NYMEX Light Sweet Crude Oil Future August 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 |
74.24 |
76.25 |
2.01 |
2.7% |
77.17 |
| High |
74.35 |
76.35 |
2.00 |
2.7% |
80.45 |
| Low |
73.16 |
73.85 |
0.69 |
0.9% |
72.04 |
| Close |
74.24 |
76.25 |
2.01 |
2.7% |
73.46 |
| Range |
1.19 |
2.50 |
1.31 |
110.1% |
8.41 |
| ATR |
1.86 |
1.91 |
0.05 |
2.4% |
0.00 |
| Volume |
16,501 |
4,880 |
-11,621 |
-70.4% |
28,287 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.98 |
82.12 |
77.63 |
|
| R3 |
80.48 |
79.62 |
76.94 |
|
| R2 |
77.98 |
77.98 |
76.71 |
|
| R1 |
77.12 |
77.12 |
76.48 |
77.50 |
| PP |
75.48 |
75.48 |
75.48 |
75.68 |
| S1 |
74.62 |
74.62 |
76.02 |
75.00 |
| S2 |
72.98 |
72.98 |
75.79 |
|
| S3 |
70.48 |
72.12 |
75.56 |
|
| S4 |
67.98 |
69.62 |
74.88 |
|
|
| 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 |
11.0% |
2.57 |
3.4% |
50% |
False |
False |
8,033 |
| 10 |
80.45 |
72.04 |
8.41 |
11.0% |
2.17 |
2.8% |
50% |
False |
False |
6,604 |
| 20 |
85.00 |
72.04 |
12.96 |
17.0% |
1.73 |
2.3% |
32% |
False |
False |
5,349 |
| 40 |
86.58 |
72.04 |
14.54 |
19.1% |
1.28 |
1.7% |
29% |
False |
False |
3,492 |
| 60 |
86.58 |
72.04 |
14.54 |
19.1% |
1.14 |
1.5% |
29% |
False |
False |
3,159 |
| 80 |
86.58 |
72.04 |
14.54 |
19.1% |
1.09 |
1.4% |
29% |
False |
False |
2,899 |
| 100 |
86.58 |
70.69 |
15.89 |
20.8% |
1.00 |
1.3% |
35% |
False |
False |
2,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.98 |
|
2.618 |
82.90 |
|
1.618 |
80.40 |
|
1.000 |
78.85 |
|
0.618 |
77.90 |
|
HIGH |
76.35 |
|
0.618 |
75.40 |
|
0.500 |
75.10 |
|
0.382 |
74.81 |
|
LOW |
73.85 |
|
0.618 |
72.31 |
|
1.000 |
71.35 |
|
1.618 |
69.81 |
|
2.618 |
67.31 |
|
4.250 |
63.23 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.87 |
75.57 |
| PP |
75.48 |
74.88 |
| S1 |
75.10 |
74.20 |
|