NYMEX Light Sweet Crude Oil Future April 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 |
74.36 |
77.72 |
3.36 |
4.5% |
72.24 |
High |
77.83 |
78.22 |
0.39 |
0.5% |
76.13 |
Low |
74.06 |
76.93 |
2.87 |
3.9% |
71.10 |
Close |
77.42 |
77.73 |
0.31 |
0.4% |
74.50 |
Range |
3.77 |
1.29 |
-2.48 |
-65.8% |
5.03 |
ATR |
2.47 |
2.39 |
-0.08 |
-3.4% |
0.00 |
Volume |
139,389 |
164,720 |
25,331 |
18.2% |
884,411 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.50 |
80.90 |
78.44 |
|
R3 |
80.21 |
79.61 |
78.08 |
|
R2 |
78.92 |
78.92 |
77.97 |
|
R1 |
78.32 |
78.32 |
77.85 |
78.62 |
PP |
77.63 |
77.63 |
77.63 |
77.78 |
S1 |
77.03 |
77.03 |
77.61 |
77.33 |
S2 |
76.34 |
76.34 |
77.49 |
|
S3 |
75.05 |
75.74 |
77.38 |
|
S4 |
73.76 |
74.45 |
77.02 |
|
|
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 |
78.22 |
72.97 |
5.25 |
6.8% |
2.48 |
3.2% |
91% |
True |
False |
169,708 |
10 |
78.54 |
69.80 |
8.74 |
11.2% |
2.76 |
3.6% |
91% |
False |
False |
156,123 |
20 |
79.80 |
69.80 |
10.00 |
12.9% |
2.47 |
3.2% |
79% |
False |
False |
116,908 |
40 |
84.96 |
69.80 |
15.16 |
19.5% |
2.10 |
2.7% |
52% |
False |
False |
74,515 |
60 |
84.96 |
69.80 |
15.16 |
19.5% |
2.10 |
2.7% |
52% |
False |
False |
55,703 |
80 |
84.96 |
69.80 |
15.16 |
19.5% |
2.08 |
2.7% |
52% |
False |
False |
43,384 |
100 |
84.96 |
68.38 |
16.58 |
21.3% |
2.01 |
2.6% |
56% |
False |
False |
35,779 |
120 |
84.96 |
68.38 |
16.58 |
21.3% |
1.85 |
2.4% |
56% |
False |
False |
30,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.70 |
2.618 |
81.60 |
1.618 |
80.31 |
1.000 |
79.51 |
0.618 |
79.02 |
HIGH |
78.22 |
0.618 |
77.73 |
0.500 |
77.58 |
0.382 |
77.42 |
LOW |
76.93 |
0.618 |
76.13 |
1.000 |
75.64 |
1.618 |
74.84 |
2.618 |
73.55 |
4.250 |
71.45 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
77.68 |
77.04 |
PP |
77.63 |
76.35 |
S1 |
77.58 |
75.66 |
|