NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
75.83 |
76.53 |
0.70 |
0.9% |
73.28 |
High |
77.08 |
76.53 |
-0.55 |
-0.7% |
77.08 |
Low |
74.77 |
74.22 |
-0.55 |
-0.7% |
72.08 |
Close |
76.73 |
75.57 |
-1.16 |
-1.5% |
75.57 |
Range |
2.31 |
2.31 |
0.00 |
0.0% |
5.00 |
ATR |
2.29 |
2.30 |
0.02 |
0.7% |
0.00 |
Volume |
41,666 |
52,787 |
11,121 |
26.7% |
253,158 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.37 |
81.28 |
76.84 |
|
R3 |
80.06 |
78.97 |
76.21 |
|
R2 |
77.75 |
77.75 |
75.99 |
|
R1 |
76.66 |
76.66 |
75.78 |
76.05 |
PP |
75.44 |
75.44 |
75.44 |
75.14 |
S1 |
74.35 |
74.35 |
75.36 |
73.74 |
S2 |
73.13 |
73.13 |
75.15 |
|
S3 |
70.82 |
72.04 |
74.93 |
|
S4 |
68.51 |
69.73 |
74.30 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.91 |
87.74 |
78.32 |
|
R3 |
84.91 |
82.74 |
76.95 |
|
R2 |
79.91 |
79.91 |
76.49 |
|
R1 |
77.74 |
77.74 |
76.03 |
78.83 |
PP |
74.91 |
74.91 |
74.91 |
75.45 |
S1 |
72.74 |
72.74 |
75.11 |
73.83 |
S2 |
69.91 |
69.91 |
74.65 |
|
S3 |
64.91 |
67.74 |
74.20 |
|
S4 |
59.91 |
62.74 |
72.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.08 |
72.08 |
5.00 |
6.6% |
2.24 |
3.0% |
70% |
False |
False |
50,631 |
10 |
79.66 |
70.75 |
8.91 |
11.8% |
2.71 |
3.6% |
54% |
False |
False |
44,356 |
20 |
81.45 |
70.75 |
10.70 |
14.2% |
2.32 |
3.1% |
45% |
False |
False |
38,724 |
40 |
85.95 |
70.75 |
15.20 |
20.1% |
1.99 |
2.6% |
32% |
False |
False |
30,237 |
60 |
85.95 |
70.75 |
15.20 |
20.1% |
2.01 |
2.7% |
32% |
False |
False |
27,336 |
80 |
85.95 |
70.75 |
15.20 |
20.1% |
2.06 |
2.7% |
32% |
False |
False |
24,303 |
100 |
85.95 |
69.40 |
16.55 |
21.9% |
2.03 |
2.7% |
37% |
False |
False |
22,063 |
120 |
85.95 |
69.40 |
16.55 |
21.9% |
1.99 |
2.6% |
37% |
False |
False |
19,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.35 |
2.618 |
82.58 |
1.618 |
80.27 |
1.000 |
78.84 |
0.618 |
77.96 |
HIGH |
76.53 |
0.618 |
75.65 |
0.500 |
75.38 |
0.382 |
75.10 |
LOW |
74.22 |
0.618 |
72.79 |
1.000 |
71.91 |
1.618 |
70.48 |
2.618 |
68.17 |
4.250 |
64.40 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
75.51 |
75.55 |
PP |
75.44 |
75.53 |
S1 |
75.38 |
75.52 |
|