NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
75.30 |
74.02 |
-1.28 |
-1.7% |
72.18 |
| High |
75.35 |
77.42 |
2.07 |
2.7% |
75.69 |
| Low |
72.66 |
73.71 |
1.05 |
1.4% |
70.77 |
| Close |
74.13 |
77.01 |
2.88 |
3.9% |
74.13 |
| Range |
2.69 |
3.71 |
1.02 |
37.9% |
4.92 |
| ATR |
2.40 |
2.50 |
0.09 |
3.9% |
0.00 |
| Volume |
464,441 |
335,805 |
-128,636 |
-27.7% |
2,258,122 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.18 |
85.80 |
79.05 |
|
| R3 |
83.47 |
82.09 |
78.03 |
|
| R2 |
79.76 |
79.76 |
77.69 |
|
| R1 |
78.38 |
78.38 |
77.35 |
79.07 |
| PP |
76.05 |
76.05 |
76.05 |
76.39 |
| S1 |
74.67 |
74.67 |
76.67 |
75.36 |
| S2 |
72.34 |
72.34 |
76.33 |
|
| S3 |
68.63 |
70.96 |
75.99 |
|
| S4 |
64.92 |
67.25 |
74.97 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.29 |
86.13 |
76.84 |
|
| R3 |
83.37 |
81.21 |
75.48 |
|
| R2 |
78.45 |
78.45 |
75.03 |
|
| R1 |
76.29 |
76.29 |
74.58 |
77.37 |
| PP |
73.53 |
73.53 |
73.53 |
74.07 |
| S1 |
71.37 |
71.37 |
73.68 |
72.45 |
| S2 |
68.61 |
68.61 |
73.23 |
|
| S3 |
63.69 |
66.45 |
72.78 |
|
| S4 |
58.77 |
61.53 |
71.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.42 |
71.32 |
6.10 |
7.9% |
2.78 |
3.6% |
93% |
True |
False |
399,557 |
| 10 |
78.04 |
69.50 |
8.54 |
11.1% |
2.93 |
3.8% |
88% |
False |
False |
415,279 |
| 20 |
79.47 |
69.50 |
9.97 |
12.9% |
2.54 |
3.3% |
75% |
False |
False |
359,755 |
| 40 |
84.45 |
69.50 |
14.95 |
19.4% |
2.17 |
2.8% |
50% |
False |
False |
228,188 |
| 60 |
84.45 |
69.50 |
14.95 |
19.4% |
2.20 |
2.9% |
50% |
False |
False |
170,829 |
| 80 |
84.45 |
69.50 |
14.95 |
19.4% |
2.24 |
2.9% |
50% |
False |
False |
132,454 |
| 100 |
84.45 |
67.46 |
16.99 |
22.1% |
2.19 |
2.8% |
56% |
False |
False |
107,867 |
| 120 |
84.45 |
67.46 |
16.99 |
22.1% |
2.13 |
2.8% |
56% |
False |
False |
90,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.19 |
|
2.618 |
87.13 |
|
1.618 |
83.42 |
|
1.000 |
81.13 |
|
0.618 |
79.71 |
|
HIGH |
77.42 |
|
0.618 |
76.00 |
|
0.500 |
75.57 |
|
0.382 |
75.13 |
|
LOW |
73.71 |
|
0.618 |
71.42 |
|
1.000 |
70.00 |
|
1.618 |
67.71 |
|
2.618 |
64.00 |
|
4.250 |
57.94 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.53 |
76.35 |
| PP |
76.05 |
75.70 |
| S1 |
75.57 |
75.04 |
|