NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
75.65 |
78.51 |
2.86 |
3.8% |
73.28 |
High |
78.65 |
79.13 |
0.48 |
0.6% |
77.08 |
Low |
75.24 |
77.93 |
2.69 |
3.6% |
72.08 |
Close |
78.42 |
78.71 |
0.29 |
0.4% |
75.57 |
Range |
3.41 |
1.20 |
-2.21 |
-64.8% |
5.00 |
ATR |
2.38 |
2.30 |
-0.08 |
-3.5% |
0.00 |
Volume |
34,355 |
31,237 |
-3,118 |
-9.1% |
253,158 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.19 |
81.65 |
79.37 |
|
R3 |
80.99 |
80.45 |
79.04 |
|
R2 |
79.79 |
79.79 |
78.93 |
|
R1 |
79.25 |
79.25 |
78.82 |
79.52 |
PP |
78.59 |
78.59 |
78.59 |
78.73 |
S1 |
78.05 |
78.05 |
78.60 |
78.32 |
S2 |
77.39 |
77.39 |
78.49 |
|
S3 |
76.19 |
76.85 |
78.38 |
|
S4 |
74.99 |
75.65 |
78.05 |
|
|
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 |
79.13 |
73.95 |
5.18 |
6.6% |
2.29 |
2.9% |
92% |
True |
False |
41,398 |
10 |
79.66 |
70.75 |
8.91 |
11.3% |
2.63 |
3.3% |
89% |
False |
False |
45,385 |
20 |
80.97 |
70.75 |
10.22 |
13.0% |
2.37 |
3.0% |
78% |
False |
False |
38,937 |
40 |
85.95 |
70.75 |
15.20 |
19.3% |
2.01 |
2.6% |
52% |
False |
False |
30,618 |
60 |
85.95 |
70.75 |
15.20 |
19.3% |
2.04 |
2.6% |
52% |
False |
False |
27,988 |
80 |
85.95 |
70.75 |
15.20 |
19.3% |
2.05 |
2.6% |
52% |
False |
False |
24,807 |
100 |
85.95 |
69.40 |
16.55 |
21.0% |
2.03 |
2.6% |
56% |
False |
False |
22,513 |
120 |
85.95 |
69.40 |
16.55 |
21.0% |
2.00 |
2.5% |
56% |
False |
False |
20,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.23 |
2.618 |
82.27 |
1.618 |
81.07 |
1.000 |
80.33 |
0.618 |
79.87 |
HIGH |
79.13 |
0.618 |
78.67 |
0.500 |
78.53 |
0.382 |
78.39 |
LOW |
77.93 |
0.618 |
77.19 |
1.000 |
76.73 |
1.618 |
75.99 |
2.618 |
74.79 |
4.250 |
72.83 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
78.65 |
78.03 |
PP |
78.59 |
77.35 |
S1 |
78.53 |
76.68 |
|