NYMEX Light Sweet Crude Oil Future May 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 |
78.05 |
79.20 |
1.15 |
1.5% |
74.98 |
| High |
80.08 |
80.63 |
0.55 |
0.7% |
80.63 |
| Low |
77.20 |
78.55 |
1.35 |
1.7% |
74.58 |
| Close |
79.85 |
80.45 |
0.60 |
0.8% |
80.45 |
| Range |
2.88 |
2.08 |
-0.80 |
-27.8% |
6.05 |
| ATR |
2.37 |
2.35 |
-0.02 |
-0.9% |
0.00 |
| Volume |
42,946 |
51,859 |
8,913 |
20.8% |
199,755 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.12 |
85.36 |
81.59 |
|
| R3 |
84.04 |
83.28 |
81.02 |
|
| R2 |
81.96 |
81.96 |
80.83 |
|
| R1 |
81.20 |
81.20 |
80.64 |
81.58 |
| PP |
79.88 |
79.88 |
79.88 |
80.07 |
| S1 |
79.12 |
79.12 |
80.26 |
79.50 |
| S2 |
77.80 |
77.80 |
80.07 |
|
| S3 |
75.72 |
77.04 |
79.88 |
|
| S4 |
73.64 |
74.96 |
79.31 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.70 |
94.63 |
83.78 |
|
| R3 |
90.65 |
88.58 |
82.11 |
|
| R2 |
84.60 |
84.60 |
81.56 |
|
| R1 |
82.53 |
82.53 |
81.00 |
83.57 |
| PP |
78.55 |
78.55 |
78.55 |
79.07 |
| S1 |
76.48 |
76.48 |
79.90 |
77.52 |
| S2 |
72.50 |
72.50 |
79.34 |
|
| S3 |
66.45 |
70.43 |
78.79 |
|
| S4 |
60.40 |
64.38 |
77.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.63 |
73.62 |
7.01 |
8.7% |
2.51 |
3.1% |
97% |
True |
False |
57,578 |
| 10 |
80.63 |
70.28 |
10.35 |
12.9% |
2.60 |
3.2% |
98% |
True |
False |
65,565 |
| 20 |
80.63 |
70.28 |
10.35 |
12.9% |
2.44 |
3.0% |
98% |
True |
False |
50,314 |
| 40 |
85.43 |
70.28 |
15.15 |
18.8% |
2.07 |
2.6% |
67% |
False |
False |
33,920 |
| 60 |
85.43 |
70.28 |
15.15 |
18.8% |
2.02 |
2.5% |
67% |
False |
False |
26,487 |
| 80 |
85.43 |
70.28 |
15.15 |
18.8% |
1.97 |
2.4% |
67% |
False |
False |
21,166 |
| 100 |
85.43 |
68.99 |
16.44 |
20.4% |
1.82 |
2.3% |
70% |
False |
False |
17,828 |
| 120 |
85.43 |
68.84 |
16.59 |
20.6% |
1.64 |
2.0% |
70% |
False |
False |
15,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.47 |
|
2.618 |
86.08 |
|
1.618 |
84.00 |
|
1.000 |
82.71 |
|
0.618 |
81.92 |
|
HIGH |
80.63 |
|
0.618 |
79.84 |
|
0.500 |
79.59 |
|
0.382 |
79.34 |
|
LOW |
78.55 |
|
0.618 |
77.26 |
|
1.000 |
76.47 |
|
1.618 |
75.18 |
|
2.618 |
73.10 |
|
4.250 |
69.71 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.16 |
79.94 |
| PP |
79.88 |
79.43 |
| S1 |
79.59 |
78.92 |
|