NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
77.32 |
77.29 |
-0.03 |
0.0% |
72.18 |
High |
77.82 |
79.29 |
1.47 |
1.9% |
75.69 |
Low |
76.53 |
76.32 |
-0.21 |
-0.3% |
70.77 |
Close |
77.33 |
79.06 |
1.73 |
2.2% |
74.13 |
Range |
1.29 |
2.97 |
1.68 |
130.2% |
4.92 |
ATR |
2.41 |
2.45 |
0.04 |
1.7% |
0.00 |
Volume |
365,032 |
283,816 |
-81,216 |
-22.2% |
2,258,122 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.13 |
86.07 |
80.69 |
|
R3 |
84.16 |
83.10 |
79.88 |
|
R2 |
81.19 |
81.19 |
79.60 |
|
R1 |
80.13 |
80.13 |
79.33 |
80.66 |
PP |
78.22 |
78.22 |
78.22 |
78.49 |
S1 |
77.16 |
77.16 |
78.79 |
77.69 |
S2 |
75.25 |
75.25 |
78.52 |
|
S3 |
72.28 |
74.19 |
78.24 |
|
S4 |
69.31 |
71.22 |
77.43 |
|
|
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 |
79.29 |
72.66 |
6.63 |
8.4% |
2.59 |
3.3% |
97% |
True |
False |
374,230 |
10 |
79.29 |
69.50 |
9.79 |
12.4% |
2.90 |
3.7% |
98% |
True |
False |
415,796 |
20 |
79.29 |
69.50 |
9.79 |
12.4% |
2.53 |
3.2% |
98% |
True |
False |
365,138 |
40 |
84.45 |
69.50 |
14.95 |
18.9% |
2.17 |
2.7% |
64% |
False |
False |
240,172 |
60 |
84.45 |
69.50 |
14.95 |
18.9% |
2.20 |
2.8% |
64% |
False |
False |
180,882 |
80 |
84.45 |
69.50 |
14.95 |
18.9% |
2.23 |
2.8% |
64% |
False |
False |
140,151 |
100 |
84.45 |
67.46 |
16.99 |
21.5% |
2.17 |
2.7% |
68% |
False |
False |
114,251 |
120 |
84.45 |
67.46 |
16.99 |
21.5% |
2.14 |
2.7% |
68% |
False |
False |
96,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.91 |
2.618 |
87.07 |
1.618 |
84.10 |
1.000 |
82.26 |
0.618 |
81.13 |
HIGH |
79.29 |
0.618 |
78.16 |
0.500 |
77.81 |
0.382 |
77.45 |
LOW |
76.32 |
0.618 |
74.48 |
1.000 |
73.35 |
1.618 |
71.51 |
2.618 |
68.54 |
4.250 |
63.70 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
78.64 |
78.21 |
PP |
78.22 |
77.35 |
S1 |
77.81 |
76.50 |
|