NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
77.17 |
79.93 |
2.76 |
3.6% |
77.98 |
| High |
77.65 |
79.95 |
2.30 |
3.0% |
77.96 |
| Low |
75.46 |
77.31 |
1.85 |
2.5% |
75.15 |
| Close |
77.17 |
79.93 |
2.76 |
3.6% |
75.58 |
| Range |
2.19 |
2.64 |
0.45 |
20.5% |
2.81 |
| ATR |
1.48 |
1.57 |
0.09 |
6.3% |
0.00 |
| Volume |
4,962 |
4,537 |
-425 |
-8.6% |
27,930 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.98 |
86.10 |
81.38 |
|
| R3 |
84.34 |
83.46 |
80.66 |
|
| R2 |
81.70 |
81.70 |
80.41 |
|
| R1 |
80.82 |
80.82 |
80.17 |
81.25 |
| PP |
79.06 |
79.06 |
79.06 |
79.28 |
| S1 |
78.18 |
78.18 |
79.69 |
78.61 |
| S2 |
76.42 |
76.42 |
79.45 |
|
| S3 |
73.78 |
75.54 |
79.20 |
|
| S4 |
71.14 |
72.90 |
78.48 |
|
|
| 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 |
79.95 |
75.15 |
4.80 |
6.0% |
1.77 |
2.2% |
100% |
True |
False |
5,175 |
| 10 |
80.87 |
75.15 |
5.72 |
7.2% |
1.52 |
1.9% |
84% |
False |
False |
5,090 |
| 20 |
86.58 |
75.15 |
11.43 |
14.3% |
1.32 |
1.7% |
42% |
False |
False |
3,925 |
| 40 |
86.58 |
75.15 |
11.43 |
14.3% |
1.14 |
1.4% |
42% |
False |
False |
2,913 |
| 60 |
86.58 |
75.15 |
11.43 |
14.3% |
0.99 |
1.2% |
42% |
False |
False |
2,717 |
| 80 |
86.58 |
73.35 |
13.23 |
16.6% |
0.97 |
1.2% |
50% |
False |
False |
2,498 |
| 100 |
86.58 |
70.69 |
15.89 |
19.9% |
0.92 |
1.1% |
58% |
False |
False |
2,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.17 |
|
2.618 |
86.86 |
|
1.618 |
84.22 |
|
1.000 |
82.59 |
|
0.618 |
81.58 |
|
HIGH |
79.95 |
|
0.618 |
78.94 |
|
0.500 |
78.63 |
|
0.382 |
78.32 |
|
LOW |
77.31 |
|
0.618 |
75.68 |
|
1.000 |
74.67 |
|
1.618 |
73.04 |
|
2.618 |
70.40 |
|
4.250 |
66.09 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.50 |
79.14 |
| PP |
79.06 |
78.34 |
| S1 |
78.63 |
77.55 |
|