NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
76.77 |
75.97 |
-0.80 |
-1.0% |
73.76 |
High |
76.84 |
79.04 |
2.20 |
2.9% |
77.50 |
Low |
74.65 |
75.73 |
1.08 |
1.4% |
72.67 |
Close |
76.08 |
78.91 |
2.83 |
3.7% |
76.08 |
Range |
2.19 |
3.31 |
1.12 |
51.1% |
4.83 |
ATR |
2.16 |
2.25 |
0.08 |
3.8% |
0.00 |
Volume |
12,976 |
10,683 |
-2,293 |
-17.7% |
65,634 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.82 |
86.68 |
80.73 |
|
R3 |
84.51 |
83.37 |
79.82 |
|
R2 |
81.20 |
81.20 |
79.52 |
|
R1 |
80.06 |
80.06 |
79.21 |
80.63 |
PP |
77.89 |
77.89 |
77.89 |
78.18 |
S1 |
76.75 |
76.75 |
78.61 |
77.32 |
S2 |
74.58 |
74.58 |
78.30 |
|
S3 |
71.27 |
73.44 |
78.00 |
|
S4 |
67.96 |
70.13 |
77.09 |
|
|
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 |
79.04 |
74.04 |
5.00 |
6.3% |
2.35 |
3.0% |
97% |
True |
False |
10,951 |
10 |
80.22 |
71.64 |
8.58 |
10.9% |
2.58 |
3.3% |
85% |
False |
False |
11,501 |
20 |
81.53 |
71.64 |
9.89 |
12.5% |
2.23 |
2.8% |
74% |
False |
False |
9,777 |
40 |
86.41 |
71.64 |
14.77 |
18.7% |
1.86 |
2.4% |
49% |
False |
False |
7,018 |
60 |
86.41 |
71.64 |
14.77 |
18.7% |
1.78 |
2.3% |
49% |
False |
False |
5,872 |
80 |
86.41 |
71.64 |
14.77 |
18.7% |
1.79 |
2.3% |
49% |
False |
False |
5,241 |
100 |
86.41 |
70.06 |
16.35 |
20.7% |
1.74 |
2.2% |
54% |
False |
False |
4,748 |
120 |
86.41 |
70.06 |
16.35 |
20.7% |
1.68 |
2.1% |
54% |
False |
False |
4,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.11 |
2.618 |
87.71 |
1.618 |
84.40 |
1.000 |
82.35 |
0.618 |
81.09 |
HIGH |
79.04 |
0.618 |
77.78 |
0.500 |
77.39 |
0.382 |
76.99 |
LOW |
75.73 |
0.618 |
73.68 |
1.000 |
72.42 |
1.618 |
70.37 |
2.618 |
67.06 |
4.250 |
61.66 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
78.40 |
78.22 |
PP |
77.89 |
77.53 |
S1 |
77.39 |
76.85 |
|