NYMEX Light Sweet Crude Oil Future August 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 |
81.04 |
81.53 |
0.49 |
0.6% |
79.33 |
High |
81.06 |
81.59 |
0.53 |
0.7% |
81.59 |
Low |
78.66 |
80.06 |
1.40 |
1.8% |
76.49 |
Close |
81.04 |
81.53 |
0.49 |
0.6% |
81.53 |
Range |
2.40 |
1.53 |
-0.87 |
-36.3% |
5.10 |
ATR |
1.97 |
1.94 |
-0.03 |
-1.6% |
0.00 |
Volume |
3,623 |
5,210 |
1,587 |
43.8% |
17,051 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.65 |
85.12 |
82.37 |
|
R3 |
84.12 |
83.59 |
81.95 |
|
R2 |
82.59 |
82.59 |
81.81 |
|
R1 |
82.06 |
82.06 |
81.67 |
82.30 |
PP |
81.06 |
81.06 |
81.06 |
81.18 |
S1 |
80.53 |
80.53 |
81.39 |
80.77 |
S2 |
79.53 |
79.53 |
81.25 |
|
S3 |
78.00 |
79.00 |
81.11 |
|
S4 |
76.47 |
77.47 |
80.69 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.17 |
93.45 |
84.34 |
|
R3 |
90.07 |
88.35 |
82.93 |
|
R2 |
84.97 |
84.97 |
82.47 |
|
R1 |
83.25 |
83.25 |
82.00 |
84.11 |
PP |
79.87 |
79.87 |
79.87 |
80.30 |
S1 |
78.15 |
78.15 |
81.06 |
79.01 |
S2 |
74.77 |
74.77 |
80.60 |
|
S3 |
69.67 |
73.05 |
80.13 |
|
S4 |
64.57 |
67.95 |
78.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.59 |
75.42 |
6.17 |
7.6% |
1.95 |
2.4% |
99% |
True |
False |
4,263 |
10 |
81.59 |
72.04 |
9.55 |
11.7% |
2.13 |
2.6% |
99% |
True |
False |
6,232 |
20 |
81.59 |
72.04 |
9.55 |
11.7% |
1.94 |
2.4% |
99% |
True |
False |
5,697 |
40 |
86.58 |
72.04 |
14.54 |
17.8% |
1.50 |
1.8% |
65% |
False |
False |
3,998 |
60 |
86.58 |
72.04 |
14.54 |
17.8% |
1.32 |
1.6% |
65% |
False |
False |
3,512 |
80 |
86.58 |
72.04 |
14.54 |
17.8% |
1.18 |
1.4% |
65% |
False |
False |
3,139 |
100 |
86.58 |
70.69 |
15.89 |
19.5% |
1.10 |
1.3% |
68% |
False |
False |
2,835 |
120 |
86.58 |
70.69 |
15.89 |
19.5% |
1.01 |
1.2% |
68% |
False |
False |
2,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.09 |
2.618 |
85.60 |
1.618 |
84.07 |
1.000 |
83.12 |
0.618 |
82.54 |
HIGH |
81.59 |
0.618 |
81.01 |
0.500 |
80.83 |
0.382 |
80.64 |
LOW |
80.06 |
0.618 |
79.11 |
1.000 |
78.53 |
1.618 |
77.58 |
2.618 |
76.05 |
4.250 |
73.56 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.30 |
81.06 |
PP |
81.06 |
80.59 |
S1 |
80.83 |
80.13 |
|