NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
74.02 |
77.32 |
3.30 |
4.5% |
72.18 |
| High |
77.42 |
77.82 |
0.40 |
0.5% |
75.69 |
| Low |
73.71 |
76.53 |
2.82 |
3.8% |
70.77 |
| Close |
77.01 |
77.33 |
0.32 |
0.4% |
74.13 |
| Range |
3.71 |
1.29 |
-2.42 |
-65.2% |
4.92 |
| ATR |
2.50 |
2.41 |
-0.09 |
-3.5% |
0.00 |
| Volume |
335,805 |
365,032 |
29,227 |
8.7% |
2,258,122 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.10 |
80.50 |
78.04 |
|
| R3 |
79.81 |
79.21 |
77.68 |
|
| R2 |
78.52 |
78.52 |
77.57 |
|
| R1 |
77.92 |
77.92 |
77.45 |
78.22 |
| PP |
77.23 |
77.23 |
77.23 |
77.38 |
| S1 |
76.63 |
76.63 |
77.21 |
76.93 |
| S2 |
75.94 |
75.94 |
77.09 |
|
| S3 |
74.65 |
75.34 |
76.98 |
|
| S4 |
73.36 |
74.05 |
76.62 |
|
|
| 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 |
77.82 |
72.60 |
5.22 |
6.8% |
2.47 |
3.2% |
91% |
True |
False |
403,435 |
| 10 |
78.04 |
69.50 |
8.54 |
11.0% |
2.75 |
3.6% |
92% |
False |
False |
424,041 |
| 20 |
79.36 |
69.50 |
9.86 |
12.8% |
2.48 |
3.2% |
79% |
False |
False |
368,502 |
| 40 |
84.45 |
69.50 |
14.95 |
19.3% |
2.14 |
2.8% |
52% |
False |
False |
235,075 |
| 60 |
84.45 |
69.50 |
14.95 |
19.3% |
2.19 |
2.8% |
52% |
False |
False |
176,577 |
| 80 |
84.45 |
69.50 |
14.95 |
19.3% |
2.21 |
2.9% |
52% |
False |
False |
136,842 |
| 100 |
84.45 |
67.46 |
16.99 |
22.0% |
2.17 |
2.8% |
58% |
False |
False |
111,483 |
| 120 |
84.45 |
67.46 |
16.99 |
22.0% |
2.12 |
2.7% |
58% |
False |
False |
93,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.30 |
|
2.618 |
81.20 |
|
1.618 |
79.91 |
|
1.000 |
79.11 |
|
0.618 |
78.62 |
|
HIGH |
77.82 |
|
0.618 |
77.33 |
|
0.500 |
77.18 |
|
0.382 |
77.02 |
|
LOW |
76.53 |
|
0.618 |
75.73 |
|
1.000 |
75.24 |
|
1.618 |
74.44 |
|
2.618 |
73.15 |
|
4.250 |
71.05 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.28 |
76.63 |
| PP |
77.23 |
75.94 |
| S1 |
77.18 |
75.24 |
|