NYMEX Light Sweet Crude Oil Future May 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 |
78.10 |
78.05 |
-0.05 |
-0.1% |
75.27 |
| High |
79.15 |
78.07 |
-1.08 |
-1.4% |
76.31 |
| Low |
77.62 |
73.43 |
-4.19 |
-5.4% |
73.47 |
| Close |
78.05 |
74.14 |
-3.91 |
-5.0% |
73.95 |
| Range |
1.53 |
4.64 |
3.11 |
203.3% |
2.84 |
| ATR |
1.94 |
2.13 |
0.19 |
9.9% |
0.00 |
| Volume |
38,268 |
48,436 |
10,168 |
26.6% |
177,268 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.13 |
86.28 |
76.69 |
|
| R3 |
84.49 |
81.64 |
75.42 |
|
| R2 |
79.85 |
79.85 |
74.99 |
|
| R1 |
77.00 |
77.00 |
74.57 |
76.11 |
| PP |
75.21 |
75.21 |
75.21 |
74.77 |
| S1 |
72.36 |
72.36 |
73.71 |
71.47 |
| S2 |
70.57 |
70.57 |
73.29 |
|
| S3 |
65.93 |
67.72 |
72.86 |
|
| S4 |
61.29 |
63.08 |
71.59 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.10 |
81.36 |
75.51 |
|
| R3 |
80.26 |
78.52 |
74.73 |
|
| R2 |
77.42 |
77.42 |
74.47 |
|
| R1 |
75.68 |
75.68 |
74.21 |
75.13 |
| PP |
74.58 |
74.58 |
74.58 |
74.30 |
| S1 |
72.84 |
72.84 |
73.69 |
72.29 |
| S2 |
71.74 |
71.74 |
73.43 |
|
| S3 |
68.90 |
70.00 |
73.17 |
|
| S4 |
66.06 |
67.16 |
72.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.15 |
73.43 |
5.72 |
7.7% |
2.79 |
3.8% |
12% |
False |
True |
34,103 |
| 10 |
79.15 |
73.43 |
5.72 |
7.7% |
2.27 |
3.1% |
12% |
False |
True |
35,063 |
| 20 |
85.43 |
73.43 |
12.00 |
16.2% |
2.05 |
2.8% |
6% |
False |
True |
30,424 |
| 40 |
85.43 |
73.43 |
12.00 |
16.2% |
1.86 |
2.5% |
6% |
False |
True |
20,731 |
| 60 |
85.43 |
73.43 |
12.00 |
16.2% |
1.86 |
2.5% |
6% |
False |
True |
16,385 |
| 80 |
85.43 |
73.43 |
12.00 |
16.2% |
1.80 |
2.4% |
6% |
False |
True |
13,625 |
| 100 |
85.43 |
68.84 |
16.59 |
22.4% |
1.63 |
2.2% |
32% |
False |
False |
11,583 |
| 120 |
85.43 |
68.84 |
16.59 |
22.4% |
1.48 |
2.0% |
32% |
False |
False |
10,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.79 |
|
2.618 |
90.22 |
|
1.618 |
85.58 |
|
1.000 |
82.71 |
|
0.618 |
80.94 |
|
HIGH |
78.07 |
|
0.618 |
76.30 |
|
0.500 |
75.75 |
|
0.382 |
75.20 |
|
LOW |
73.43 |
|
0.618 |
70.56 |
|
1.000 |
68.79 |
|
1.618 |
65.92 |
|
2.618 |
61.28 |
|
4.250 |
53.71 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.75 |
76.29 |
| PP |
75.21 |
75.57 |
| S1 |
74.68 |
74.86 |
|