NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
71.68 |
73.79 |
2.11 |
2.9% |
72.84 |
| High |
74.15 |
74.97 |
0.82 |
1.1% |
78.04 |
| Low |
71.32 |
72.60 |
1.28 |
1.8% |
69.50 |
| Close |
73.75 |
74.52 |
0.77 |
1.0% |
71.19 |
| Range |
2.83 |
2.37 |
-0.46 |
-16.3% |
8.54 |
| ATR |
2.39 |
2.39 |
0.00 |
-0.1% |
0.00 |
| Volume |
345,638 |
429,845 |
84,207 |
24.4% |
1,894,136 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.14 |
80.20 |
75.82 |
|
| R3 |
78.77 |
77.83 |
75.17 |
|
| R2 |
76.40 |
76.40 |
74.95 |
|
| R1 |
75.46 |
75.46 |
74.74 |
75.93 |
| PP |
74.03 |
74.03 |
74.03 |
74.27 |
| S1 |
73.09 |
73.09 |
74.30 |
73.56 |
| S2 |
71.66 |
71.66 |
74.09 |
|
| S3 |
69.29 |
70.72 |
73.87 |
|
| S4 |
66.92 |
68.35 |
73.22 |
|
|
| 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 |
77.17 |
69.50 |
7.67 |
10.3% |
3.20 |
4.3% |
65% |
False |
False |
457,362 |
| 10 |
78.04 |
69.50 |
8.54 |
11.5% |
2.70 |
3.6% |
59% |
False |
False |
391,485 |
| 20 |
81.01 |
69.50 |
11.51 |
15.4% |
2.37 |
3.2% |
44% |
False |
False |
327,570 |
| 40 |
84.45 |
69.50 |
14.95 |
20.1% |
2.07 |
2.8% |
34% |
False |
False |
203,210 |
| 60 |
84.45 |
69.50 |
14.95 |
20.1% |
2.16 |
2.9% |
34% |
False |
False |
151,516 |
| 80 |
84.45 |
69.50 |
14.95 |
20.1% |
2.20 |
2.9% |
34% |
False |
False |
117,635 |
| 100 |
84.45 |
67.46 |
16.99 |
22.8% |
2.13 |
2.9% |
42% |
False |
False |
95,829 |
| 120 |
84.45 |
67.46 |
16.99 |
22.8% |
2.08 |
2.8% |
42% |
False |
False |
80,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.04 |
|
2.618 |
81.17 |
|
1.618 |
78.80 |
|
1.000 |
77.34 |
|
0.618 |
76.43 |
|
HIGH |
74.97 |
|
0.618 |
74.06 |
|
0.500 |
73.79 |
|
0.382 |
73.51 |
|
LOW |
72.60 |
|
0.618 |
71.14 |
|
1.000 |
70.23 |
|
1.618 |
68.77 |
|
2.618 |
66.40 |
|
4.250 |
62.53 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.28 |
73.97 |
| PP |
74.03 |
73.42 |
| S1 |
73.79 |
72.87 |
|