NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
77.47 |
77.56 |
0.09 |
0.1% |
74.60 |
High |
78.54 |
77.56 |
-0.98 |
-1.2% |
75.82 |
Low |
76.98 |
72.83 |
-4.15 |
-5.4% |
72.89 |
Close |
77.43 |
73.54 |
-3.89 |
-5.0% |
73.35 |
Range |
1.56 |
4.73 |
3.17 |
203.2% |
2.93 |
ATR |
2.01 |
2.20 |
0.19 |
9.7% |
0.00 |
Volume |
89,994 |
120,781 |
30,787 |
34.2% |
410,774 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.83 |
85.92 |
76.14 |
|
R3 |
84.10 |
81.19 |
74.84 |
|
R2 |
79.37 |
79.37 |
74.41 |
|
R1 |
76.46 |
76.46 |
73.97 |
75.55 |
PP |
74.64 |
74.64 |
74.64 |
74.19 |
S1 |
71.73 |
71.73 |
73.11 |
70.82 |
S2 |
69.91 |
69.91 |
72.67 |
|
S3 |
65.18 |
67.00 |
72.24 |
|
S4 |
60.45 |
62.27 |
70.94 |
|
|
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 |
78.54 |
72.83 |
5.71 |
7.8% |
2.82 |
3.8% |
12% |
False |
True |
81,494 |
10 |
78.54 |
72.83 |
5.71 |
7.8% |
2.33 |
3.2% |
12% |
False |
True |
82,413 |
20 |
84.96 |
72.83 |
12.13 |
16.5% |
2.13 |
2.9% |
6% |
False |
True |
69,156 |
40 |
84.96 |
72.83 |
12.13 |
16.5% |
1.93 |
2.6% |
6% |
False |
True |
45,565 |
60 |
84.96 |
72.83 |
12.13 |
16.5% |
1.99 |
2.7% |
6% |
False |
True |
34,021 |
80 |
84.96 |
72.83 |
12.13 |
16.5% |
1.98 |
2.7% |
6% |
False |
True |
27,116 |
100 |
84.96 |
68.38 |
16.58 |
22.5% |
1.88 |
2.6% |
31% |
False |
False |
22,491 |
120 |
84.96 |
68.38 |
16.58 |
22.5% |
1.75 |
2.4% |
31% |
False |
False |
19,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.66 |
2.618 |
89.94 |
1.618 |
85.21 |
1.000 |
82.29 |
0.618 |
80.48 |
HIGH |
77.56 |
0.618 |
75.75 |
0.500 |
75.20 |
0.382 |
74.64 |
LOW |
72.83 |
0.618 |
69.91 |
1.000 |
68.10 |
1.618 |
65.18 |
2.618 |
60.45 |
4.250 |
52.73 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
75.20 |
75.69 |
PP |
74.64 |
74.97 |
S1 |
74.09 |
74.26 |
|