NYMEX Light Sweet Crude Oil Future July 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 |
80.68 |
81.22 |
0.54 |
0.7% |
75.97 |
High |
80.87 |
81.40 |
0.53 |
0.7% |
81.40 |
Low |
78.25 |
79.44 |
1.19 |
1.5% |
75.73 |
Close |
80.68 |
81.22 |
0.54 |
0.7% |
81.22 |
Range |
2.62 |
1.96 |
-0.66 |
-25.2% |
5.67 |
ATR |
2.20 |
2.18 |
-0.02 |
-0.8% |
0.00 |
Volume |
7,691 |
10,250 |
2,559 |
33.3% |
34,927 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.57 |
85.85 |
82.30 |
|
R3 |
84.61 |
83.89 |
81.76 |
|
R2 |
82.65 |
82.65 |
81.58 |
|
R1 |
81.93 |
81.93 |
81.40 |
82.20 |
PP |
80.69 |
80.69 |
80.69 |
80.82 |
S1 |
79.97 |
79.97 |
81.04 |
80.24 |
S2 |
78.73 |
78.73 |
80.86 |
|
S3 |
76.77 |
78.01 |
80.68 |
|
S4 |
74.81 |
76.05 |
80.14 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.46 |
94.51 |
84.34 |
|
R3 |
90.79 |
88.84 |
82.78 |
|
R2 |
85.12 |
85.12 |
82.26 |
|
R1 |
83.17 |
83.17 |
81.74 |
84.15 |
PP |
79.45 |
79.45 |
79.45 |
79.94 |
S1 |
77.50 |
77.50 |
80.70 |
78.48 |
S2 |
73.78 |
73.78 |
80.18 |
|
S3 |
68.11 |
71.83 |
79.66 |
|
S4 |
62.44 |
66.16 |
78.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.40 |
74.65 |
6.75 |
8.3% |
2.24 |
2.8% |
97% |
True |
False |
9,580 |
10 |
81.40 |
71.64 |
9.76 |
12.0% |
2.28 |
2.8% |
98% |
True |
False |
11,113 |
20 |
81.40 |
71.64 |
9.76 |
12.0% |
2.22 |
2.7% |
98% |
True |
False |
9,906 |
40 |
86.41 |
71.64 |
14.77 |
18.2% |
1.86 |
2.3% |
65% |
False |
False |
7,337 |
60 |
86.41 |
71.64 |
14.77 |
18.2% |
1.82 |
2.2% |
65% |
False |
False |
6,180 |
80 |
86.41 |
71.64 |
14.77 |
18.2% |
1.79 |
2.2% |
65% |
False |
False |
5,424 |
100 |
86.41 |
70.45 |
15.96 |
19.7% |
1.74 |
2.1% |
67% |
False |
False |
4,890 |
120 |
86.41 |
70.06 |
16.35 |
20.1% |
1.69 |
2.1% |
68% |
False |
False |
4,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.73 |
2.618 |
86.53 |
1.618 |
84.57 |
1.000 |
83.36 |
0.618 |
82.61 |
HIGH |
81.40 |
0.618 |
80.65 |
0.500 |
80.42 |
0.382 |
80.19 |
LOW |
79.44 |
0.618 |
78.23 |
1.000 |
77.48 |
1.618 |
76.27 |
2.618 |
74.31 |
4.250 |
71.11 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.95 |
80.76 |
PP |
80.69 |
80.29 |
S1 |
80.42 |
79.83 |
|