NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
74.66 |
74.10 |
-0.56 |
-0.8% |
77.64 |
High |
74.63 |
76.81 |
2.18 |
2.9% |
80.95 |
Low |
73.53 |
74.10 |
0.57 |
0.8% |
72.43 |
Close |
74.66 |
76.69 |
2.03 |
2.7% |
73.90 |
Range |
1.10 |
2.71 |
1.61 |
146.4% |
8.52 |
ATR |
1.77 |
1.84 |
0.07 |
3.8% |
0.00 |
Volume |
18,170 |
3,989 |
-14,181 |
-78.0% |
25,801 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.00 |
83.05 |
78.18 |
|
R3 |
81.29 |
80.34 |
77.44 |
|
R2 |
78.58 |
78.58 |
77.19 |
|
R1 |
77.63 |
77.63 |
76.94 |
78.11 |
PP |
75.87 |
75.87 |
75.87 |
76.10 |
S1 |
74.92 |
74.92 |
76.44 |
75.40 |
S2 |
73.16 |
73.16 |
76.19 |
|
S3 |
70.45 |
72.21 |
75.94 |
|
S4 |
67.74 |
69.50 |
75.20 |
|
|
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 |
11.1% |
2.47 |
3.2% |
50% |
False |
False |
7,758 |
10 |
80.95 |
72.43 |
8.52 |
11.1% |
1.99 |
2.6% |
50% |
False |
False |
6,080 |
20 |
85.20 |
72.43 |
12.77 |
16.7% |
1.56 |
2.0% |
33% |
False |
False |
5,128 |
40 |
87.30 |
72.43 |
14.87 |
19.4% |
1.20 |
1.6% |
29% |
False |
False |
3,669 |
60 |
87.30 |
72.43 |
14.87 |
19.4% |
1.22 |
1.6% |
29% |
False |
False |
3,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.33 |
2.618 |
83.90 |
1.618 |
81.19 |
1.000 |
79.52 |
0.618 |
78.48 |
HIGH |
76.81 |
0.618 |
75.77 |
0.500 |
75.46 |
0.382 |
75.14 |
LOW |
74.10 |
0.618 |
72.43 |
1.000 |
71.39 |
1.618 |
69.72 |
2.618 |
67.01 |
4.250 |
62.58 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
76.28 |
76.00 |
PP |
75.87 |
75.31 |
S1 |
75.46 |
74.62 |
|