NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.94 |
81.36 |
1.42 |
1.8% |
74.66 |
High |
80.12 |
81.50 |
1.38 |
1.7% |
78.07 |
Low |
79.31 |
79.10 |
-0.21 |
-0.3% |
73.53 |
Close |
79.94 |
81.36 |
1.42 |
1.8% |
76.95 |
Range |
0.81 |
2.40 |
1.59 |
196.3% |
4.54 |
ATR |
1.90 |
1.94 |
0.04 |
1.9% |
0.00 |
Volume |
3,536 |
4,570 |
1,034 |
29.2% |
38,876 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.85 |
87.01 |
82.68 |
|
R3 |
85.45 |
84.61 |
82.02 |
|
R2 |
83.05 |
83.05 |
81.80 |
|
R1 |
82.21 |
82.21 |
81.58 |
82.56 |
PP |
80.65 |
80.65 |
80.65 |
80.83 |
S1 |
79.81 |
79.81 |
81.14 |
80.16 |
S2 |
78.25 |
78.25 |
80.92 |
|
S3 |
75.85 |
77.41 |
80.70 |
|
S4 |
73.45 |
75.01 |
80.04 |
|
|
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 |
81.50 |
75.78 |
5.72 |
7.0% |
2.05 |
2.5% |
98% |
True |
False |
4,292 |
10 |
81.50 |
72.43 |
9.07 |
11.1% |
2.37 |
2.9% |
98% |
True |
False |
6,164 |
20 |
81.50 |
72.43 |
9.07 |
11.1% |
1.83 |
2.3% |
98% |
True |
False |
5,466 |
40 |
87.30 |
72.43 |
14.87 |
18.3% |
1.41 |
1.7% |
60% |
False |
False |
4,022 |
60 |
87.30 |
72.43 |
14.87 |
18.3% |
1.30 |
1.6% |
60% |
False |
False |
3,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.70 |
2.618 |
87.78 |
1.618 |
85.38 |
1.000 |
83.90 |
0.618 |
82.98 |
HIGH |
81.50 |
0.618 |
80.58 |
0.500 |
80.30 |
0.382 |
80.02 |
LOW |
79.10 |
0.618 |
77.62 |
1.000 |
76.70 |
1.618 |
75.22 |
2.618 |
72.82 |
4.250 |
68.90 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.01 |
80.58 |
PP |
80.65 |
79.80 |
S1 |
80.30 |
79.02 |
|