NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
77.29 |
78.37 |
1.08 |
1.4% |
74.02 |
| High |
79.29 |
80.10 |
0.81 |
1.0% |
80.10 |
| Low |
76.32 |
77.76 |
1.44 |
1.9% |
73.71 |
| Close |
79.06 |
79.81 |
0.75 |
0.9% |
79.81 |
| Range |
2.97 |
2.34 |
-0.63 |
-21.2% |
6.39 |
| ATR |
2.45 |
2.44 |
-0.01 |
-0.3% |
0.00 |
| Volume |
283,816 |
274,169 |
-9,647 |
-3.4% |
1,258,822 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.24 |
85.37 |
81.10 |
|
| R3 |
83.90 |
83.03 |
80.45 |
|
| R2 |
81.56 |
81.56 |
80.24 |
|
| R1 |
80.69 |
80.69 |
80.02 |
81.13 |
| PP |
79.22 |
79.22 |
79.22 |
79.44 |
| S1 |
78.35 |
78.35 |
79.60 |
78.79 |
| S2 |
76.88 |
76.88 |
79.38 |
|
| S3 |
74.54 |
76.01 |
79.17 |
|
| S4 |
72.20 |
73.67 |
78.52 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.04 |
94.82 |
83.32 |
|
| R3 |
90.65 |
88.43 |
81.57 |
|
| R2 |
84.26 |
84.26 |
80.98 |
|
| R1 |
82.04 |
82.04 |
80.40 |
83.15 |
| PP |
77.87 |
77.87 |
77.87 |
78.43 |
| S1 |
75.65 |
75.65 |
79.22 |
76.76 |
| S2 |
71.48 |
71.48 |
78.64 |
|
| S3 |
65.09 |
69.26 |
78.05 |
|
| S4 |
58.70 |
62.87 |
76.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.10 |
72.66 |
7.44 |
9.3% |
2.60 |
3.3% |
96% |
True |
False |
344,652 |
| 10 |
80.10 |
69.50 |
10.60 |
13.3% |
2.66 |
3.3% |
97% |
True |
False |
404,083 |
| 20 |
80.10 |
69.50 |
10.60 |
13.3% |
2.51 |
3.1% |
97% |
True |
False |
363,658 |
| 40 |
84.45 |
69.50 |
14.95 |
18.7% |
2.18 |
2.7% |
69% |
False |
False |
245,127 |
| 60 |
84.45 |
69.50 |
14.95 |
18.7% |
2.21 |
2.8% |
69% |
False |
False |
185,017 |
| 80 |
84.45 |
69.50 |
14.95 |
18.7% |
2.24 |
2.8% |
69% |
False |
False |
143,391 |
| 100 |
84.45 |
67.60 |
16.85 |
21.1% |
2.18 |
2.7% |
72% |
False |
False |
116,880 |
| 120 |
84.45 |
67.46 |
16.99 |
21.3% |
2.14 |
2.7% |
73% |
False |
False |
98,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.05 |
|
2.618 |
86.23 |
|
1.618 |
83.89 |
|
1.000 |
82.44 |
|
0.618 |
81.55 |
|
HIGH |
80.10 |
|
0.618 |
79.21 |
|
0.500 |
78.93 |
|
0.382 |
78.65 |
|
LOW |
77.76 |
|
0.618 |
76.31 |
|
1.000 |
75.42 |
|
1.618 |
73.97 |
|
2.618 |
71.63 |
|
4.250 |
67.82 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.52 |
79.28 |
| PP |
79.22 |
78.74 |
| S1 |
78.93 |
78.21 |
|