NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
75.58 |
77.17 |
1.59 |
2.1% |
77.98 |
| High |
77.18 |
77.65 |
0.47 |
0.6% |
77.96 |
| Low |
75.15 |
75.46 |
0.31 |
0.4% |
75.15 |
| Close |
75.58 |
77.17 |
1.59 |
2.1% |
75.58 |
| Range |
2.03 |
2.19 |
0.16 |
7.9% |
2.81 |
| ATR |
1.43 |
1.48 |
0.05 |
3.8% |
0.00 |
| Volume |
5,633 |
4,962 |
-671 |
-11.9% |
27,930 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.33 |
82.44 |
78.37 |
|
| R3 |
81.14 |
80.25 |
77.77 |
|
| R2 |
78.95 |
78.95 |
77.57 |
|
| R1 |
78.06 |
78.06 |
77.37 |
78.27 |
| PP |
76.76 |
76.76 |
76.76 |
76.86 |
| S1 |
75.87 |
75.87 |
76.97 |
76.08 |
| S2 |
74.57 |
74.57 |
76.77 |
|
| S3 |
72.38 |
73.68 |
76.57 |
|
| S4 |
70.19 |
71.49 |
75.97 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.66 |
82.93 |
77.13 |
|
| R3 |
81.85 |
80.12 |
76.35 |
|
| R2 |
79.04 |
79.04 |
76.10 |
|
| R1 |
77.31 |
77.31 |
75.84 |
76.77 |
| PP |
76.23 |
76.23 |
76.23 |
75.96 |
| S1 |
74.50 |
74.50 |
75.32 |
73.96 |
| S2 |
73.42 |
73.42 |
75.06 |
|
| S3 |
70.61 |
71.69 |
74.81 |
|
| S4 |
67.80 |
68.88 |
74.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.65 |
75.15 |
2.50 |
3.2% |
1.32 |
1.7% |
81% |
True |
False |
5,181 |
| 10 |
81.85 |
75.15 |
6.70 |
8.7% |
1.38 |
1.8% |
30% |
False |
False |
4,870 |
| 20 |
86.58 |
75.15 |
11.43 |
14.8% |
1.21 |
1.6% |
18% |
False |
False |
3,753 |
| 40 |
86.58 |
75.15 |
11.43 |
14.8% |
1.09 |
1.4% |
18% |
False |
False |
2,862 |
| 60 |
86.58 |
75.15 |
11.43 |
14.8% |
0.96 |
1.2% |
18% |
False |
False |
2,669 |
| 80 |
86.58 |
73.35 |
13.23 |
17.1% |
0.95 |
1.2% |
29% |
False |
False |
2,459 |
| 100 |
86.58 |
70.69 |
15.89 |
20.6% |
0.91 |
1.2% |
41% |
False |
False |
2,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.96 |
|
2.618 |
83.38 |
|
1.618 |
81.19 |
|
1.000 |
79.84 |
|
0.618 |
79.00 |
|
HIGH |
77.65 |
|
0.618 |
76.81 |
|
0.500 |
76.56 |
|
0.382 |
76.30 |
|
LOW |
75.46 |
|
0.618 |
74.11 |
|
1.000 |
73.27 |
|
1.618 |
71.92 |
|
2.618 |
69.73 |
|
4.250 |
66.15 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.97 |
76.91 |
| PP |
76.76 |
76.66 |
| S1 |
76.56 |
76.40 |
|