NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
73.46 |
74.24 |
0.78 |
1.1% |
77.17 |
| High |
76.02 |
74.35 |
-1.67 |
-2.2% |
80.45 |
| Low |
72.04 |
73.16 |
1.12 |
1.6% |
72.04 |
| Close |
73.46 |
74.24 |
0.78 |
1.1% |
73.46 |
| Range |
3.98 |
1.19 |
-2.79 |
-70.1% |
8.41 |
| ATR |
1.92 |
1.86 |
-0.05 |
-2.7% |
0.00 |
| Volume |
7,384 |
16,501 |
9,117 |
123.5% |
28,287 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.49 |
77.05 |
74.89 |
|
| R3 |
76.30 |
75.86 |
74.57 |
|
| R2 |
75.11 |
75.11 |
74.46 |
|
| R1 |
74.67 |
74.67 |
74.35 |
74.84 |
| PP |
73.92 |
73.92 |
73.92 |
74.00 |
| S1 |
73.48 |
73.48 |
74.13 |
73.65 |
| S2 |
72.73 |
72.73 |
74.02 |
|
| S3 |
71.54 |
72.29 |
73.91 |
|
| S4 |
70.35 |
71.10 |
73.59 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
95.41 |
78.09 |
|
| R3 |
92.14 |
87.00 |
75.77 |
|
| R2 |
83.73 |
83.73 |
75.00 |
|
| R1 |
78.59 |
78.59 |
74.23 |
76.96 |
| PP |
75.32 |
75.32 |
75.32 |
74.50 |
| S1 |
70.18 |
70.18 |
72.69 |
68.55 |
| S2 |
66.91 |
66.91 |
71.92 |
|
| S3 |
58.50 |
61.77 |
71.15 |
|
| S4 |
50.09 |
53.36 |
68.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.45 |
72.04 |
8.41 |
11.3% |
2.59 |
3.5% |
26% |
False |
False |
7,965 |
| 10 |
80.45 |
72.04 |
8.41 |
11.3% |
1.96 |
2.6% |
26% |
False |
False |
6,573 |
| 20 |
86.58 |
72.04 |
14.54 |
19.6% |
1.67 |
2.3% |
15% |
False |
False |
5,227 |
| 40 |
86.58 |
72.04 |
14.54 |
19.6% |
1.22 |
1.6% |
15% |
False |
False |
3,412 |
| 60 |
86.58 |
72.04 |
14.54 |
19.6% |
1.10 |
1.5% |
15% |
False |
False |
3,136 |
| 80 |
86.58 |
72.04 |
14.54 |
19.6% |
1.06 |
1.4% |
15% |
False |
False |
2,869 |
| 100 |
86.58 |
70.69 |
15.89 |
21.4% |
0.99 |
1.3% |
22% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.41 |
|
2.618 |
77.47 |
|
1.618 |
76.28 |
|
1.000 |
75.54 |
|
0.618 |
75.09 |
|
HIGH |
74.35 |
|
0.618 |
73.90 |
|
0.500 |
73.76 |
|
0.382 |
73.61 |
|
LOW |
73.16 |
|
0.618 |
72.42 |
|
1.000 |
71.97 |
|
1.618 |
71.23 |
|
2.618 |
70.04 |
|
4.250 |
68.10 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.08 |
75.60 |
| PP |
73.92 |
75.14 |
| S1 |
73.76 |
74.69 |
|