NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
72.97 |
73.76 |
0.79 |
1.1% |
74.79 |
| High |
75.55 |
74.06 |
-1.49 |
-2.0% |
80.22 |
| Low |
71.64 |
72.67 |
1.03 |
1.4% |
71.64 |
| Close |
72.97 |
73.78 |
0.81 |
1.1% |
72.97 |
| Range |
3.91 |
1.39 |
-2.52 |
-64.5% |
8.58 |
| ATR |
2.18 |
2.12 |
-0.06 |
-2.6% |
0.00 |
| Volume |
10,571 |
21,558 |
10,987 |
103.9% |
47,505 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.67 |
77.12 |
74.54 |
|
| R3 |
76.28 |
75.73 |
74.16 |
|
| R2 |
74.89 |
74.89 |
74.03 |
|
| R1 |
74.34 |
74.34 |
73.91 |
74.62 |
| PP |
73.50 |
73.50 |
73.50 |
73.64 |
| S1 |
72.95 |
72.95 |
73.65 |
73.23 |
| S2 |
72.11 |
72.11 |
73.53 |
|
| S3 |
70.72 |
71.56 |
73.40 |
|
| S4 |
69.33 |
70.17 |
73.02 |
|
|
| 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 |
11.6% |
2.81 |
3.8% |
25% |
False |
False |
12,050 |
| 10 |
80.22 |
71.64 |
8.58 |
11.6% |
2.32 |
3.1% |
25% |
False |
False |
10,457 |
| 20 |
86.41 |
71.64 |
14.77 |
20.0% |
2.07 |
2.8% |
14% |
False |
False |
8,652 |
| 40 |
86.41 |
71.64 |
14.77 |
20.0% |
1.70 |
2.3% |
14% |
False |
False |
6,085 |
| 60 |
86.41 |
71.64 |
14.77 |
20.0% |
1.72 |
2.3% |
14% |
False |
False |
5,157 |
| 80 |
86.41 |
71.64 |
14.77 |
20.0% |
1.72 |
2.3% |
14% |
False |
False |
4,724 |
| 100 |
86.41 |
70.06 |
16.35 |
22.2% |
1.67 |
2.3% |
23% |
False |
False |
4,299 |
| 120 |
86.41 |
70.06 |
16.35 |
22.2% |
1.66 |
2.2% |
23% |
False |
False |
4,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.97 |
|
2.618 |
77.70 |
|
1.618 |
76.31 |
|
1.000 |
75.45 |
|
0.618 |
74.92 |
|
HIGH |
74.06 |
|
0.618 |
73.53 |
|
0.500 |
73.37 |
|
0.382 |
73.20 |
|
LOW |
72.67 |
|
0.618 |
71.81 |
|
1.000 |
71.28 |
|
1.618 |
70.42 |
|
2.618 |
69.03 |
|
4.250 |
66.76 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.64 |
75.36 |
| PP |
73.50 |
74.83 |
| S1 |
73.37 |
74.31 |
|