NYMEX Light Sweet Crude Oil Future September 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 |
74.10 |
77.14 |
3.04 |
4.1% |
77.64 |
High |
76.81 |
77.36 |
0.55 |
0.7% |
80.95 |
Low |
74.10 |
75.42 |
1.32 |
1.8% |
72.43 |
Close |
76.69 |
77.14 |
0.45 |
0.6% |
73.90 |
Range |
2.71 |
1.94 |
-0.77 |
-28.4% |
8.52 |
ATR |
1.84 |
1.85 |
0.01 |
0.4% |
0.00 |
Volume |
3,989 |
7,223 |
3,234 |
81.1% |
25,801 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.46 |
81.74 |
78.21 |
|
R3 |
80.52 |
79.80 |
77.67 |
|
R2 |
78.58 |
78.58 |
77.50 |
|
R1 |
77.86 |
77.86 |
77.32 |
78.11 |
PP |
76.64 |
76.64 |
76.64 |
76.77 |
S1 |
75.92 |
75.92 |
76.96 |
76.17 |
S2 |
74.70 |
74.70 |
76.78 |
|
S3 |
72.76 |
73.98 |
76.61 |
|
S4 |
70.82 |
72.04 |
76.07 |
|
|
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 |
79.37 |
72.43 |
6.94 |
9.0% |
2.69 |
3.5% |
68% |
False |
False |
8,036 |
10 |
80.95 |
72.43 |
8.52 |
11.0% |
2.00 |
2.6% |
55% |
False |
False |
6,284 |
20 |
84.15 |
72.43 |
11.72 |
15.2% |
1.59 |
2.1% |
40% |
False |
False |
5,356 |
40 |
87.30 |
72.43 |
14.87 |
19.3% |
1.24 |
1.6% |
32% |
False |
False |
3,797 |
60 |
87.30 |
72.43 |
14.87 |
19.3% |
1.22 |
1.6% |
32% |
False |
False |
3,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.61 |
2.618 |
82.44 |
1.618 |
80.50 |
1.000 |
79.30 |
0.618 |
78.56 |
HIGH |
77.36 |
0.618 |
76.62 |
0.500 |
76.39 |
0.382 |
76.16 |
LOW |
75.42 |
0.618 |
74.22 |
1.000 |
73.48 |
1.618 |
72.28 |
2.618 |
70.34 |
4.250 |
67.18 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
76.89 |
76.58 |
PP |
76.64 |
76.01 |
S1 |
76.39 |
75.45 |
|