NYMEX Light Sweet Crude Oil Future March 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 |
73.89 |
72.84 |
-1.05 |
-1.4% |
74.24 |
| High |
74.82 |
74.99 |
0.17 |
0.2% |
75.42 |
| Low |
72.43 |
72.49 |
0.06 |
0.1% |
72.43 |
| Close |
72.89 |
74.43 |
1.54 |
2.1% |
72.89 |
| Range |
2.39 |
2.50 |
0.11 |
4.6% |
2.99 |
| ATR |
2.00 |
2.03 |
0.04 |
1.8% |
0.00 |
| Volume |
292,911 |
335,270 |
42,359 |
14.5% |
1,534,675 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.47 |
80.45 |
75.81 |
|
| R3 |
78.97 |
77.95 |
75.12 |
|
| R2 |
76.47 |
76.47 |
74.89 |
|
| R1 |
75.45 |
75.45 |
74.66 |
75.96 |
| PP |
73.97 |
73.97 |
73.97 |
74.23 |
| S1 |
72.95 |
72.95 |
74.20 |
73.46 |
| S2 |
71.47 |
71.47 |
73.97 |
|
| S3 |
68.97 |
70.45 |
73.74 |
|
| S4 |
66.47 |
67.95 |
73.06 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.55 |
80.71 |
74.53 |
|
| R3 |
79.56 |
77.72 |
73.71 |
|
| R2 |
76.57 |
76.57 |
73.44 |
|
| R1 |
74.73 |
74.73 |
73.16 |
74.16 |
| PP |
73.58 |
73.58 |
73.58 |
73.29 |
| S1 |
71.74 |
71.74 |
72.62 |
71.17 |
| S2 |
70.59 |
70.59 |
72.34 |
|
| S3 |
67.60 |
68.75 |
72.07 |
|
| S4 |
64.61 |
65.76 |
71.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.39 |
72.43 |
2.96 |
4.0% |
2.09 |
2.8% |
68% |
False |
False |
304,225 |
| 10 |
79.47 |
72.43 |
7.04 |
9.5% |
2.15 |
2.9% |
28% |
False |
False |
304,231 |
| 20 |
84.45 |
72.43 |
12.02 |
16.1% |
1.98 |
2.7% |
17% |
False |
False |
218,164 |
| 40 |
84.45 |
72.43 |
12.02 |
16.1% |
1.95 |
2.6% |
17% |
False |
False |
143,424 |
| 60 |
84.45 |
72.43 |
12.02 |
16.1% |
2.07 |
2.8% |
17% |
False |
False |
104,748 |
| 80 |
84.45 |
70.76 |
13.69 |
18.4% |
2.10 |
2.8% |
27% |
False |
False |
81,879 |
| 100 |
84.45 |
67.46 |
16.99 |
22.8% |
2.05 |
2.8% |
41% |
False |
False |
66,977 |
| 120 |
84.45 |
67.46 |
16.99 |
22.8% |
2.03 |
2.7% |
41% |
False |
False |
56,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.62 |
|
2.618 |
81.54 |
|
1.618 |
79.04 |
|
1.000 |
77.49 |
|
0.618 |
76.54 |
|
HIGH |
74.99 |
|
0.618 |
74.04 |
|
0.500 |
73.74 |
|
0.382 |
73.45 |
|
LOW |
72.49 |
|
0.618 |
70.95 |
|
1.000 |
69.99 |
|
1.618 |
68.45 |
|
2.618 |
65.95 |
|
4.250 |
61.87 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.20 |
74.19 |
| PP |
73.97 |
73.95 |
| S1 |
73.74 |
73.71 |
|