NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
76.94 |
79.94 |
3.00 |
3.9% |
74.66 |
High |
79.81 |
80.12 |
0.31 |
0.4% |
78.07 |
Low |
76.53 |
79.31 |
2.78 |
3.6% |
73.53 |
Close |
79.72 |
79.94 |
0.22 |
0.3% |
76.95 |
Range |
3.28 |
0.81 |
-2.47 |
-75.3% |
4.54 |
ATR |
1.99 |
1.90 |
-0.08 |
-4.2% |
0.00 |
Volume |
3,861 |
3,536 |
-325 |
-8.4% |
38,876 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.22 |
81.89 |
80.39 |
|
R3 |
81.41 |
81.08 |
80.16 |
|
R2 |
80.60 |
80.60 |
80.09 |
|
R1 |
80.27 |
80.27 |
80.01 |
80.35 |
PP |
79.79 |
79.79 |
79.79 |
79.83 |
S1 |
79.46 |
79.46 |
79.87 |
79.54 |
S2 |
78.98 |
78.98 |
79.79 |
|
S3 |
78.17 |
78.65 |
79.72 |
|
S4 |
77.36 |
77.84 |
79.49 |
|
|
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 |
80.12 |
75.42 |
4.70 |
5.9% |
1.96 |
2.5% |
96% |
True |
False |
4,822 |
10 |
80.95 |
72.43 |
8.52 |
10.7% |
2.21 |
2.8% |
88% |
False |
False |
6,290 |
20 |
81.05 |
72.43 |
8.62 |
10.8% |
1.73 |
2.2% |
87% |
False |
False |
5,402 |
40 |
87.30 |
72.43 |
14.87 |
18.6% |
1.38 |
1.7% |
51% |
False |
False |
3,960 |
60 |
87.30 |
72.43 |
14.87 |
18.6% |
1.28 |
1.6% |
51% |
False |
False |
3,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.56 |
2.618 |
82.24 |
1.618 |
81.43 |
1.000 |
80.93 |
0.618 |
80.62 |
HIGH |
80.12 |
0.618 |
79.81 |
0.500 |
79.72 |
0.382 |
79.62 |
LOW |
79.31 |
0.618 |
78.81 |
1.000 |
78.50 |
1.618 |
78.00 |
2.618 |
77.19 |
4.250 |
75.87 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.87 |
79.28 |
PP |
79.79 |
78.61 |
S1 |
79.72 |
77.95 |
|