NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
78.70 |
74.34 |
-4.36 |
-5.5% |
74.31 |
| High |
78.70 |
75.15 |
-3.55 |
-4.5% |
79.66 |
| Low |
74.04 |
70.75 |
-3.29 |
-4.4% |
70.75 |
| Close |
74.74 |
72.45 |
-2.29 |
-3.1% |
72.45 |
| Range |
4.66 |
4.40 |
-0.26 |
-5.6% |
8.91 |
| ATR |
2.14 |
2.30 |
0.16 |
7.5% |
0.00 |
| Volume |
32,813 |
61,565 |
28,752 |
87.6% |
190,402 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.98 |
83.62 |
74.87 |
|
| R3 |
81.58 |
79.22 |
73.66 |
|
| R2 |
77.18 |
77.18 |
73.26 |
|
| R1 |
74.82 |
74.82 |
72.85 |
73.80 |
| PP |
72.78 |
72.78 |
72.78 |
72.28 |
| S1 |
70.42 |
70.42 |
72.05 |
69.40 |
| S2 |
68.38 |
68.38 |
71.64 |
|
| S3 |
63.98 |
66.02 |
71.24 |
|
| S4 |
59.58 |
61.62 |
70.03 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.02 |
95.64 |
77.35 |
|
| R3 |
92.11 |
86.73 |
74.90 |
|
| R2 |
83.20 |
83.20 |
74.08 |
|
| R1 |
77.82 |
77.82 |
73.27 |
76.06 |
| PP |
74.29 |
74.29 |
74.29 |
73.40 |
| S1 |
68.91 |
68.91 |
71.63 |
67.15 |
| S2 |
65.38 |
65.38 |
70.82 |
|
| S3 |
56.47 |
60.00 |
70.00 |
|
| S4 |
47.56 |
51.09 |
67.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.66 |
70.75 |
8.91 |
12.3% |
3.18 |
4.4% |
19% |
False |
True |
38,080 |
| 10 |
79.66 |
70.75 |
8.91 |
12.3% |
2.45 |
3.4% |
19% |
False |
True |
36,009 |
| 20 |
85.95 |
70.75 |
15.20 |
21.0% |
2.22 |
3.1% |
11% |
False |
True |
33,082 |
| 40 |
85.95 |
70.75 |
15.20 |
21.0% |
1.94 |
2.7% |
11% |
False |
True |
27,171 |
| 60 |
85.95 |
70.75 |
15.20 |
21.0% |
2.00 |
2.8% |
11% |
False |
True |
24,425 |
| 80 |
85.95 |
70.75 |
15.20 |
21.0% |
2.02 |
2.8% |
11% |
False |
True |
22,144 |
| 100 |
85.95 |
69.40 |
16.55 |
22.8% |
2.01 |
2.8% |
18% |
False |
False |
19,955 |
| 120 |
85.95 |
69.40 |
16.55 |
22.8% |
1.98 |
2.7% |
18% |
False |
False |
18,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.85 |
|
2.618 |
86.67 |
|
1.618 |
82.27 |
|
1.000 |
79.55 |
|
0.618 |
77.87 |
|
HIGH |
75.15 |
|
0.618 |
73.47 |
|
0.500 |
72.95 |
|
0.382 |
72.43 |
|
LOW |
70.75 |
|
0.618 |
68.03 |
|
1.000 |
66.35 |
|
1.618 |
63.63 |
|
2.618 |
59.23 |
|
4.250 |
52.05 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.95 |
75.21 |
| PP |
72.78 |
74.29 |
| S1 |
72.62 |
73.37 |
|