NYMEX Light Sweet Crude Oil Future July 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 |
77.21 |
76.77 |
-0.44 |
-0.6% |
73.76 |
High |
77.50 |
76.84 |
-0.66 |
-0.9% |
77.50 |
Low |
75.24 |
74.65 |
-0.59 |
-0.8% |
72.67 |
Close |
77.21 |
76.08 |
-1.13 |
-1.5% |
76.08 |
Range |
2.26 |
2.19 |
-0.07 |
-3.1% |
4.83 |
ATR |
2.13 |
2.16 |
0.03 |
1.4% |
0.00 |
Volume |
6,803 |
12,976 |
6,173 |
90.7% |
65,634 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.43 |
81.44 |
77.28 |
|
R3 |
80.24 |
79.25 |
76.68 |
|
R2 |
78.05 |
78.05 |
76.48 |
|
R1 |
77.06 |
77.06 |
76.28 |
76.46 |
PP |
75.86 |
75.86 |
75.86 |
75.56 |
S1 |
74.87 |
74.87 |
75.88 |
74.27 |
S2 |
73.67 |
73.67 |
75.68 |
|
S3 |
71.48 |
72.68 |
75.48 |
|
S4 |
69.29 |
70.49 |
74.88 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.91 |
87.82 |
78.74 |
|
R3 |
85.08 |
82.99 |
77.41 |
|
R2 |
80.25 |
80.25 |
76.97 |
|
R1 |
78.16 |
78.16 |
76.52 |
79.21 |
PP |
75.42 |
75.42 |
75.42 |
75.94 |
S1 |
73.33 |
73.33 |
75.64 |
74.38 |
S2 |
70.59 |
70.59 |
75.19 |
|
S3 |
65.76 |
68.50 |
74.75 |
|
S4 |
60.93 |
63.67 |
73.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.50 |
72.67 |
4.83 |
6.3% |
1.97 |
2.6% |
71% |
False |
False |
13,126 |
10 |
80.22 |
71.64 |
8.58 |
11.3% |
2.48 |
3.3% |
52% |
False |
False |
11,313 |
20 |
81.90 |
71.64 |
10.26 |
13.5% |
2.13 |
2.8% |
43% |
False |
False |
9,530 |
40 |
86.41 |
71.64 |
14.77 |
19.4% |
1.81 |
2.4% |
30% |
False |
False |
6,878 |
60 |
86.41 |
71.64 |
14.77 |
19.4% |
1.75 |
2.3% |
30% |
False |
False |
5,719 |
80 |
86.41 |
71.64 |
14.77 |
19.4% |
1.76 |
2.3% |
30% |
False |
False |
5,152 |
100 |
86.41 |
70.06 |
16.35 |
21.5% |
1.72 |
2.3% |
37% |
False |
False |
4,669 |
120 |
86.41 |
70.06 |
16.35 |
21.5% |
1.66 |
2.2% |
37% |
False |
False |
4,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.15 |
2.618 |
82.57 |
1.618 |
80.38 |
1.000 |
79.03 |
0.618 |
78.19 |
HIGH |
76.84 |
0.618 |
76.00 |
0.500 |
75.75 |
0.382 |
75.49 |
LOW |
74.65 |
0.618 |
73.30 |
1.000 |
72.46 |
1.618 |
71.11 |
2.618 |
68.92 |
4.250 |
65.34 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
75.97 |
76.07 |
PP |
75.86 |
76.05 |
S1 |
75.75 |
76.04 |
|