |
1.72 |
2.3% |
28% |
False |
False |
6,238 |
| 60 |
86.41 |
71.64 |
14.77 |
19.5% |
1.73 |
2.3% |
28% |
False |
False |
5,261 |
| 80 |
86.41 |
71.64 |
14.77 |
19.5% |
1.74 |
2.3% |
28% |
False |
False |
4,808 |
| 100 |
86.41 |
70.06 |
16.35 |
21.6% |
1.68 |
2.2% |
35% |
False |
False |
4,362 |
| 120 |
86.41 |
70.06 |
16.35 |
21.6% |
1.65 |
2.2% |
35% |
False |
False |
4,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.38 |
|
2.618 |
81.17 |
|
1.618 |
79.20 |
|
1.000 |
77.98 |
|
0.618 |
77.23 |
|
HIGH |
76.01 |
|
0.618 |
75.26 |
|
0.500 |
75.03 |
|
0.382 |
74.79 |
|
LOW |
74.04 |
|
0.618 |
72.82 |
|
1.000 |
72.07 |
|
1.618 |
70.85 |
|
2.618 |
68.88 |
|
4.250 |
65.67 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.52 |
75.12 |
| PP |
75.27 |
74.47 |
| S1 |
75.03 |
73.83 |
|