NYMEX Light Sweet Crude Oil Future April 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 |
75.74 |
74.36 |
-1.38 |
-1.8% |
72.24 |
High |
75.76 |
77.83 |
2.07 |
2.7% |
76.13 |
Low |
73.09 |
74.06 |
0.97 |
1.3% |
71.10 |
Close |
74.50 |
77.42 |
2.92 |
3.9% |
74.50 |
Range |
2.67 |
3.77 |
1.10 |
41.2% |
5.03 |
ATR |
2.37 |
2.47 |
0.10 |
4.2% |
0.00 |
Volume |
221,849 |
139,389 |
-82,460 |
-37.2% |
884,411 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.75 |
86.35 |
79.49 |
|
R3 |
83.98 |
82.58 |
78.46 |
|
R2 |
80.21 |
80.21 |
78.11 |
|
R1 |
78.81 |
78.81 |
77.77 |
79.51 |
PP |
76.44 |
76.44 |
76.44 |
76.79 |
S1 |
75.04 |
75.04 |
77.07 |
75.74 |
S2 |
72.67 |
72.67 |
76.73 |
|
S3 |
68.90 |
71.27 |
76.38 |
|
S4 |
65.13 |
67.50 |
75.35 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.00 |
86.78 |
77.27 |
|
R3 |
83.97 |
81.75 |
75.88 |
|
R2 |
78.94 |
78.94 |
75.42 |
|
R1 |
76.72 |
76.72 |
74.96 |
77.83 |
PP |
73.91 |
73.91 |
73.91 |
74.47 |
S1 |
71.69 |
71.69 |
74.04 |
72.80 |
S2 |
68.88 |
68.88 |
73.58 |
|
S3 |
63.85 |
66.66 |
73.12 |
|
S4 |
58.82 |
61.63 |
71.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.83 |
71.72 |
6.11 |
7.9% |
2.79 |
3.6% |
93% |
True |
False |
165,089 |
10 |
78.54 |
69.80 |
8.74 |
11.3% |
2.93 |
3.8% |
87% |
False |
False |
145,967 |
20 |
79.94 |
69.80 |
10.14 |
13.1% |
2.52 |
3.3% |
75% |
False |
False |
111,144 |
40 |
84.96 |
69.80 |
15.16 |
19.6% |
2.12 |
2.7% |
50% |
False |
False |
71,022 |
60 |
84.96 |
69.80 |
15.16 |
19.6% |
2.10 |
2.7% |
50% |
False |
False |
53,048 |
80 |
84.96 |
69.80 |
15.16 |
19.6% |
2.11 |
2.7% |
50% |
False |
False |
41,419 |
100 |
84.96 |
68.38 |
16.58 |
21.4% |
2.02 |
2.6% |
55% |
False |
False |
34,156 |
120 |
84.96 |
68.38 |
16.58 |
21.4% |
1.85 |
2.4% |
55% |
False |
False |
28,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.85 |
2.618 |
87.70 |
1.618 |
83.93 |
1.000 |
81.60 |
0.618 |
80.16 |
HIGH |
77.83 |
0.618 |
76.39 |
0.500 |
75.95 |
0.382 |
75.50 |
LOW |
74.06 |
0.618 |
71.73 |
1.000 |
70.29 |
1.618 |
67.96 |
2.618 |
64.19 |
4.250 |
58.04 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
76.93 |
76.77 |
PP |
76.44 |
76.11 |
S1 |
75.95 |
75.46 |
|