NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
74.31 |
76.63 |
2.32 |
3.1% |
75.75 |
| High |
76.65 |
79.04 |
2.39 |
3.1% |
76.92 |
| Low |
74.19 |
76.12 |
1.93 |
2.6% |
74.08 |
| Close |
76.11 |
78.91 |
2.80 |
3.7% |
74.53 |
| Range |
2.46 |
2.92 |
0.46 |
18.7% |
2.84 |
| ATR |
1.91 |
1.99 |
0.07 |
3.8% |
0.00 |
| Volume |
28,900 |
26,395 |
-2,505 |
-8.7% |
169,695 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.78 |
85.77 |
80.52 |
|
| R3 |
83.86 |
82.85 |
79.71 |
|
| R2 |
80.94 |
80.94 |
79.45 |
|
| R1 |
79.93 |
79.93 |
79.18 |
80.44 |
| PP |
78.02 |
78.02 |
78.02 |
78.28 |
| S1 |
77.01 |
77.01 |
78.64 |
77.52 |
| S2 |
75.10 |
75.10 |
78.37 |
|
| S3 |
72.18 |
74.09 |
78.11 |
|
| S4 |
69.26 |
71.17 |
77.30 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.70 |
81.95 |
76.09 |
|
| R3 |
80.86 |
79.11 |
75.31 |
|
| R2 |
78.02 |
78.02 |
75.05 |
|
| R1 |
76.27 |
76.27 |
74.79 |
75.73 |
| PP |
75.18 |
75.18 |
75.18 |
74.90 |
| S1 |
73.43 |
73.43 |
74.27 |
72.89 |
| S2 |
72.34 |
72.34 |
74.01 |
|
| S3 |
69.50 |
70.59 |
73.75 |
|
| S4 |
66.66 |
67.75 |
72.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.04 |
74.08 |
4.96 |
6.3% |
2.27 |
2.9% |
97% |
True |
False |
31,409 |
| 10 |
80.97 |
74.08 |
6.89 |
8.7% |
2.11 |
2.7% |
70% |
False |
False |
32,489 |
| 20 |
85.95 |
74.08 |
11.87 |
15.0% |
1.90 |
2.4% |
41% |
False |
False |
31,051 |
| 40 |
85.95 |
74.08 |
11.87 |
15.0% |
1.85 |
2.3% |
41% |
False |
False |
25,712 |
| 60 |
85.95 |
74.08 |
11.87 |
15.0% |
1.93 |
2.4% |
41% |
False |
False |
22,936 |
| 80 |
85.95 |
72.65 |
13.30 |
16.9% |
1.96 |
2.5% |
47% |
False |
False |
20,865 |
| 100 |
85.95 |
69.40 |
16.55 |
21.0% |
1.96 |
2.5% |
57% |
False |
False |
19,090 |
| 120 |
85.95 |
69.40 |
16.55 |
21.0% |
1.94 |
2.5% |
57% |
False |
False |
17,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.45 |
|
2.618 |
86.68 |
|
1.618 |
83.76 |
|
1.000 |
81.96 |
|
0.618 |
80.84 |
|
HIGH |
79.04 |
|
0.618 |
77.92 |
|
0.500 |
77.58 |
|
0.382 |
77.24 |
|
LOW |
76.12 |
|
0.618 |
74.32 |
|
1.000 |
73.20 |
|
1.618 |
71.40 |
|
2.618 |
68.48 |
|
4.250 |
63.71 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.47 |
78.13 |
| PP |
78.02 |
77.34 |
| S1 |
77.58 |
76.56 |
|