NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
77.01 |
77.23 |
0.22 |
0.3% |
74.66 |
High |
78.07 |
77.53 |
-0.54 |
-0.7% |
78.07 |
Low |
76.04 |
75.78 |
-0.26 |
-0.3% |
73.53 |
Close |
78.02 |
76.95 |
-1.07 |
-1.4% |
76.95 |
Range |
2.03 |
1.75 |
-0.28 |
-13.8% |
4.54 |
ATR |
1.86 |
1.89 |
0.03 |
1.5% |
0.00 |
Volume |
3,302 |
6,192 |
2,890 |
87.5% |
38,876 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.00 |
81.23 |
77.91 |
|
R3 |
80.25 |
79.48 |
77.43 |
|
R2 |
78.50 |
78.50 |
77.27 |
|
R1 |
77.73 |
77.73 |
77.11 |
77.24 |
PP |
76.75 |
76.75 |
76.75 |
76.51 |
S1 |
75.98 |
75.98 |
76.79 |
75.49 |
S2 |
75.00 |
75.00 |
76.63 |
|
S3 |
73.25 |
74.23 |
76.47 |
|
S4 |
71.50 |
72.48 |
75.99 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.80 |
87.92 |
79.45 |
|
R3 |
85.26 |
83.38 |
78.20 |
|
R2 |
80.72 |
80.72 |
77.78 |
|
R1 |
78.84 |
78.84 |
77.37 |
79.78 |
PP |
76.18 |
76.18 |
76.18 |
76.66 |
S1 |
74.30 |
74.30 |
76.53 |
75.24 |
S2 |
71.64 |
71.64 |
76.12 |
|
S3 |
67.10 |
69.76 |
75.70 |
|
S4 |
62.56 |
65.22 |
74.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.07 |
73.53 |
4.54 |
5.9% |
1.91 |
2.5% |
75% |
False |
False |
7,775 |
10 |
80.95 |
72.43 |
8.52 |
11.1% |
2.23 |
2.9% |
53% |
False |
False |
6,467 |
20 |
82.65 |
72.43 |
10.22 |
13.3% |
1.64 |
2.1% |
44% |
False |
False |
5,278 |
40 |
87.30 |
72.43 |
14.87 |
19.3% |
1.30 |
1.7% |
30% |
False |
False |
3,953 |
60 |
87.30 |
72.43 |
14.87 |
19.3% |
1.23 |
1.6% |
30% |
False |
False |
3,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.97 |
2.618 |
82.11 |
1.618 |
80.36 |
1.000 |
79.28 |
0.618 |
78.61 |
HIGH |
77.53 |
0.618 |
76.86 |
0.500 |
76.66 |
0.382 |
76.45 |
LOW |
75.78 |
0.618 |
74.70 |
1.000 |
74.03 |
1.618 |
72.95 |
2.618 |
71.20 |
4.250 |
68.34 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
76.85 |
76.88 |
PP |
76.75 |
76.81 |
S1 |
76.66 |
76.75 |
|