NYMEX Light Sweet Crude Oil Future April 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 |
77.73 |
78.83 |
1.10 |
1.4% |
74.36 |
High |
79.65 |
80.34 |
0.69 |
0.9% |
80.34 |
Low |
76.71 |
78.10 |
1.39 |
1.8% |
74.06 |
Close |
79.42 |
80.06 |
0.64 |
0.8% |
80.06 |
Range |
2.94 |
2.24 |
-0.70 |
-23.8% |
6.28 |
ATR |
2.43 |
2.41 |
-0.01 |
-0.5% |
0.00 |
Volume |
139,976 |
228,169 |
88,193 |
63.0% |
672,254 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.22 |
85.38 |
81.29 |
|
R3 |
83.98 |
83.14 |
80.68 |
|
R2 |
81.74 |
81.74 |
80.47 |
|
R1 |
80.90 |
80.90 |
80.27 |
81.32 |
PP |
79.50 |
79.50 |
79.50 |
79.71 |
S1 |
78.66 |
78.66 |
79.85 |
79.08 |
S2 |
77.26 |
77.26 |
79.65 |
|
S3 |
75.02 |
76.42 |
79.44 |
|
S4 |
72.78 |
74.18 |
78.83 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.99 |
94.81 |
83.51 |
|
R3 |
90.71 |
88.53 |
81.79 |
|
R2 |
84.43 |
84.43 |
81.21 |
|
R1 |
82.25 |
82.25 |
80.64 |
83.34 |
PP |
78.15 |
78.15 |
78.15 |
78.70 |
S1 |
75.97 |
75.97 |
79.48 |
77.06 |
S2 |
71.87 |
71.87 |
78.91 |
|
S3 |
65.59 |
69.69 |
78.33 |
|
S4 |
59.31 |
63.41 |
76.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.34 |
73.09 |
7.25 |
9.1% |
2.58 |
3.2% |
96% |
True |
False |
178,820 |
10 |
80.34 |
69.80 |
10.54 |
13.2% |
2.65 |
3.3% |
97% |
True |
False |
171,860 |
20 |
80.34 |
69.80 |
10.54 |
13.2% |
2.49 |
3.1% |
97% |
True |
False |
127,136 |
40 |
84.96 |
69.80 |
15.16 |
18.9% |
2.14 |
2.7% |
68% |
False |
False |
82,546 |
60 |
84.96 |
69.80 |
15.16 |
18.9% |
2.12 |
2.6% |
68% |
False |
False |
61,584 |
80 |
84.96 |
69.80 |
15.16 |
18.9% |
2.12 |
2.6% |
68% |
False |
False |
47,820 |
100 |
84.96 |
68.40 |
16.56 |
20.7% |
2.02 |
2.5% |
70% |
False |
False |
39,346 |
120 |
84.96 |
68.38 |
16.58 |
20.7% |
1.88 |
2.3% |
70% |
False |
False |
33,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.86 |
2.618 |
86.20 |
1.618 |
83.96 |
1.000 |
82.58 |
0.618 |
81.72 |
HIGH |
80.34 |
0.618 |
79.48 |
0.500 |
79.22 |
0.382 |
78.96 |
LOW |
78.10 |
0.618 |
76.72 |
1.000 |
75.86 |
1.618 |
74.48 |
2.618 |
72.24 |
4.250 |
68.58 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.78 |
79.55 |
PP |
79.50 |
79.04 |
S1 |
79.22 |
78.53 |
|