NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
78.10 |
80.81 |
2.71 |
3.5% |
79.00 |
High |
78.08 |
80.88 |
2.80 |
3.6% |
79.05 |
Low |
77.38 |
79.37 |
1.99 |
2.6% |
76.40 |
Close |
78.10 |
80.81 |
2.71 |
3.5% |
76.53 |
Range |
0.70 |
1.51 |
0.81 |
115.7% |
2.65 |
ATR |
1.33 |
1.43 |
0.10 |
7.8% |
0.00 |
Volume |
3,089 |
4,789 |
1,700 |
55.0% |
14,195 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.88 |
84.36 |
81.64 |
|
R3 |
83.37 |
82.85 |
81.23 |
|
R2 |
81.86 |
81.86 |
81.09 |
|
R1 |
81.34 |
81.34 |
80.95 |
81.57 |
PP |
80.35 |
80.35 |
80.35 |
80.47 |
S1 |
79.83 |
79.83 |
80.67 |
80.06 |
S2 |
78.84 |
78.84 |
80.53 |
|
S3 |
77.33 |
78.32 |
80.39 |
|
S4 |
75.82 |
76.81 |
79.98 |
|
|
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 |
87.30 |
2.618 |
84.83 |
1.618 |
83.32 |
1.000 |
82.39 |
0.618 |
81.81 |
HIGH |
80.88 |
0.618 |
80.30 |
0.500 |
80.13 |
0.382 |
79.95 |
LOW |
79.37 |
0.618 |
78.44 |
1.000 |
77.86 |
1.618 |
76.93 |
2.618 |
75.42 |
4.250 |
72.95 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.58 |
80.09 |
PP |
80.35 |
79.36 |
S1 |
80.13 |
78.64 |
|