NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
78.51 |
78.46 |
-0.05 |
-0.1% |
73.28 |
High |
79.13 |
80.50 |
1.37 |
1.7% |
77.08 |
Low |
77.93 |
77.69 |
-0.24 |
-0.3% |
72.08 |
Close |
78.71 |
80.27 |
1.56 |
2.0% |
75.57 |
Range |
1.20 |
2.81 |
1.61 |
134.2% |
5.00 |
ATR |
2.30 |
2.33 |
0.04 |
1.6% |
0.00 |
Volume |
31,237 |
32,443 |
1,206 |
3.9% |
253,158 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.92 |
86.90 |
81.82 |
|
R3 |
85.11 |
84.09 |
81.04 |
|
R2 |
82.30 |
82.30 |
80.79 |
|
R1 |
81.28 |
81.28 |
80.53 |
81.79 |
PP |
79.49 |
79.49 |
79.49 |
79.74 |
S1 |
78.47 |
78.47 |
80.01 |
78.98 |
S2 |
76.68 |
76.68 |
79.75 |
|
S3 |
73.87 |
75.66 |
79.50 |
|
S4 |
71.06 |
72.85 |
78.72 |
|
|
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 |
80.50 |
74.22 |
6.28 |
7.8% |
2.41 |
3.0% |
96% |
True |
False |
38,497 |
10 |
80.50 |
70.75 |
9.75 |
12.1% |
2.77 |
3.4% |
98% |
True |
False |
44,557 |
20 |
80.50 |
70.75 |
9.75 |
12.1% |
2.41 |
3.0% |
98% |
True |
False |
38,590 |
40 |
85.95 |
70.75 |
15.20 |
18.9% |
2.04 |
2.5% |
63% |
False |
False |
30,981 |
60 |
85.95 |
70.75 |
15.20 |
18.9% |
2.05 |
2.6% |
63% |
False |
False |
28,307 |
80 |
85.95 |
70.75 |
15.20 |
18.9% |
2.07 |
2.6% |
63% |
False |
False |
24,889 |
100 |
85.95 |
69.40 |
16.55 |
20.6% |
2.03 |
2.5% |
66% |
False |
False |
22,704 |
120 |
85.95 |
69.40 |
16.55 |
20.6% |
2.01 |
2.5% |
66% |
False |
False |
20,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.44 |
2.618 |
87.86 |
1.618 |
85.05 |
1.000 |
83.31 |
0.618 |
82.24 |
HIGH |
80.50 |
0.618 |
79.43 |
0.500 |
79.10 |
0.382 |
78.76 |
LOW |
77.69 |
0.618 |
75.95 |
1.000 |
74.88 |
1.618 |
73.14 |
2.618 |
70.33 |
4.250 |
65.75 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.88 |
79.47 |
PP |
79.49 |
78.67 |
S1 |
79.10 |
77.87 |
|