NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
74.94 |
76.99 |
2.05 |
2.7% |
74.24 |
| High |
77.41 |
78.04 |
0.63 |
0.8% |
75.42 |
| Low |
74.40 |
76.52 |
2.12 |
2.8% |
72.43 |
| Close |
77.23 |
76.98 |
-0.25 |
-0.3% |
72.89 |
| Range |
3.01 |
1.52 |
-1.49 |
-49.5% |
2.99 |
| ATR |
2.10 |
2.06 |
-0.04 |
-2.0% |
0.00 |
| Volume |
277,411 |
366,269 |
88,858 |
32.0% |
1,534,675 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.74 |
80.88 |
77.82 |
|
| R3 |
80.22 |
79.36 |
77.40 |
|
| R2 |
78.70 |
78.70 |
77.26 |
|
| R1 |
77.84 |
77.84 |
77.12 |
77.51 |
| PP |
77.18 |
77.18 |
77.18 |
77.02 |
| S1 |
76.32 |
76.32 |
76.84 |
75.99 |
| S2 |
75.66 |
75.66 |
76.70 |
|
| S3 |
74.14 |
74.80 |
76.56 |
|
| S4 |
72.62 |
73.28 |
76.14 |
|
|
| 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 |
78.04 |
72.43 |
5.61 |
7.3% |
2.20 |
2.9% |
81% |
True |
False |
325,608 |
| 10 |
78.36 |
72.43 |
5.93 |
7.7% |
2.15 |
2.8% |
77% |
False |
False |
314,480 |
| 20 |
84.45 |
72.43 |
12.02 |
15.6% |
2.06 |
2.7% |
38% |
False |
False |
243,158 |
| 40 |
84.45 |
72.43 |
12.02 |
15.6% |
1.94 |
2.5% |
38% |
False |
False |
156,989 |
| 60 |
84.45 |
72.43 |
12.02 |
15.6% |
2.10 |
2.7% |
38% |
False |
False |
114,715 |
| 80 |
84.45 |
72.43 |
12.02 |
15.6% |
2.09 |
2.7% |
38% |
False |
False |
89,659 |
| 100 |
84.45 |
67.46 |
16.99 |
22.1% |
2.07 |
2.7% |
56% |
False |
False |
73,266 |
| 120 |
84.45 |
67.46 |
16.99 |
22.1% |
2.05 |
2.7% |
56% |
False |
False |
61,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.50 |
|
2.618 |
82.02 |
|
1.618 |
80.50 |
|
1.000 |
79.56 |
|
0.618 |
78.98 |
|
HIGH |
78.04 |
|
0.618 |
77.46 |
|
0.500 |
77.28 |
|
0.382 |
77.10 |
|
LOW |
76.52 |
|
0.618 |
75.58 |
|
1.000 |
75.00 |
|
1.618 |
74.06 |
|
2.618 |
72.54 |
|
4.250 |
70.06 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.28 |
76.41 |
| PP |
77.18 |
75.84 |
| S1 |
77.08 |
75.27 |
|