NYMEX Light Sweet Crude Oil Future August 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 |
79.57 |
81.04 |
1.47 |
1.8% |
74.24 |
High |
79.97 |
81.06 |
1.09 |
1.4% |
77.72 |
Low |
78.94 |
78.66 |
-0.28 |
-0.4% |
73.16 |
Close |
79.57 |
81.04 |
1.47 |
1.8% |
76.54 |
Range |
1.03 |
2.40 |
1.37 |
133.0% |
4.56 |
ATR |
1.94 |
1.97 |
0.03 |
1.7% |
0.00 |
Volume |
2,726 |
3,623 |
897 |
32.9% |
37,891 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.45 |
86.65 |
82.36 |
|
R3 |
85.05 |
84.25 |
81.70 |
|
R2 |
82.65 |
82.65 |
81.48 |
|
R1 |
81.85 |
81.85 |
81.26 |
82.24 |
PP |
80.25 |
80.25 |
80.25 |
80.45 |
S1 |
79.45 |
79.45 |
80.82 |
79.84 |
S2 |
77.85 |
77.85 |
80.60 |
|
S3 |
75.45 |
77.05 |
80.38 |
|
S4 |
73.05 |
74.65 |
79.72 |
|
|
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 |
81.06 |
75.42 |
5.64 |
7.0% |
2.06 |
2.5% |
100% |
True |
False |
3,942 |
10 |
81.06 |
72.04 |
9.02 |
11.1% |
2.38 |
2.9% |
100% |
True |
False |
6,189 |
20 |
81.06 |
72.04 |
9.02 |
11.1% |
1.98 |
2.4% |
100% |
True |
False |
5,712 |
40 |
86.58 |
72.04 |
14.54 |
17.9% |
1.50 |
1.9% |
62% |
False |
False |
3,930 |
60 |
86.58 |
72.04 |
14.54 |
17.9% |
1.30 |
1.6% |
62% |
False |
False |
3,447 |
80 |
86.58 |
72.04 |
14.54 |
17.9% |
1.17 |
1.4% |
62% |
False |
False |
3,094 |
100 |
86.58 |
70.69 |
15.89 |
19.6% |
1.09 |
1.3% |
65% |
False |
False |
2,820 |
120 |
86.58 |
70.69 |
15.89 |
19.6% |
1.00 |
1.2% |
65% |
False |
False |
2,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.26 |
2.618 |
87.34 |
1.618 |
84.94 |
1.000 |
83.46 |
0.618 |
82.54 |
HIGH |
81.06 |
0.618 |
80.14 |
0.500 |
79.86 |
0.382 |
79.58 |
LOW |
78.66 |
0.618 |
77.18 |
1.000 |
76.26 |
1.618 |
74.78 |
2.618 |
72.38 |
4.250 |
68.46 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.65 |
80.29 |
PP |
80.25 |
79.53 |
S1 |
79.86 |
78.78 |
|