NYMEX Light Sweet Crude Oil Future April 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 |
73.30 |
75.47 |
2.17 |
3.0% |
74.60 |
High |
75.44 |
77.88 |
2.44 |
3.2% |
75.82 |
Low |
72.96 |
74.88 |
1.92 |
2.6% |
72.89 |
Close |
74.91 |
77.72 |
2.81 |
3.8% |
73.35 |
Range |
2.48 |
3.00 |
0.52 |
21.0% |
2.93 |
ATR |
1.97 |
2.05 |
0.07 |
3.7% |
0.00 |
Volume |
66,262 |
63,158 |
-3,104 |
-4.7% |
410,774 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.83 |
84.77 |
79.37 |
|
R3 |
82.83 |
81.77 |
78.55 |
|
R2 |
79.83 |
79.83 |
78.27 |
|
R1 |
78.77 |
78.77 |
78.00 |
79.30 |
PP |
76.83 |
76.83 |
76.83 |
77.09 |
S1 |
75.77 |
75.77 |
77.45 |
76.30 |
S2 |
73.83 |
73.83 |
77.17 |
|
S3 |
70.83 |
72.77 |
76.90 |
|
S4 |
67.83 |
69.77 |
76.07 |
|
|
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 |
77.88 |
72.89 |
4.99 |
6.4% |
2.34 |
3.0% |
97% |
True |
False |
71,772 |
10 |
79.80 |
72.89 |
6.91 |
8.9% |
2.17 |
2.8% |
70% |
False |
False |
77,692 |
20 |
84.96 |
72.89 |
12.07 |
15.5% |
1.99 |
2.6% |
40% |
False |
False |
62,009 |
40 |
84.96 |
72.89 |
12.07 |
15.5% |
1.89 |
2.4% |
40% |
False |
False |
41,237 |
60 |
84.96 |
72.89 |
12.07 |
15.5% |
1.96 |
2.5% |
40% |
False |
False |
30,800 |
80 |
84.96 |
71.85 |
13.11 |
16.9% |
1.95 |
2.5% |
45% |
False |
False |
24,574 |
100 |
84.96 |
68.38 |
16.58 |
21.3% |
1.85 |
2.4% |
56% |
False |
False |
20,450 |
120 |
84.96 |
68.38 |
16.58 |
21.3% |
1.71 |
2.2% |
56% |
False |
False |
17,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.63 |
2.618 |
85.73 |
1.618 |
82.73 |
1.000 |
80.88 |
0.618 |
79.73 |
HIGH |
77.88 |
0.618 |
76.73 |
0.500 |
76.38 |
0.382 |
76.03 |
LOW |
74.88 |
0.618 |
73.03 |
1.000 |
71.88 |
1.618 |
70.03 |
2.618 |
67.03 |
4.250 |
62.13 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
77.27 |
76.94 |
PP |
76.83 |
76.16 |
S1 |
76.38 |
75.39 |
|