NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
80.88 |
76.78 |
-4.10 |
-5.1% |
79.00 |
| High |
80.88 |
78.00 |
-2.88 |
-3.6% |
79.05 |
| Low |
80.57 |
76.11 |
-4.46 |
-5.5% |
76.40 |
| Close |
80.58 |
76.78 |
-3.80 |
-4.7% |
76.53 |
| Range |
0.31 |
1.89 |
1.58 |
509.7% |
2.65 |
| ATR |
1.35 |
1.57 |
0.22 |
16.5% |
0.00 |
| Volume |
3,762 |
3,684 |
-78 |
-2.1% |
14,195 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.63 |
81.60 |
77.82 |
|
| R3 |
80.74 |
79.71 |
77.30 |
|
| R2 |
78.85 |
78.85 |
77.13 |
|
| R1 |
77.82 |
77.82 |
76.95 |
77.73 |
| PP |
76.96 |
76.96 |
76.96 |
76.92 |
| S1 |
75.93 |
75.93 |
76.61 |
75.84 |
| S2 |
75.07 |
75.07 |
76.43 |
|
| S3 |
73.18 |
74.04 |
76.26 |
|
| S4 |
71.29 |
72.15 |
75.74 |
|
|
| 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 |
86.03 |
|
2.618 |
82.95 |
|
1.618 |
81.06 |
|
1.000 |
79.89 |
|
0.618 |
79.17 |
|
HIGH |
78.00 |
|
0.618 |
77.28 |
|
0.500 |
77.06 |
|
0.382 |
76.83 |
|
LOW |
76.11 |
|
0.618 |
74.94 |
|
1.000 |
74.22 |
|
1.618 |
73.05 |
|
2.618 |
71.16 |
|
4.250 |
68.08 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.06 |
78.50 |
| PP |
76.96 |
77.92 |
| S1 |
76.87 |
77.35 |
|