NYMEX Light Sweet Crude Oil Future July 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 |
75.97 |
79.17 |
3.20 |
4.2% |
73.76 |
High |
79.04 |
79.64 |
0.60 |
0.8% |
77.50 |
Low |
75.73 |
78.50 |
2.77 |
3.7% |
72.67 |
Close |
78.91 |
79.17 |
0.26 |
0.3% |
76.08 |
Range |
3.31 |
1.14 |
-2.17 |
-65.6% |
4.83 |
ATR |
2.25 |
2.17 |
-0.08 |
-3.5% |
0.00 |
Volume |
10,683 |
6,303 |
-4,380 |
-41.0% |
65,634 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.52 |
81.99 |
79.80 |
|
R3 |
81.38 |
80.85 |
79.48 |
|
R2 |
80.24 |
80.24 |
79.38 |
|
R1 |
79.71 |
79.71 |
79.27 |
79.74 |
PP |
79.10 |
79.10 |
79.10 |
79.12 |
S1 |
78.57 |
78.57 |
79.07 |
78.60 |
S2 |
77.96 |
77.96 |
78.96 |
|
S3 |
76.82 |
77.43 |
78.86 |
|
S4 |
75.68 |
76.29 |
78.54 |
|
|
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 |
79.64 |
74.57 |
5.07 |
6.4% |
2.19 |
2.8% |
91% |
True |
False |
10,478 |
10 |
80.22 |
71.64 |
8.58 |
10.8% |
2.41 |
3.0% |
88% |
False |
False |
11,480 |
20 |
80.77 |
71.64 |
9.13 |
11.5% |
2.18 |
2.7% |
82% |
False |
False |
9,772 |
40 |
86.41 |
71.64 |
14.77 |
18.7% |
1.83 |
2.3% |
51% |
False |
False |
7,047 |
60 |
86.41 |
71.64 |
14.77 |
18.7% |
1.78 |
2.3% |
51% |
False |
False |
5,931 |
80 |
86.41 |
71.64 |
14.77 |
18.7% |
1.77 |
2.2% |
51% |
False |
False |
5,267 |
100 |
86.41 |
70.06 |
16.35 |
20.7% |
1.73 |
2.2% |
56% |
False |
False |
4,784 |
120 |
86.41 |
70.06 |
16.35 |
20.7% |
1.67 |
2.1% |
56% |
False |
False |
4,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.49 |
2.618 |
82.62 |
1.618 |
81.48 |
1.000 |
80.78 |
0.618 |
80.34 |
HIGH |
79.64 |
0.618 |
79.20 |
0.500 |
79.07 |
0.382 |
78.94 |
LOW |
78.50 |
0.618 |
77.80 |
1.000 |
77.36 |
1.618 |
76.66 |
2.618 |
75.52 |
4.250 |
73.66 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.14 |
78.50 |
PP |
79.10 |
77.82 |
S1 |
79.07 |
77.15 |
|