NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
77.23 |
76.94 |
-0.29 |
-0.4% |
74.66 |
High |
77.53 |
79.81 |
2.28 |
2.9% |
78.07 |
Low |
75.78 |
76.53 |
0.75 |
1.0% |
73.53 |
Close |
76.95 |
79.72 |
2.77 |
3.6% |
76.95 |
Range |
1.75 |
3.28 |
1.53 |
87.4% |
4.54 |
ATR |
1.89 |
1.99 |
0.10 |
5.3% |
0.00 |
Volume |
6,192 |
3,861 |
-2,331 |
-37.6% |
38,876 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.53 |
87.40 |
81.52 |
|
R3 |
85.25 |
84.12 |
80.62 |
|
R2 |
81.97 |
81.97 |
80.32 |
|
R1 |
80.84 |
80.84 |
80.02 |
81.41 |
PP |
78.69 |
78.69 |
78.69 |
78.97 |
S1 |
77.56 |
77.56 |
79.42 |
78.13 |
S2 |
75.41 |
75.41 |
79.12 |
|
S3 |
72.13 |
74.28 |
78.82 |
|
S4 |
68.85 |
71.00 |
77.92 |
|
|
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 |
79.81 |
74.10 |
5.71 |
7.2% |
2.34 |
2.9% |
98% |
True |
False |
4,913 |
10 |
80.95 |
72.43 |
8.52 |
10.7% |
2.36 |
3.0% |
86% |
False |
False |
6,518 |
20 |
82.00 |
72.43 |
9.57 |
12.0% |
1.75 |
2.2% |
76% |
False |
False |
5,343 |
40 |
87.30 |
72.43 |
14.87 |
18.7% |
1.37 |
1.7% |
49% |
False |
False |
3,974 |
60 |
87.30 |
72.43 |
14.87 |
18.7% |
1.28 |
1.6% |
49% |
False |
False |
3,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.75 |
2.618 |
88.40 |
1.618 |
85.12 |
1.000 |
83.09 |
0.618 |
81.84 |
HIGH |
79.81 |
0.618 |
78.56 |
0.500 |
78.17 |
0.382 |
77.78 |
LOW |
76.53 |
0.618 |
74.50 |
1.000 |
73.25 |
1.618 |
71.22 |
2.618 |
67.94 |
4.250 |
62.59 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.20 |
79.08 |
PP |
78.69 |
78.44 |
S1 |
78.17 |
77.80 |
|