NYMEX Light Sweet Crude Oil Future July 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 |
75.77 |
76.31 |
0.54 |
0.7% |
74.79 |
High |
76.01 |
76.60 |
0.59 |
0.8% |
80.22 |
Low |
74.04 |
74.57 |
0.53 |
0.7% |
71.64 |
Close |
75.77 |
76.31 |
0.54 |
0.7% |
72.97 |
Range |
1.97 |
2.03 |
0.06 |
3.0% |
8.58 |
ATR |
2.13 |
2.12 |
-0.01 |
-0.3% |
0.00 |
Volume |
8,668 |
15,629 |
6,961 |
80.3% |
47,505 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.92 |
81.14 |
77.43 |
|
R3 |
79.89 |
79.11 |
76.87 |
|
R2 |
77.86 |
77.86 |
76.68 |
|
R1 |
77.08 |
77.08 |
76.50 |
77.33 |
PP |
75.83 |
75.83 |
75.83 |
75.95 |
S1 |
75.05 |
75.05 |
76.12 |
75.30 |
S2 |
73.80 |
73.80 |
75.94 |
|
S3 |
71.77 |
73.02 |
75.75 |
|
S4 |
69.74 |
70.99 |
75.19 |
|
|
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 |
79.08 |
71.64 |
7.44 |
9.7% |
2.75 |
3.6% |
63% |
False |
False |
13,137 |
10 |
80.22 |
71.64 |
8.58 |
11.2% |
2.41 |
3.2% |
54% |
False |
False |
11,114 |
20 |
83.21 |
71.64 |
11.57 |
15.2% |
2.07 |
2.7% |
40% |
False |
False |
9,280 |
40 |
86.41 |
71.64 |
14.77 |
19.4% |
1.75 |
2.3% |
32% |
False |
False |
6,516 |
60 |
86.41 |
71.64 |
14.77 |
19.4% |
1.73 |
2.3% |
32% |
False |
False |
5,486 |
80 |
86.41 |
71.64 |
14.77 |
19.4% |
1.74 |
2.3% |
32% |
False |
False |
4,978 |
100 |
86.41 |
70.06 |
16.35 |
21.4% |
1.69 |
2.2% |
38% |
False |
False |
4,493 |
120 |
86.41 |
70.06 |
16.35 |
21.4% |
1.64 |
2.1% |
38% |
False |
False |
4,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.23 |
2.618 |
81.91 |
1.618 |
79.88 |
1.000 |
78.63 |
0.618 |
77.85 |
HIGH |
76.60 |
0.618 |
75.82 |
0.500 |
75.59 |
0.382 |
75.35 |
LOW |
74.57 |
0.618 |
73.32 |
1.000 |
72.54 |
1.618 |
71.29 |
2.618 |
69.26 |
4.250 |
65.94 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
76.07 |
75.75 |
PP |
75.83 |
75.19 |
S1 |
75.59 |
74.64 |
|