NYMEX Light Sweet Crude Oil Future July 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 |
79.17 |
80.68 |
1.51 |
1.9% |
73.76 |
| High |
79.64 |
80.87 |
1.23 |
1.5% |
77.50 |
| Low |
78.50 |
78.25 |
-0.25 |
-0.3% |
72.67 |
| Close |
79.17 |
80.68 |
1.51 |
1.9% |
76.08 |
| Range |
1.14 |
2.62 |
1.48 |
129.8% |
4.83 |
| ATR |
2.17 |
2.20 |
0.03 |
1.5% |
0.00 |
| Volume |
6,303 |
7,691 |
1,388 |
22.0% |
65,634 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.79 |
86.86 |
82.12 |
|
| R3 |
85.17 |
84.24 |
81.40 |
|
| R2 |
82.55 |
82.55 |
81.16 |
|
| R1 |
81.62 |
81.62 |
80.92 |
81.99 |
| PP |
79.93 |
79.93 |
79.93 |
80.12 |
| S1 |
79.00 |
79.00 |
80.44 |
79.37 |
| S2 |
77.31 |
77.31 |
80.20 |
|
| S3 |
74.69 |
76.38 |
79.96 |
|
| S4 |
72.07 |
73.76 |
79.24 |
|
|
| 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 |
80.87 |
74.65 |
6.22 |
7.7% |
2.30 |
2.9% |
97% |
True |
False |
8,891 |
| 10 |
80.87 |
71.64 |
9.23 |
11.4% |
2.53 |
3.1% |
98% |
True |
False |
11,014 |
| 20 |
80.87 |
71.64 |
9.23 |
11.4% |
2.25 |
2.8% |
98% |
True |
False |
9,744 |
| 40 |
86.41 |
71.64 |
14.77 |
18.3% |
1.86 |
2.3% |
61% |
False |
False |
7,177 |
| 60 |
86.41 |
71.64 |
14.77 |
18.3% |
1.80 |
2.2% |
61% |
False |
False |
6,035 |
| 80 |
86.41 |
71.64 |
14.77 |
18.3% |
1.79 |
2.2% |
61% |
False |
False |
5,324 |
| 100 |
86.41 |
70.06 |
16.35 |
20.3% |
1.73 |
2.1% |
65% |
False |
False |
4,820 |
| 120 |
86.41 |
70.06 |
16.35 |
20.3% |
1.69 |
2.1% |
65% |
False |
False |
4,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.01 |
|
2.618 |
87.73 |
|
1.618 |
85.11 |
|
1.000 |
83.49 |
|
0.618 |
82.49 |
|
HIGH |
80.87 |
|
0.618 |
79.87 |
|
0.500 |
79.56 |
|
0.382 |
79.25 |
|
LOW |
78.25 |
|
0.618 |
76.63 |
|
1.000 |
75.63 |
|
1.618 |
74.01 |
|
2.618 |
71.39 |
|
4.250 |
67.12 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.31 |
79.89 |
| PP |
79.93 |
79.09 |
| S1 |
79.56 |
78.30 |
|