NYMEX Light Sweet Crude Oil Future August 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 |
77.63 |
77.19 |
-0.44 |
-0.6% |
74.24 |
High |
77.72 |
77.23 |
-0.49 |
-0.6% |
77.72 |
Low |
75.65 |
75.42 |
-0.23 |
-0.3% |
73.16 |
Close |
77.63 |
76.54 |
-1.09 |
-1.4% |
76.54 |
Range |
2.07 |
1.81 |
-0.26 |
-12.6% |
4.56 |
ATR |
1.91 |
1.94 |
0.02 |
1.1% |
0.00 |
Volume |
3,607 |
4,266 |
659 |
18.3% |
37,891 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.83 |
80.99 |
77.54 |
|
R3 |
80.02 |
79.18 |
77.04 |
|
R2 |
78.21 |
78.21 |
76.87 |
|
R1 |
77.37 |
77.37 |
76.71 |
76.89 |
PP |
76.40 |
76.40 |
76.40 |
76.15 |
S1 |
75.56 |
75.56 |
76.37 |
75.08 |
S2 |
74.59 |
74.59 |
76.21 |
|
S3 |
72.78 |
73.75 |
76.04 |
|
S4 |
70.97 |
71.94 |
75.54 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.49 |
87.57 |
79.05 |
|
R3 |
84.93 |
83.01 |
77.79 |
|
R2 |
80.37 |
80.37 |
77.38 |
|
R1 |
78.45 |
78.45 |
76.96 |
79.41 |
PP |
75.81 |
75.81 |
75.81 |
76.29 |
S1 |
73.89 |
73.89 |
76.12 |
74.85 |
S2 |
71.25 |
71.25 |
75.70 |
|
S3 |
66.69 |
69.33 |
75.29 |
|
S4 |
62.13 |
64.77 |
74.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.72 |
73.16 |
4.56 |
6.0% |
1.88 |
2.5% |
74% |
False |
False |
7,578 |
10 |
80.45 |
72.04 |
8.41 |
11.0% |
2.34 |
3.1% |
54% |
False |
False |
6,617 |
20 |
82.43 |
72.04 |
10.39 |
13.6% |
1.80 |
2.3% |
43% |
False |
False |
5,645 |
40 |
86.58 |
72.04 |
14.54 |
19.0% |
1.38 |
1.8% |
31% |
False |
False |
3,782 |
60 |
86.58 |
72.04 |
14.54 |
19.0% |
1.21 |
1.6% |
31% |
False |
False |
3,321 |
80 |
86.58 |
72.04 |
14.54 |
19.0% |
1.13 |
1.5% |
31% |
False |
False |
3,017 |
100 |
86.58 |
70.69 |
15.89 |
20.8% |
1.05 |
1.4% |
37% |
False |
False |
2,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.92 |
2.618 |
81.97 |
1.618 |
80.16 |
1.000 |
79.04 |
0.618 |
78.35 |
HIGH |
77.23 |
0.618 |
76.54 |
0.500 |
76.33 |
0.382 |
76.11 |
LOW |
75.42 |
0.618 |
74.30 |
1.000 |
73.61 |
1.618 |
72.49 |
2.618 |
70.68 |
4.250 |
67.73 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
76.47 |
76.48 |
PP |
76.40 |
76.42 |
S1 |
76.33 |
76.36 |
|