NYMEX Light Sweet Crude Oil Future March 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 |
72.84 |
74.94 |
2.10 |
2.9% |
74.24 |
| High |
74.99 |
77.41 |
2.42 |
3.2% |
75.42 |
| Low |
72.49 |
74.40 |
1.91 |
2.6% |
72.43 |
| Close |
74.43 |
77.23 |
2.80 |
3.8% |
72.89 |
| Range |
2.50 |
3.01 |
0.51 |
20.4% |
2.99 |
| ATR |
2.03 |
2.10 |
0.07 |
3.4% |
0.00 |
| Volume |
335,270 |
277,411 |
-57,859 |
-17.3% |
1,534,675 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.38 |
84.31 |
78.89 |
|
| R3 |
82.37 |
81.30 |
78.06 |
|
| R2 |
79.36 |
79.36 |
77.78 |
|
| R1 |
78.29 |
78.29 |
77.51 |
78.83 |
| PP |
76.35 |
76.35 |
76.35 |
76.61 |
| S1 |
75.28 |
75.28 |
76.95 |
75.82 |
| S2 |
73.34 |
73.34 |
76.68 |
|
| S3 |
70.33 |
72.27 |
76.40 |
|
| S4 |
67.32 |
69.26 |
75.57 |
|
|
| 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 |
77.41 |
72.43 |
4.98 |
6.4% |
2.38 |
3.1% |
96% |
True |
False |
303,595 |
| 10 |
79.36 |
72.43 |
6.93 |
9.0% |
2.21 |
2.9% |
69% |
False |
False |
312,963 |
| 20 |
84.45 |
72.43 |
12.02 |
15.6% |
2.03 |
2.6% |
40% |
False |
False |
229,659 |
| 40 |
84.45 |
72.43 |
12.02 |
15.6% |
1.98 |
2.6% |
40% |
False |
False |
149,188 |
| 60 |
84.45 |
72.43 |
12.02 |
15.6% |
2.09 |
2.7% |
40% |
False |
False |
109,009 |
| 80 |
84.45 |
71.20 |
13.25 |
17.2% |
2.11 |
2.7% |
46% |
False |
False |
85,213 |
| 100 |
84.45 |
67.46 |
16.99 |
22.0% |
2.07 |
2.7% |
58% |
False |
False |
69,695 |
| 120 |
84.45 |
67.46 |
16.99 |
22.0% |
2.04 |
2.6% |
58% |
False |
False |
58,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.20 |
|
2.618 |
85.29 |
|
1.618 |
82.28 |
|
1.000 |
80.42 |
|
0.618 |
79.27 |
|
HIGH |
77.41 |
|
0.618 |
76.26 |
|
0.500 |
75.91 |
|
0.382 |
75.55 |
|
LOW |
74.40 |
|
0.618 |
72.54 |
|
1.000 |
71.39 |
|
1.618 |
69.53 |
|
2.618 |
66.52 |
|
4.250 |
61.61 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.79 |
76.46 |
| PP |
76.35 |
75.69 |
| S1 |
75.91 |
74.92 |
|