NYMEX Light Sweet Crude Oil Future April 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 |
77.72 |
77.73 |
0.01 |
0.0% |
72.24 |
High |
78.22 |
79.65 |
1.43 |
1.8% |
76.13 |
Low |
76.93 |
76.71 |
-0.22 |
-0.3% |
71.10 |
Close |
77.73 |
79.42 |
1.69 |
2.2% |
74.50 |
Range |
1.29 |
2.94 |
1.65 |
127.9% |
5.03 |
ATR |
2.39 |
2.43 |
0.04 |
1.7% |
0.00 |
Volume |
164,720 |
139,976 |
-24,744 |
-15.0% |
884,411 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.41 |
86.36 |
81.04 |
|
R3 |
84.47 |
83.42 |
80.23 |
|
R2 |
81.53 |
81.53 |
79.96 |
|
R1 |
80.48 |
80.48 |
79.69 |
81.01 |
PP |
78.59 |
78.59 |
78.59 |
78.86 |
S1 |
77.54 |
77.54 |
79.15 |
78.07 |
S2 |
75.65 |
75.65 |
78.88 |
|
S3 |
72.71 |
74.60 |
78.61 |
|
S4 |
69.77 |
71.66 |
77.80 |
|
|
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 |
79.65 |
73.09 |
6.56 |
8.3% |
2.60 |
3.3% |
96% |
True |
False |
163,905 |
10 |
79.65 |
69.80 |
9.85 |
12.4% |
2.90 |
3.7% |
98% |
True |
False |
161,121 |
20 |
79.65 |
69.80 |
9.85 |
12.4% |
2.51 |
3.2% |
98% |
True |
False |
119,400 |
40 |
84.96 |
69.80 |
15.16 |
19.1% |
2.13 |
2.7% |
63% |
False |
False |
77,505 |
60 |
84.96 |
69.80 |
15.16 |
19.1% |
2.11 |
2.7% |
63% |
False |
False |
57,907 |
80 |
84.96 |
69.80 |
15.16 |
19.1% |
2.11 |
2.7% |
63% |
False |
False |
45,021 |
100 |
84.96 |
68.38 |
16.58 |
20.9% |
2.01 |
2.5% |
67% |
False |
False |
37,139 |
120 |
84.96 |
68.38 |
16.58 |
20.9% |
1.87 |
2.4% |
67% |
False |
False |
31,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.15 |
2.618 |
87.35 |
1.618 |
84.41 |
1.000 |
82.59 |
0.618 |
81.47 |
HIGH |
79.65 |
0.618 |
78.53 |
0.500 |
78.18 |
0.382 |
77.83 |
LOW |
76.71 |
0.618 |
74.89 |
1.000 |
73.77 |
1.618 |
71.95 |
2.618 |
69.01 |
4.250 |
64.22 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.01 |
78.57 |
PP |
78.59 |
77.71 |
S1 |
78.18 |
76.86 |
|