NYMEX Light Sweet Crude Oil Future July 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 |
79.08 |
72.97 |
-6.11 |
-7.7% |
74.79 |
| High |
79.08 |
75.55 |
-3.53 |
-4.5% |
80.22 |
| Low |
74.62 |
71.64 |
-2.98 |
-4.0% |
71.64 |
| Close |
75.30 |
72.97 |
-2.33 |
-3.1% |
72.97 |
| Range |
4.46 |
3.91 |
-0.55 |
-12.3% |
8.58 |
| ATR |
2.05 |
2.18 |
0.13 |
6.5% |
0.00 |
| Volume |
9,261 |
10,571 |
1,310 |
14.1% |
47,505 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.12 |
82.95 |
75.12 |
|
| R3 |
81.21 |
79.04 |
74.05 |
|
| R2 |
77.30 |
77.30 |
73.69 |
|
| R1 |
75.13 |
75.13 |
73.33 |
74.93 |
| PP |
73.39 |
73.39 |
73.39 |
73.28 |
| S1 |
71.22 |
71.22 |
72.61 |
71.02 |
| S2 |
69.48 |
69.48 |
72.25 |
|
| S3 |
65.57 |
67.31 |
71.89 |
|
| S4 |
61.66 |
63.40 |
70.82 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.68 |
95.41 |
77.69 |
|
| R3 |
92.10 |
86.83 |
75.33 |
|
| R2 |
83.52 |
83.52 |
74.54 |
|
| R1 |
78.25 |
78.25 |
73.76 |
76.60 |
| PP |
74.94 |
74.94 |
74.94 |
74.12 |
| S1 |
69.67 |
69.67 |
72.18 |
68.02 |
| S2 |
66.36 |
66.36 |
71.40 |
|
| S3 |
57.78 |
61.09 |
70.61 |
|
| S4 |
49.20 |
52.51 |
68.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.22 |
71.64 |
8.58 |
11.8% |
2.99 |
4.1% |
16% |
False |
True |
9,501 |
| 10 |
80.22 |
71.64 |
8.58 |
11.8% |
2.30 |
3.2% |
16% |
False |
True |
9,251 |
| 20 |
86.41 |
71.64 |
14.77 |
20.2% |
2.07 |
2.8% |
9% |
False |
True |
7,733 |
| 40 |
86.41 |
71.64 |
14.77 |
20.2% |
1.76 |
2.4% |
9% |
False |
True |
5,676 |
| 60 |
86.41 |
71.64 |
14.77 |
20.2% |
1.73 |
2.4% |
9% |
False |
True |
4,855 |
| 80 |
86.41 |
71.64 |
14.77 |
20.2% |
1.72 |
2.4% |
9% |
False |
True |
4,538 |
| 100 |
86.41 |
70.06 |
16.35 |
22.4% |
1.68 |
2.3% |
18% |
False |
False |
4,112 |
| 120 |
86.41 |
70.06 |
16.35 |
22.4% |
1.66 |
2.3% |
18% |
False |
False |
3,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.17 |
|
2.618 |
85.79 |
|
1.618 |
81.88 |
|
1.000 |
79.46 |
|
0.618 |
77.97 |
|
HIGH |
75.55 |
|
0.618 |
74.06 |
|
0.500 |
73.60 |
|
0.382 |
73.13 |
|
LOW |
71.64 |
|
0.618 |
69.22 |
|
1.000 |
67.73 |
|
1.618 |
65.31 |
|
2.618 |
61.40 |
|
4.250 |
55.02 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.60 |
75.93 |
| PP |
73.39 |
74.94 |
| S1 |
73.18 |
73.96 |
|