NYMEX Light Sweet Crude Oil Future April 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 |
74.02 |
73.30 |
-0.72 |
-1.0% |
74.60 |
High |
75.21 |
75.44 |
0.23 |
0.3% |
75.82 |
Low |
72.89 |
72.96 |
0.07 |
0.1% |
72.89 |
Close |
73.35 |
74.91 |
1.56 |
2.1% |
73.35 |
Range |
2.32 |
2.48 |
0.16 |
6.9% |
2.93 |
ATR |
1.93 |
1.97 |
0.04 |
2.0% |
0.00 |
Volume |
67,277 |
66,262 |
-1,015 |
-1.5% |
410,774 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.88 |
80.87 |
76.27 |
|
R3 |
79.40 |
78.39 |
75.59 |
|
R2 |
76.92 |
76.92 |
75.36 |
|
R1 |
75.91 |
75.91 |
75.14 |
76.42 |
PP |
74.44 |
74.44 |
74.44 |
74.69 |
S1 |
73.43 |
73.43 |
74.68 |
73.94 |
S2 |
71.96 |
71.96 |
74.46 |
|
S3 |
69.48 |
70.95 |
74.23 |
|
S4 |
67.00 |
68.47 |
73.55 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.81 |
81.01 |
74.96 |
|
R3 |
79.88 |
78.08 |
74.16 |
|
R2 |
76.95 |
76.95 |
73.89 |
|
R1 |
75.15 |
75.15 |
73.62 |
74.59 |
PP |
74.02 |
74.02 |
74.02 |
73.74 |
S1 |
72.22 |
72.22 |
73.08 |
71.66 |
S2 |
71.09 |
71.09 |
72.81 |
|
S3 |
68.16 |
69.29 |
72.54 |
|
S4 |
65.23 |
66.36 |
71.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.73 |
72.89 |
2.84 |
3.8% |
2.03 |
2.7% |
71% |
False |
False |
76,670 |
10 |
79.94 |
72.89 |
7.05 |
9.4% |
2.11 |
2.8% |
29% |
False |
False |
76,321 |
20 |
84.96 |
72.89 |
12.07 |
16.1% |
1.92 |
2.6% |
17% |
False |
False |
59,719 |
40 |
84.96 |
72.89 |
12.07 |
16.1% |
1.85 |
2.5% |
17% |
False |
False |
40,119 |
60 |
84.96 |
72.89 |
12.07 |
16.1% |
1.93 |
2.6% |
17% |
False |
False |
29,889 |
80 |
84.96 |
71.19 |
13.77 |
18.4% |
1.94 |
2.6% |
27% |
False |
False |
23,827 |
100 |
84.96 |
68.38 |
16.58 |
22.1% |
1.83 |
2.4% |
39% |
False |
False |
19,834 |
120 |
84.96 |
68.38 |
16.58 |
22.1% |
1.70 |
2.3% |
39% |
False |
False |
16,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.98 |
2.618 |
81.93 |
1.618 |
79.45 |
1.000 |
77.92 |
0.618 |
76.97 |
HIGH |
75.44 |
0.618 |
74.49 |
0.500 |
74.20 |
0.382 |
73.91 |
LOW |
72.96 |
0.618 |
71.43 |
1.000 |
70.48 |
1.618 |
68.95 |
2.618 |
66.47 |
4.250 |
62.42 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
74.67 |
74.66 |
PP |
74.44 |
74.41 |
S1 |
74.20 |
74.17 |
|