NYMEX Light Sweet Crude Oil Future August 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 |
76.25 |
76.74 |
0.49 |
0.6% |
77.17 |
High |
76.35 |
76.82 |
0.47 |
0.6% |
80.45 |
Low |
73.85 |
75.00 |
1.15 |
1.6% |
72.04 |
Close |
76.25 |
76.74 |
0.49 |
0.6% |
73.46 |
Range |
2.50 |
1.82 |
-0.68 |
-27.2% |
8.41 |
ATR |
1.91 |
1.90 |
-0.01 |
-0.3% |
0.00 |
Volume |
4,880 |
8,637 |
3,757 |
77.0% |
28,287 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.65 |
81.01 |
77.74 |
|
R3 |
79.83 |
79.19 |
77.24 |
|
R2 |
78.01 |
78.01 |
77.07 |
|
R1 |
77.37 |
77.37 |
76.91 |
77.65 |
PP |
76.19 |
76.19 |
76.19 |
76.33 |
S1 |
75.55 |
75.55 |
76.57 |
75.83 |
S2 |
74.37 |
74.37 |
76.41 |
|
S3 |
72.55 |
73.73 |
76.24 |
|
S4 |
70.73 |
71.91 |
75.74 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.55 |
95.41 |
78.09 |
|
R3 |
92.14 |
87.00 |
75.77 |
|
R2 |
83.73 |
83.73 |
75.00 |
|
R1 |
78.59 |
78.59 |
74.23 |
76.96 |
PP |
75.32 |
75.32 |
75.32 |
74.50 |
S1 |
70.18 |
70.18 |
72.69 |
68.55 |
S2 |
66.91 |
66.91 |
71.92 |
|
S3 |
58.50 |
61.77 |
71.15 |
|
S4 |
50.09 |
53.36 |
68.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.15 |
72.04 |
7.11 |
9.3% |
2.70 |
3.5% |
66% |
False |
False |
8,435 |
10 |
80.45 |
72.04 |
8.41 |
11.0% |
2.26 |
3.0% |
56% |
False |
False |
6,882 |
20 |
83.68 |
72.04 |
11.64 |
15.2% |
1.75 |
2.3% |
40% |
False |
False |
5,686 |
40 |
86.58 |
72.04 |
14.54 |
18.9% |
1.30 |
1.7% |
32% |
False |
False |
3,664 |
60 |
86.58 |
72.04 |
14.54 |
18.9% |
1.16 |
1.5% |
32% |
False |
False |
3,265 |
80 |
86.58 |
72.04 |
14.54 |
18.9% |
1.11 |
1.4% |
32% |
False |
False |
2,985 |
100 |
86.58 |
70.69 |
15.89 |
20.7% |
1.02 |
1.3% |
38% |
False |
False |
2,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.56 |
2.618 |
81.58 |
1.618 |
79.76 |
1.000 |
78.64 |
0.618 |
77.94 |
HIGH |
76.82 |
0.618 |
76.12 |
0.500 |
75.91 |
0.382 |
75.70 |
LOW |
75.00 |
0.618 |
73.88 |
1.000 |
73.18 |
1.618 |
72.06 |
2.618 |
70.24 |
4.250 |
67.27 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
76.46 |
76.16 |
PP |
76.19 |
75.57 |
S1 |
75.91 |
74.99 |
|