NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
73.43 |
72.24 |
-1.19 |
-1.6% |
73.30 |
High |
74.27 |
72.70 |
-1.57 |
-2.1% |
78.54 |
Low |
69.80 |
71.10 |
1.30 |
1.9% |
69.80 |
Close |
71.52 |
72.29 |
0.77 |
1.1% |
71.52 |
Range |
4.47 |
1.60 |
-2.87 |
-64.2% |
8.74 |
ATR |
2.37 |
2.31 |
-0.05 |
-2.3% |
0.00 |
Volume |
161,942 |
198,355 |
36,413 |
22.5% |
502,137 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.83 |
76.16 |
73.17 |
|
R3 |
75.23 |
74.56 |
72.73 |
|
R2 |
73.63 |
73.63 |
72.58 |
|
R1 |
72.96 |
72.96 |
72.44 |
73.30 |
PP |
72.03 |
72.03 |
72.03 |
72.20 |
S1 |
71.36 |
71.36 |
72.14 |
71.70 |
S2 |
70.43 |
70.43 |
72.00 |
|
S3 |
68.83 |
69.76 |
71.85 |
|
S4 |
67.23 |
68.16 |
71.41 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.51 |
94.25 |
76.33 |
|
R3 |
90.77 |
85.51 |
73.92 |
|
R2 |
82.03 |
82.03 |
73.12 |
|
R1 |
76.77 |
76.77 |
72.32 |
75.03 |
PP |
73.29 |
73.29 |
73.29 |
72.42 |
S1 |
68.03 |
68.03 |
70.72 |
66.29 |
S2 |
64.55 |
64.55 |
69.92 |
|
S3 |
55.81 |
59.29 |
69.12 |
|
S4 |
47.07 |
50.55 |
66.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.54 |
69.80 |
8.74 |
12.1% |
3.07 |
4.2% |
28% |
False |
False |
126,846 |
10 |
78.54 |
69.80 |
8.74 |
12.1% |
2.55 |
3.5% |
28% |
False |
False |
101,758 |
20 |
84.96 |
69.80 |
15.16 |
21.0% |
2.30 |
3.2% |
16% |
False |
False |
82,007 |
40 |
84.96 |
69.80 |
15.16 |
21.0% |
1.95 |
2.7% |
16% |
False |
False |
53,326 |
60 |
84.96 |
69.80 |
15.16 |
21.0% |
2.02 |
2.8% |
16% |
False |
False |
39,817 |
80 |
84.96 |
69.80 |
15.16 |
21.0% |
2.03 |
2.8% |
16% |
False |
False |
31,479 |
100 |
84.96 |
68.38 |
16.58 |
22.9% |
1.92 |
2.7% |
24% |
False |
False |
26,026 |
120 |
84.96 |
68.38 |
16.58 |
22.9% |
1.77 |
2.5% |
24% |
False |
False |
22,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.50 |
2.618 |
76.89 |
1.618 |
75.29 |
1.000 |
74.30 |
0.618 |
73.69 |
HIGH |
72.70 |
0.618 |
72.09 |
0.500 |
71.90 |
0.382 |
71.71 |
LOW |
71.10 |
0.618 |
70.11 |
1.000 |
69.50 |
1.618 |
68.51 |
2.618 |
66.91 |
4.250 |
64.30 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
72.16 |
73.68 |
PP |
72.03 |
73.22 |
S1 |
71.90 |
72.75 |
|