NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
71.80 |
72.12 |
0.32 |
0.4% |
76.25 |
High |
72.84 |
74.88 |
2.04 |
2.8% |
76.97 |
Low |
71.53 |
72.12 |
0.59 |
0.8% |
73.34 |
Close |
72.84 |
74.70 |
1.86 |
2.6% |
73.52 |
Range |
1.31 |
2.76 |
1.45 |
110.7% |
3.63 |
ATR |
1.71 |
1.78 |
0.08 |
4.4% |
0.00 |
Volume |
3,560 |
3,446 |
-114 |
-3.2% |
20,091 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.18 |
81.20 |
76.22 |
|
R3 |
79.42 |
78.44 |
75.46 |
|
R2 |
76.66 |
76.66 |
75.21 |
|
R1 |
75.68 |
75.68 |
74.95 |
76.17 |
PP |
73.90 |
73.90 |
73.90 |
74.15 |
S1 |
72.92 |
72.92 |
74.45 |
73.41 |
S2 |
71.14 |
71.14 |
74.19 |
|
S3 |
68.38 |
70.16 |
73.94 |
|
S4 |
65.62 |
67.40 |
73.18 |
|
|
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 |
7.2% |
1.81 |
2.4% |
59% |
False |
False |
4,242 |
10 |
78.00 |
71.53 |
6.47 |
8.7% |
1.55 |
2.1% |
49% |
False |
False |
4,427 |
20 |
78.00 |
69.67 |
8.33 |
11.2% |
1.60 |
2.1% |
60% |
False |
False |
5,060 |
40 |
78.00 |
63.61 |
14.39 |
19.3% |
1.31 |
1.7% |
77% |
False |
False |
4,264 |
60 |
78.00 |
63.61 |
14.39 |
19.3% |
1.21 |
1.6% |
77% |
False |
False |
3,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.61 |
2.618 |
82.11 |
1.618 |
79.35 |
1.000 |
77.64 |
0.618 |
76.59 |
HIGH |
74.88 |
0.618 |
73.83 |
0.500 |
73.50 |
0.382 |
73.17 |
LOW |
72.12 |
0.618 |
70.41 |
1.000 |
69.36 |
1.618 |
67.65 |
2.618 |
64.89 |
4.250 |
60.39 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
74.30 |
74.51 |
PP |
73.90 |
74.32 |
S1 |
73.50 |
74.13 |
|