NYMEX Light Sweet Crude Oil Future October 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 |
76.53 |
78.10 |
1.57 |
2.1% |
79.00 |
| High |
77.20 |
78.08 |
0.88 |
1.1% |
79.05 |
| Low |
76.40 |
77.38 |
0.98 |
1.3% |
76.40 |
| Close |
76.53 |
78.10 |
1.57 |
2.1% |
76.53 |
| Range |
0.80 |
0.70 |
-0.10 |
-12.5% |
2.65 |
| ATR |
1.31 |
1.33 |
0.02 |
1.3% |
0.00 |
| Volume |
3,544 |
3,089 |
-455 |
-12.8% |
14,195 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.95 |
79.73 |
78.49 |
|
| R3 |
79.25 |
79.03 |
78.29 |
|
| R2 |
78.55 |
78.55 |
78.23 |
|
| R1 |
78.33 |
78.33 |
78.16 |
78.45 |
| PP |
77.85 |
77.85 |
77.85 |
77.92 |
| S1 |
77.63 |
77.63 |
78.04 |
77.75 |
| S2 |
77.15 |
77.15 |
77.97 |
|
| S3 |
76.45 |
76.93 |
77.91 |
|
| S4 |
75.75 |
76.23 |
77.72 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.28 |
83.55 |
77.99 |
|
| R3 |
82.63 |
80.90 |
77.26 |
|
| R2 |
79.98 |
79.98 |
77.02 |
|
| R1 |
78.25 |
78.25 |
76.77 |
77.79 |
| PP |
77.33 |
77.33 |
77.33 |
77.10 |
| S1 |
75.60 |
75.60 |
76.29 |
75.14 |
| S2 |
74.68 |
74.68 |
76.04 |
|
| S3 |
72.03 |
72.95 |
75.80 |
|
| S4 |
69.38 |
70.30 |
75.07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.06 |
|
2.618 |
79.91 |
|
1.618 |
79.21 |
|
1.000 |
78.78 |
|
0.618 |
78.51 |
|
HIGH |
78.08 |
|
0.618 |
77.81 |
|
0.500 |
77.73 |
|
0.382 |
77.65 |
|
LOW |
77.38 |
|
0.618 |
76.95 |
|
1.000 |
76.68 |
|
1.618 |
76.25 |
|
2.618 |
75.55 |
|
4.250 |
74.41 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.98 |
77.81 |
| PP |
77.85 |
77.53 |
| S1 |
77.73 |
77.24 |
|