NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
76.05 |
77.64 |
1.59 |
2.1% |
78.50 |
High |
76.86 |
77.64 |
0.78 |
1.0% |
78.44 |
Low |
75.81 |
75.70 |
-0.11 |
-0.1% |
75.81 |
Close |
76.05 |
77.64 |
1.59 |
2.1% |
76.05 |
Range |
1.05 |
1.94 |
0.89 |
84.8% |
2.63 |
ATR |
1.35 |
1.39 |
0.04 |
3.1% |
0.00 |
Volume |
4,213 |
3,352 |
-861 |
-20.4% |
23,348 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.81 |
82.17 |
78.71 |
|
R3 |
80.87 |
80.23 |
78.17 |
|
R2 |
78.93 |
78.93 |
78.00 |
|
R1 |
78.29 |
78.29 |
77.82 |
78.61 |
PP |
76.99 |
76.99 |
76.99 |
77.16 |
S1 |
76.35 |
76.35 |
77.46 |
76.67 |
S2 |
75.05 |
75.05 |
77.28 |
|
S3 |
73.11 |
74.41 |
77.11 |
|
S4 |
71.17 |
72.47 |
76.57 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.66 |
82.98 |
77.50 |
|
R3 |
82.03 |
80.35 |
76.77 |
|
R2 |
79.40 |
79.40 |
76.53 |
|
R1 |
77.72 |
77.72 |
76.29 |
77.25 |
PP |
76.77 |
76.77 |
76.77 |
76.53 |
S1 |
75.09 |
75.09 |
75.81 |
74.62 |
S2 |
74.14 |
74.14 |
75.57 |
|
S3 |
71.51 |
72.46 |
75.33 |
|
S4 |
68.88 |
69.83 |
74.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.04 |
75.70 |
2.34 |
3.0% |
1.14 |
1.5% |
83% |
False |
True |
4,068 |
10 |
82.00 |
75.70 |
6.30 |
8.1% |
1.14 |
1.5% |
31% |
False |
True |
4,169 |
20 |
87.30 |
75.70 |
11.60 |
14.9% |
1.15 |
1.5% |
17% |
False |
True |
3,709 |
40 |
87.30 |
75.70 |
11.60 |
14.9% |
1.04 |
1.3% |
17% |
False |
True |
3,081 |
60 |
87.30 |
75.70 |
11.60 |
14.9% |
1.06 |
1.4% |
17% |
False |
True |
2,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.89 |
2.618 |
82.72 |
1.618 |
80.78 |
1.000 |
79.58 |
0.618 |
78.84 |
HIGH |
77.64 |
0.618 |
76.90 |
0.500 |
76.67 |
0.382 |
76.44 |
LOW |
75.70 |
0.618 |
74.50 |
1.000 |
73.76 |
1.618 |
72.56 |
2.618 |
70.62 |
4.250 |
67.46 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
77.32 |
77.32 |
PP |
76.99 |
76.99 |
S1 |
76.67 |
76.67 |
|