NYMEX Light Sweet Crude Oil Future May 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 |
76.24 |
74.98 |
-1.26 |
-1.7% |
72.81 |
| High |
76.24 |
78.26 |
2.02 |
2.6% |
76.59 |
| Low |
73.62 |
74.58 |
0.96 |
1.3% |
71.57 |
| Close |
75.03 |
77.92 |
2.89 |
3.9% |
75.03 |
| Range |
2.62 |
3.68 |
1.06 |
40.5% |
5.02 |
| ATR |
2.31 |
2.41 |
0.10 |
4.2% |
0.00 |
| Volume |
88,139 |
56,459 |
-31,680 |
-35.9% |
382,710 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.96 |
86.62 |
79.94 |
|
| R3 |
84.28 |
82.94 |
78.93 |
|
| R2 |
80.60 |
80.60 |
78.59 |
|
| R1 |
79.26 |
79.26 |
78.26 |
79.93 |
| PP |
76.92 |
76.92 |
76.92 |
77.26 |
| S1 |
75.58 |
75.58 |
77.58 |
76.25 |
| S2 |
73.24 |
73.24 |
77.25 |
|
| S3 |
69.56 |
71.90 |
76.91 |
|
| S4 |
65.88 |
68.22 |
75.90 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.46 |
87.26 |
77.79 |
|
| R3 |
84.44 |
82.24 |
76.41 |
|
| R2 |
79.42 |
79.42 |
75.95 |
|
| R1 |
77.22 |
77.22 |
75.49 |
78.32 |
| PP |
74.40 |
74.40 |
74.40 |
74.95 |
| S1 |
72.20 |
72.20 |
74.57 |
73.30 |
| S2 |
69.38 |
69.38 |
74.11 |
|
| S3 |
64.36 |
67.18 |
73.65 |
|
| S4 |
59.34 |
62.16 |
72.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.26 |
72.20 |
6.06 |
7.8% |
2.74 |
3.5% |
94% |
True |
False |
69,196 |
| 10 |
79.15 |
70.28 |
8.87 |
11.4% |
2.89 |
3.7% |
86% |
False |
False |
62,445 |
| 20 |
80.43 |
70.28 |
10.15 |
13.0% |
2.46 |
3.2% |
75% |
False |
False |
47,777 |
| 40 |
85.43 |
70.28 |
15.15 |
19.4% |
2.05 |
2.6% |
50% |
False |
False |
31,221 |
| 60 |
85.43 |
70.28 |
15.15 |
19.4% |
1.99 |
2.6% |
50% |
False |
False |
24,308 |
| 80 |
85.43 |
70.28 |
15.15 |
19.4% |
1.94 |
2.5% |
50% |
False |
False |
19,588 |
| 100 |
85.43 |
68.84 |
16.59 |
21.3% |
1.82 |
2.3% |
55% |
False |
False |
16,515 |
| 120 |
85.43 |
68.84 |
16.59 |
21.3% |
1.59 |
2.0% |
55% |
False |
False |
14,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.90 |
|
2.618 |
87.89 |
|
1.618 |
84.21 |
|
1.000 |
81.94 |
|
0.618 |
80.53 |
|
HIGH |
78.26 |
|
0.618 |
76.85 |
|
0.500 |
76.42 |
|
0.382 |
75.99 |
|
LOW |
74.58 |
|
0.618 |
72.31 |
|
1.000 |
70.90 |
|
1.618 |
68.63 |
|
2.618 |
64.95 |
|
4.250 |
58.94 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.42 |
77.26 |
| PP |
76.92 |
76.60 |
| S1 |
76.42 |
75.94 |
|