NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
81.36 |
81.81 |
0.45 |
0.6% |
76.94 |
High |
81.50 |
81.84 |
0.34 |
0.4% |
81.84 |
Low |
79.10 |
80.25 |
1.15 |
1.5% |
76.53 |
Close |
81.36 |
81.81 |
0.45 |
0.6% |
81.81 |
Range |
2.40 |
1.59 |
-0.81 |
-33.8% |
5.31 |
ATR |
1.94 |
1.91 |
-0.02 |
-1.3% |
0.00 |
Volume |
4,570 |
6,271 |
1,701 |
37.2% |
18,238 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.07 |
85.53 |
82.68 |
|
R3 |
84.48 |
83.94 |
82.25 |
|
R2 |
82.89 |
82.89 |
82.10 |
|
R1 |
82.35 |
82.35 |
81.96 |
82.61 |
PP |
81.30 |
81.30 |
81.30 |
81.43 |
S1 |
80.76 |
80.76 |
81.66 |
81.02 |
S2 |
79.71 |
79.71 |
81.52 |
|
S3 |
78.12 |
79.17 |
81.37 |
|
S4 |
76.53 |
77.58 |
80.94 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.99 |
94.21 |
84.73 |
|
R3 |
90.68 |
88.90 |
83.27 |
|
R2 |
85.37 |
85.37 |
82.78 |
|
R1 |
83.59 |
83.59 |
82.30 |
84.48 |
PP |
80.06 |
80.06 |
80.06 |
80.51 |
S1 |
78.28 |
78.28 |
81.32 |
79.17 |
S2 |
74.75 |
74.75 |
80.84 |
|
S3 |
69.44 |
72.97 |
80.35 |
|
S4 |
64.13 |
67.66 |
78.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.84 |
75.78 |
6.06 |
7.4% |
1.97 |
2.4% |
100% |
True |
False |
4,886 |
10 |
81.84 |
72.43 |
9.41 |
11.5% |
2.16 |
2.6% |
100% |
True |
False |
6,388 |
20 |
81.84 |
72.43 |
9.41 |
11.5% |
1.86 |
2.3% |
100% |
True |
False |
5,490 |
40 |
87.30 |
72.43 |
14.87 |
18.2% |
1.45 |
1.8% |
63% |
False |
False |
4,078 |
60 |
87.30 |
72.43 |
14.87 |
18.2% |
1.32 |
1.6% |
63% |
False |
False |
3,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.60 |
2.618 |
86.00 |
1.618 |
84.41 |
1.000 |
83.43 |
0.618 |
82.82 |
HIGH |
81.84 |
0.618 |
81.23 |
0.500 |
81.05 |
0.382 |
80.86 |
LOW |
80.25 |
0.618 |
79.27 |
1.000 |
78.66 |
1.618 |
77.68 |
2.618 |
76.09 |
4.250 |
73.49 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.56 |
81.36 |
PP |
81.30 |
80.92 |
S1 |
81.05 |
80.47 |
|