NYMEX Light Sweet Crude Oil Future August 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 |
79.33 |
79.57 |
0.24 |
0.3% |
74.24 |
High |
79.48 |
79.97 |
0.49 |
0.6% |
77.72 |
Low |
76.49 |
78.94 |
2.45 |
3.2% |
73.16 |
Close |
79.33 |
79.57 |
0.24 |
0.3% |
76.54 |
Range |
2.99 |
1.03 |
-1.96 |
-65.6% |
4.56 |
ATR |
2.01 |
1.94 |
-0.07 |
-3.5% |
0.00 |
Volume |
5,492 |
2,726 |
-2,766 |
-50.4% |
37,891 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.58 |
82.11 |
80.14 |
|
R3 |
81.55 |
81.08 |
79.85 |
|
R2 |
80.52 |
80.52 |
79.76 |
|
R1 |
80.05 |
80.05 |
79.66 |
80.09 |
PP |
79.49 |
79.49 |
79.49 |
79.51 |
S1 |
79.02 |
79.02 |
79.48 |
79.06 |
S2 |
78.46 |
78.46 |
79.38 |
|
S3 |
77.43 |
77.99 |
79.29 |
|
S4 |
76.40 |
76.96 |
79.00 |
|
|
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 |
79.97 |
75.00 |
4.97 |
6.2% |
1.94 |
2.4% |
92% |
True |
False |
4,945 |
10 |
80.45 |
72.04 |
8.41 |
10.6% |
2.26 |
2.8% |
90% |
False |
False |
6,489 |
20 |
80.87 |
72.04 |
8.83 |
11.1% |
1.89 |
2.4% |
85% |
False |
False |
5,790 |
40 |
86.58 |
72.04 |
14.54 |
18.3% |
1.44 |
1.8% |
52% |
False |
False |
3,875 |
60 |
86.58 |
72.04 |
14.54 |
18.3% |
1.27 |
1.6% |
52% |
False |
False |
3,409 |
80 |
86.58 |
72.04 |
14.54 |
18.3% |
1.16 |
1.5% |
52% |
False |
False |
3,077 |
100 |
86.58 |
70.69 |
15.89 |
20.0% |
1.08 |
1.4% |
56% |
False |
False |
2,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.35 |
2.618 |
82.67 |
1.618 |
81.64 |
1.000 |
81.00 |
0.618 |
80.61 |
HIGH |
79.97 |
0.618 |
79.58 |
0.500 |
79.46 |
0.382 |
79.33 |
LOW |
78.94 |
0.618 |
78.30 |
1.000 |
77.91 |
1.618 |
77.27 |
2.618 |
76.24 |
4.250 |
74.56 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.53 |
78.95 |
PP |
79.49 |
78.32 |
S1 |
79.46 |
77.70 |
|