NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
72.24 |
72.07 |
-0.17 |
-0.2% |
73.30 |
High |
72.70 |
74.57 |
1.87 |
2.6% |
78.54 |
Low |
71.10 |
71.72 |
0.62 |
0.9% |
69.80 |
Close |
72.29 |
74.20 |
1.91 |
2.6% |
71.52 |
Range |
1.60 |
2.85 |
1.25 |
78.1% |
8.74 |
ATR |
2.31 |
2.35 |
0.04 |
1.7% |
0.00 |
Volume |
198,355 |
141,625 |
-56,730 |
-28.6% |
502,137 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.05 |
80.97 |
75.77 |
|
R3 |
79.20 |
78.12 |
74.98 |
|
R2 |
76.35 |
76.35 |
74.72 |
|
R1 |
75.27 |
75.27 |
74.46 |
75.81 |
PP |
73.50 |
73.50 |
73.50 |
73.77 |
S1 |
72.42 |
72.42 |
73.94 |
72.96 |
S2 |
70.65 |
70.65 |
73.68 |
|
S3 |
67.80 |
69.57 |
73.42 |
|
S4 |
64.95 |
66.72 |
72.63 |
|
|
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 |
11.8% |
3.04 |
4.1% |
50% |
False |
False |
142,539 |
10 |
78.54 |
69.80 |
8.74 |
11.8% |
2.69 |
3.6% |
50% |
False |
False |
107,155 |
20 |
83.32 |
69.80 |
13.52 |
18.2% |
2.34 |
3.2% |
33% |
False |
False |
87,033 |
40 |
84.96 |
69.80 |
15.16 |
20.4% |
1.98 |
2.7% |
29% |
False |
False |
56,114 |
60 |
84.96 |
69.80 |
15.16 |
20.4% |
2.05 |
2.8% |
29% |
False |
False |
42,084 |
80 |
84.96 |
69.80 |
15.16 |
20.4% |
2.06 |
2.8% |
29% |
False |
False |
33,161 |
100 |
84.96 |
68.38 |
16.58 |
22.3% |
1.93 |
2.6% |
35% |
False |
False |
27,424 |
120 |
84.96 |
68.38 |
16.58 |
22.3% |
1.79 |
2.4% |
35% |
False |
False |
23,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.68 |
2.618 |
82.03 |
1.618 |
79.18 |
1.000 |
77.42 |
0.618 |
76.33 |
HIGH |
74.57 |
0.618 |
73.48 |
0.500 |
73.15 |
0.382 |
72.81 |
LOW |
71.72 |
0.618 |
69.96 |
1.000 |
68.87 |
1.618 |
67.11 |
2.618 |
64.26 |
4.250 |
59.61 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
73.85 |
73.53 |
PP |
73.50 |
72.86 |
S1 |
73.15 |
72.19 |
|