NYMEX Light Sweet Crude Oil Future September 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 |
75.66 |
74.66 |
-1.00 |
-1.3% |
77.64 |
High |
76.38 |
74.63 |
-1.75 |
-2.3% |
80.95 |
Low |
72.43 |
73.53 |
1.10 |
1.5% |
72.43 |
Close |
73.90 |
74.66 |
0.76 |
1.0% |
73.90 |
Range |
3.95 |
1.10 |
-2.85 |
-72.2% |
8.52 |
ATR |
1.82 |
1.77 |
-0.05 |
-2.8% |
0.00 |
Volume |
6,770 |
18,170 |
11,400 |
168.4% |
25,801 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.57 |
77.22 |
75.27 |
|
R3 |
76.47 |
76.12 |
74.96 |
|
R2 |
75.37 |
75.37 |
74.86 |
|
R1 |
75.02 |
75.02 |
74.76 |
75.21 |
PP |
74.27 |
74.27 |
74.27 |
74.37 |
S1 |
73.92 |
73.92 |
74.56 |
74.11 |
S2 |
73.17 |
73.17 |
74.46 |
|
S3 |
72.07 |
72.82 |
74.36 |
|
S4 |
70.97 |
71.72 |
74.06 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.32 |
96.13 |
78.59 |
|
R3 |
92.80 |
87.61 |
76.24 |
|
R2 |
84.28 |
84.28 |
75.46 |
|
R1 |
79.09 |
79.09 |
74.68 |
77.43 |
PP |
75.76 |
75.76 |
75.76 |
74.93 |
S1 |
70.57 |
70.57 |
73.12 |
68.91 |
S2 |
67.24 |
67.24 |
72.34 |
|
S3 |
58.72 |
62.05 |
71.56 |
|
S4 |
50.20 |
53.53 |
69.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.95 |
72.43 |
8.52 |
11.4% |
2.38 |
3.2% |
26% |
False |
False |
8,123 |
10 |
80.95 |
72.43 |
8.52 |
11.4% |
1.76 |
2.4% |
26% |
False |
False |
6,095 |
20 |
87.30 |
72.43 |
14.87 |
19.9% |
1.50 |
2.0% |
15% |
False |
False |
5,097 |
40 |
87.30 |
72.43 |
14.87 |
19.9% |
1.15 |
1.5% |
15% |
False |
False |
3,625 |
60 |
87.30 |
72.43 |
14.87 |
19.9% |
1.18 |
1.6% |
15% |
False |
False |
3,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.31 |
2.618 |
77.51 |
1.618 |
76.41 |
1.000 |
75.73 |
0.618 |
75.31 |
HIGH |
74.63 |
0.618 |
74.21 |
0.500 |
74.08 |
0.382 |
73.95 |
LOW |
73.53 |
0.618 |
72.85 |
1.000 |
72.43 |
1.618 |
71.75 |
2.618 |
70.65 |
4.250 |
68.86 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
74.47 |
75.90 |
PP |
74.27 |
75.49 |
S1 |
74.08 |
75.07 |
|