NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
76.73 |
71.80 |
-4.93 |
-6.4% |
76.25 |
High |
76.73 |
72.84 |
-3.89 |
-5.1% |
76.97 |
Low |
73.34 |
71.53 |
-1.81 |
-2.5% |
73.34 |
Close |
73.52 |
72.84 |
-0.68 |
-0.9% |
73.52 |
Range |
3.39 |
1.31 |
-2.08 |
-61.4% |
3.63 |
ATR |
1.68 |
1.71 |
0.02 |
1.3% |
0.00 |
Volume |
6,339 |
3,560 |
-2,779 |
-43.8% |
20,091 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.33 |
75.90 |
73.56 |
|
R3 |
75.02 |
74.59 |
73.20 |
|
R2 |
73.71 |
73.71 |
73.08 |
|
R1 |
73.28 |
73.28 |
72.96 |
73.50 |
PP |
72.40 |
72.40 |
72.40 |
72.51 |
S1 |
71.97 |
71.97 |
72.72 |
72.19 |
S2 |
71.09 |
71.09 |
72.60 |
|
S3 |
69.78 |
70.66 |
72.48 |
|
S4 |
68.47 |
69.35 |
72.12 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.50 |
83.14 |
75.52 |
|
R3 |
81.87 |
79.51 |
74.52 |
|
R2 |
78.24 |
78.24 |
74.19 |
|
R1 |
75.88 |
75.88 |
73.85 |
75.25 |
PP |
74.61 |
74.61 |
74.61 |
74.29 |
S1 |
72.25 |
72.25 |
73.19 |
71.62 |
S2 |
70.98 |
70.98 |
72.85 |
|
S3 |
67.35 |
68.62 |
72.52 |
|
S4 |
63.72 |
64.99 |
71.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.90 |
71.53 |
5.37 |
7.4% |
1.62 |
2.2% |
24% |
False |
True |
4,061 |
10 |
78.00 |
71.53 |
6.47 |
8.9% |
1.46 |
2.0% |
20% |
False |
True |
4,921 |
20 |
78.00 |
69.67 |
8.33 |
11.4% |
1.50 |
2.1% |
38% |
False |
False |
5,160 |
40 |
78.00 |
63.61 |
14.39 |
19.8% |
1.25 |
1.7% |
64% |
False |
False |
4,218 |
60 |
78.00 |
63.61 |
14.39 |
19.8% |
1.17 |
1.6% |
64% |
False |
False |
3,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.41 |
2.618 |
76.27 |
1.618 |
74.96 |
1.000 |
74.15 |
0.618 |
73.65 |
HIGH |
72.84 |
0.618 |
72.34 |
0.500 |
72.19 |
0.382 |
72.03 |
LOW |
71.53 |
0.618 |
70.72 |
1.000 |
70.22 |
1.618 |
69.41 |
2.618 |
68.10 |
4.250 |
65.96 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
72.62 |
74.22 |
PP |
72.40 |
73.76 |
S1 |
72.19 |
73.30 |
|