NYMEX Light Sweet Crude Oil Future June 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 |
78.46 |
79.41 |
0.95 |
1.2% |
75.65 |
High |
80.50 |
81.04 |
0.54 |
0.7% |
81.04 |
Low |
77.69 |
78.98 |
1.29 |
1.7% |
75.24 |
Close |
80.27 |
80.85 |
0.58 |
0.7% |
80.85 |
Range |
2.81 |
2.06 |
-0.75 |
-26.7% |
5.80 |
ATR |
2.33 |
2.31 |
-0.02 |
-0.8% |
0.00 |
Volume |
32,443 |
47,851 |
15,408 |
47.5% |
145,886 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.47 |
85.72 |
81.98 |
|
R3 |
84.41 |
83.66 |
81.42 |
|
R2 |
82.35 |
82.35 |
81.23 |
|
R1 |
81.60 |
81.60 |
81.04 |
81.98 |
PP |
80.29 |
80.29 |
80.29 |
80.48 |
S1 |
79.54 |
79.54 |
80.66 |
79.92 |
S2 |
78.23 |
78.23 |
80.47 |
|
S3 |
76.17 |
77.48 |
80.28 |
|
S4 |
74.11 |
75.42 |
79.72 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.44 |
94.45 |
84.04 |
|
R3 |
90.64 |
88.65 |
82.45 |
|
R2 |
84.84 |
84.84 |
81.91 |
|
R1 |
82.85 |
82.85 |
81.38 |
83.85 |
PP |
79.04 |
79.04 |
79.04 |
79.54 |
S1 |
77.05 |
77.05 |
80.32 |
78.05 |
S2 |
73.24 |
73.24 |
79.79 |
|
S3 |
67.44 |
71.25 |
79.26 |
|
S4 |
61.64 |
65.45 |
77.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.04 |
74.22 |
6.82 |
8.4% |
2.36 |
2.9% |
97% |
True |
False |
39,734 |
10 |
81.04 |
70.75 |
10.29 |
12.7% |
2.51 |
3.1% |
98% |
True |
False |
46,060 |
20 |
81.04 |
70.75 |
10.29 |
12.7% |
2.39 |
3.0% |
98% |
True |
False |
39,371 |
40 |
85.95 |
70.75 |
15.20 |
18.8% |
2.04 |
2.5% |
66% |
False |
False |
31,656 |
60 |
85.95 |
70.75 |
15.20 |
18.8% |
2.06 |
2.5% |
66% |
False |
False |
28,856 |
80 |
85.95 |
70.75 |
15.20 |
18.8% |
2.08 |
2.6% |
66% |
False |
False |
25,327 |
100 |
85.95 |
69.58 |
16.37 |
20.2% |
2.04 |
2.5% |
69% |
False |
False |
23,015 |
120 |
85.95 |
69.40 |
16.55 |
20.5% |
2.01 |
2.5% |
69% |
False |
False |
20,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.80 |
2.618 |
86.43 |
1.618 |
84.37 |
1.000 |
83.10 |
0.618 |
82.31 |
HIGH |
81.04 |
0.618 |
80.25 |
0.500 |
80.01 |
0.382 |
79.77 |
LOW |
78.98 |
0.618 |
77.71 |
1.000 |
76.92 |
1.618 |
75.65 |
2.618 |
73.59 |
4.250 |
70.23 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.57 |
80.36 |
PP |
80.29 |
79.86 |
S1 |
80.01 |
79.37 |
|