NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
77.14 |
77.01 |
-0.13 |
-0.2% |
77.64 |
High |
77.36 |
78.07 |
0.71 |
0.9% |
80.95 |
Low |
75.42 |
76.04 |
0.62 |
0.8% |
72.43 |
Close |
77.14 |
78.02 |
0.88 |
1.1% |
73.90 |
Range |
1.94 |
2.03 |
0.09 |
4.6% |
8.52 |
ATR |
1.85 |
1.86 |
0.01 |
0.7% |
0.00 |
Volume |
7,223 |
3,302 |
-3,921 |
-54.3% |
25,801 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.47 |
82.77 |
79.14 |
|
R3 |
81.44 |
80.74 |
78.58 |
|
R2 |
79.41 |
79.41 |
78.39 |
|
R1 |
78.71 |
78.71 |
78.21 |
79.06 |
PP |
77.38 |
77.38 |
77.38 |
77.55 |
S1 |
76.68 |
76.68 |
77.83 |
77.03 |
S2 |
75.35 |
75.35 |
77.65 |
|
S3 |
73.32 |
74.65 |
77.46 |
|
S4 |
71.29 |
72.62 |
76.90 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.32 |
96.13 |
78.59 |
|
R3 |
92.80 |
87.61 |
76.24 |
|
R2 |
84.28 |
84.28 |
75.46 |
|
R1 |
79.09 |
79.09 |
74.68 |
77.43 |
PP |
75.76 |
75.76 |
75.76 |
74.93 |
S1 |
70.57 |
70.57 |
73.12 |
68.91 |
S2 |
67.24 |
67.24 |
72.34 |
|
S3 |
58.72 |
62.05 |
71.56 |
|
S4 |
50.20 |
53.53 |
69.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.07 |
72.43 |
5.64 |
7.2% |
2.35 |
3.0% |
99% |
True |
False |
7,890 |
10 |
80.95 |
72.43 |
8.52 |
10.9% |
2.16 |
2.8% |
66% |
False |
False |
6,269 |
20 |
83.83 |
72.43 |
11.40 |
14.6% |
1.60 |
2.0% |
49% |
False |
False |
5,182 |
40 |
87.30 |
72.43 |
14.87 |
19.1% |
1.28 |
1.6% |
38% |
False |
False |
3,843 |
60 |
87.30 |
72.43 |
14.87 |
19.1% |
1.23 |
1.6% |
38% |
False |
False |
3,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.70 |
2.618 |
83.38 |
1.618 |
81.35 |
1.000 |
80.10 |
0.618 |
79.32 |
HIGH |
78.07 |
0.618 |
77.29 |
0.500 |
77.06 |
0.382 |
76.82 |
LOW |
76.04 |
0.618 |
74.79 |
1.000 |
74.01 |
1.618 |
72.76 |
2.618 |
70.73 |
4.250 |
67.41 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
77.70 |
77.38 |
PP |
77.38 |
76.73 |
S1 |
77.06 |
76.09 |
|