NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
73.04 |
75.08 |
2.04 |
2.8% |
74.31 |
| High |
75.51 |
76.17 |
0.66 |
0.9% |
79.66 |
| Low |
72.72 |
73.95 |
1.23 |
1.7% |
70.75 |
| Close |
75.24 |
75.83 |
0.59 |
0.8% |
72.45 |
| Range |
2.79 |
2.22 |
-0.57 |
-20.4% |
8.91 |
| ATR |
2.29 |
2.28 |
0.00 |
-0.2% |
0.00 |
| Volume |
36,273 |
46,945 |
10,672 |
29.4% |
190,402 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.98 |
81.12 |
77.05 |
|
| R3 |
79.76 |
78.90 |
76.44 |
|
| R2 |
77.54 |
77.54 |
76.24 |
|
| R1 |
76.68 |
76.68 |
76.03 |
77.11 |
| PP |
75.32 |
75.32 |
75.32 |
75.53 |
| S1 |
74.46 |
74.46 |
75.63 |
74.89 |
| S2 |
73.10 |
73.10 |
75.42 |
|
| S3 |
70.88 |
72.24 |
75.22 |
|
| S4 |
68.66 |
70.02 |
74.61 |
|
|
| 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 |
78.70 |
70.75 |
7.95 |
10.5% |
3.13 |
4.1% |
64% |
False |
False |
50,616 |
| 10 |
79.66 |
70.75 |
8.91 |
11.7% |
2.62 |
3.4% |
57% |
False |
False |
41,510 |
| 20 |
82.67 |
70.75 |
11.92 |
15.7% |
2.27 |
3.0% |
43% |
False |
False |
37,400 |
| 40 |
85.95 |
70.75 |
15.20 |
20.0% |
1.94 |
2.6% |
33% |
False |
False |
28,708 |
| 60 |
85.95 |
70.75 |
15.20 |
20.0% |
2.00 |
2.6% |
33% |
False |
False |
26,429 |
| 80 |
85.95 |
70.75 |
15.20 |
20.0% |
2.04 |
2.7% |
33% |
False |
False |
23,599 |
| 100 |
85.95 |
69.40 |
16.55 |
21.8% |
2.02 |
2.7% |
39% |
False |
False |
21,249 |
| 120 |
85.95 |
69.40 |
16.55 |
21.8% |
1.98 |
2.6% |
39% |
False |
False |
19,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.61 |
|
2.618 |
81.98 |
|
1.618 |
79.76 |
|
1.000 |
78.39 |
|
0.618 |
77.54 |
|
HIGH |
76.17 |
|
0.618 |
75.32 |
|
0.500 |
75.06 |
|
0.382 |
74.80 |
|
LOW |
73.95 |
|
0.618 |
72.58 |
|
1.000 |
71.73 |
|
1.618 |
70.36 |
|
2.618 |
68.14 |
|
4.250 |
64.52 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.57 |
75.26 |
| PP |
75.32 |
74.69 |
| S1 |
75.06 |
74.13 |
|