NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
74.14 |
74.98 |
0.84 |
1.1% |
73.30 |
| High |
75.32 |
76.13 |
0.81 |
1.1% |
78.54 |
| Low |
72.97 |
73.80 |
0.83 |
1.1% |
69.80 |
| Close |
74.89 |
75.72 |
0.83 |
1.1% |
71.52 |
| Range |
2.35 |
2.33 |
-0.02 |
-0.9% |
8.74 |
| ATR |
2.35 |
2.35 |
0.00 |
-0.1% |
0.00 |
| Volume |
168,989 |
153,593 |
-15,396 |
-9.1% |
502,137 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.21 |
81.29 |
77.00 |
|
| R3 |
79.88 |
78.96 |
76.36 |
|
| R2 |
77.55 |
77.55 |
76.15 |
|
| R1 |
76.63 |
76.63 |
75.93 |
77.09 |
| PP |
75.22 |
75.22 |
75.22 |
75.45 |
| S1 |
74.30 |
74.30 |
75.51 |
74.76 |
| S2 |
72.89 |
72.89 |
75.29 |
|
| S3 |
70.56 |
71.97 |
75.08 |
|
| S4 |
68.23 |
69.64 |
74.44 |
|
|
| 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 |
76.13 |
69.80 |
6.33 |
8.4% |
2.72 |
3.6% |
94% |
True |
False |
164,900 |
| 10 |
78.54 |
69.80 |
8.74 |
11.5% |
2.77 |
3.7% |
68% |
False |
False |
123,197 |
| 20 |
81.32 |
69.80 |
11.52 |
15.2% |
2.35 |
3.1% |
51% |
False |
False |
98,972 |
| 40 |
84.96 |
69.80 |
15.16 |
20.0% |
2.03 |
2.7% |
39% |
False |
False |
63,023 |
| 60 |
84.96 |
69.80 |
15.16 |
20.0% |
2.06 |
2.7% |
39% |
False |
False |
47,225 |
| 80 |
84.96 |
69.80 |
15.16 |
20.0% |
2.06 |
2.7% |
39% |
False |
False |
37,015 |
| 100 |
84.96 |
68.38 |
16.58 |
21.9% |
1.97 |
2.6% |
44% |
False |
False |
30,609 |
| 120 |
84.96 |
68.38 |
16.58 |
21.9% |
1.80 |
2.4% |
44% |
False |
False |
25,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.03 |
|
2.618 |
82.23 |
|
1.618 |
79.90 |
|
1.000 |
78.46 |
|
0.618 |
77.57 |
|
HIGH |
76.13 |
|
0.618 |
75.24 |
|
0.500 |
74.97 |
|
0.382 |
74.69 |
|
LOW |
73.80 |
|
0.618 |
72.36 |
|
1.000 |
71.47 |
|
1.618 |
70.03 |
|
2.618 |
67.70 |
|
4.250 |
63.90 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.47 |
75.12 |
| PP |
75.22 |
74.52 |
| S1 |
74.97 |
73.93 |
|