NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
73.79 |
74.65 |
0.86 |
1.2% |
72.84 |
High |
74.97 |
75.69 |
0.72 |
1.0% |
78.04 |
Low |
72.60 |
73.38 |
0.78 |
1.1% |
69.50 |
Close |
74.52 |
75.28 |
0.76 |
1.0% |
71.19 |
Range |
2.37 |
2.31 |
-0.06 |
-2.5% |
8.54 |
ATR |
2.39 |
2.38 |
-0.01 |
-0.2% |
0.00 |
Volume |
429,845 |
422,056 |
-7,789 |
-1.8% |
1,894,136 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.71 |
80.81 |
76.55 |
|
R3 |
79.40 |
78.50 |
75.92 |
|
R2 |
77.09 |
77.09 |
75.70 |
|
R1 |
76.19 |
76.19 |
75.49 |
76.64 |
PP |
74.78 |
74.78 |
74.78 |
75.01 |
S1 |
73.88 |
73.88 |
75.07 |
74.33 |
S2 |
72.47 |
72.47 |
74.86 |
|
S3 |
70.16 |
71.57 |
74.64 |
|
S4 |
67.85 |
69.26 |
74.01 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.53 |
93.40 |
75.89 |
|
R3 |
89.99 |
84.86 |
73.54 |
|
R2 |
81.45 |
81.45 |
72.76 |
|
R1 |
76.32 |
76.32 |
71.97 |
74.62 |
PP |
72.91 |
72.91 |
72.91 |
72.06 |
S1 |
67.78 |
67.78 |
70.41 |
66.08 |
S2 |
64.37 |
64.37 |
69.62 |
|
S3 |
55.83 |
59.24 |
68.84 |
|
S4 |
47.29 |
50.70 |
66.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.69 |
69.50 |
6.19 |
8.2% |
2.71 |
3.6% |
93% |
True |
False |
463,514 |
10 |
78.04 |
69.50 |
8.54 |
11.3% |
2.77 |
3.7% |
68% |
False |
False |
398,072 |
20 |
80.75 |
69.50 |
11.25 |
14.9% |
2.37 |
3.2% |
51% |
False |
False |
340,457 |
40 |
84.45 |
69.50 |
14.95 |
19.9% |
2.09 |
2.8% |
39% |
False |
False |
211,823 |
60 |
84.45 |
69.50 |
14.95 |
19.9% |
2.17 |
2.9% |
39% |
False |
False |
158,100 |
80 |
84.45 |
69.50 |
14.95 |
19.9% |
2.20 |
2.9% |
39% |
False |
False |
122,728 |
100 |
84.45 |
67.46 |
16.99 |
22.6% |
2.15 |
2.9% |
46% |
False |
False |
99,978 |
120 |
84.45 |
67.46 |
16.99 |
22.6% |
2.09 |
2.8% |
46% |
False |
False |
84,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.51 |
2.618 |
81.74 |
1.618 |
79.43 |
1.000 |
78.00 |
0.618 |
77.12 |
HIGH |
75.69 |
0.618 |
74.81 |
0.500 |
74.54 |
0.382 |
74.26 |
LOW |
73.38 |
0.618 |
71.95 |
1.000 |
71.07 |
1.618 |
69.64 |
2.618 |
67.33 |
4.250 |
63.56 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
75.03 |
74.69 |
PP |
74.78 |
74.10 |
S1 |
74.54 |
73.51 |
|