NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
77.09 |
73.04 |
-4.05 |
-5.3% |
72.84 |
| High |
77.17 |
73.94 |
-3.23 |
-4.2% |
78.04 |
| Low |
72.42 |
69.50 |
-2.92 |
-4.0% |
69.50 |
| Close |
73.14 |
71.19 |
-1.95 |
-2.7% |
71.19 |
| Range |
4.75 |
4.44 |
-0.31 |
-6.5% |
8.54 |
| ATR |
2.25 |
2.41 |
0.16 |
6.9% |
0.00 |
| Volume |
391,294 |
523,892 |
132,598 |
33.9% |
1,894,136 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.86 |
82.47 |
73.63 |
|
| R3 |
80.42 |
78.03 |
72.41 |
|
| R2 |
75.98 |
75.98 |
72.00 |
|
| R1 |
73.59 |
73.59 |
71.60 |
72.57 |
| PP |
71.54 |
71.54 |
71.54 |
71.03 |
| S1 |
69.15 |
69.15 |
70.78 |
68.13 |
| S2 |
67.10 |
67.10 |
70.38 |
|
| S3 |
62.66 |
64.71 |
69.97 |
|
| S4 |
58.22 |
60.27 |
68.75 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.53 |
93.40 |
75.89 |
|
| R3 |
89.99 |
84.86 |
73.54 |
|
| R2 |
81.45 |
81.45 |
72.76 |
|
| R1 |
76.32 |
76.32 |
71.97 |
74.62 |
| PP |
72.91 |
72.91 |
72.91 |
72.06 |
| S1 |
67.78 |
67.78 |
70.41 |
66.08 |
| S2 |
64.37 |
64.37 |
69.62 |
|
| S3 |
55.83 |
59.24 |
68.84 |
|
| S4 |
47.29 |
50.70 |
66.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.04 |
69.50 |
8.54 |
12.0% |
3.24 |
4.6% |
20% |
False |
True |
378,827 |
| 10 |
78.04 |
69.50 |
8.54 |
12.0% |
2.55 |
3.6% |
20% |
False |
True |
342,881 |
| 20 |
84.45 |
69.50 |
14.95 |
21.0% |
2.33 |
3.3% |
11% |
False |
True |
277,180 |
| 40 |
84.45 |
69.50 |
14.95 |
21.0% |
2.07 |
2.9% |
11% |
False |
True |
176,530 |
| 60 |
84.45 |
69.50 |
14.95 |
21.0% |
2.16 |
3.0% |
11% |
False |
True |
129,372 |
| 80 |
84.45 |
69.50 |
14.95 |
21.0% |
2.17 |
3.0% |
11% |
False |
True |
100,862 |
| 100 |
84.45 |
67.46 |
16.99 |
23.9% |
2.12 |
3.0% |
22% |
False |
False |
82,278 |
| 120 |
84.45 |
67.46 |
16.99 |
23.9% |
2.08 |
2.9% |
22% |
False |
False |
69,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.81 |
|
2.618 |
85.56 |
|
1.618 |
81.12 |
|
1.000 |
78.38 |
|
0.618 |
76.68 |
|
HIGH |
73.94 |
|
0.618 |
72.24 |
|
0.500 |
71.72 |
|
0.382 |
71.20 |
|
LOW |
69.50 |
|
0.618 |
66.76 |
|
1.000 |
65.06 |
|
1.618 |
62.32 |
|
2.618 |
57.88 |
|
4.250 |
50.63 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
71.72 |
73.77 |
| PP |
71.54 |
72.91 |
| S1 |
71.37 |
72.05 |
|