NYMEX Light Sweet Crude Oil Future March 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 |
74.65 |
75.30 |
0.65 |
0.9% |
72.18 |
| High |
75.69 |
75.35 |
-0.34 |
-0.4% |
75.69 |
| Low |
73.38 |
72.66 |
-0.72 |
-1.0% |
70.77 |
| Close |
75.28 |
74.13 |
-1.15 |
-1.5% |
74.13 |
| Range |
2.31 |
2.69 |
0.38 |
16.5% |
4.92 |
| ATR |
2.38 |
2.40 |
0.02 |
0.9% |
0.00 |
| Volume |
422,056 |
464,441 |
42,385 |
10.0% |
2,258,122 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.12 |
80.81 |
75.61 |
|
| R3 |
79.43 |
78.12 |
74.87 |
|
| R2 |
76.74 |
76.74 |
74.62 |
|
| R1 |
75.43 |
75.43 |
74.38 |
74.74 |
| PP |
74.05 |
74.05 |
74.05 |
73.70 |
| S1 |
72.74 |
72.74 |
73.88 |
72.05 |
| S2 |
71.36 |
71.36 |
73.64 |
|
| S3 |
68.67 |
70.05 |
73.39 |
|
| S4 |
65.98 |
67.36 |
72.65 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.29 |
86.13 |
76.84 |
|
| R3 |
83.37 |
81.21 |
75.48 |
|
| R2 |
78.45 |
78.45 |
75.03 |
|
| R1 |
76.29 |
76.29 |
74.58 |
77.37 |
| PP |
73.53 |
73.53 |
73.53 |
74.07 |
| S1 |
71.37 |
71.37 |
73.68 |
72.45 |
| S2 |
68.61 |
68.61 |
73.23 |
|
| S3 |
63.69 |
66.45 |
72.78 |
|
| S4 |
58.77 |
61.53 |
71.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.69 |
70.77 |
4.92 |
6.6% |
2.36 |
3.2% |
68% |
False |
False |
451,624 |
| 10 |
78.04 |
69.50 |
8.54 |
11.5% |
2.80 |
3.8% |
54% |
False |
False |
415,225 |
| 20 |
79.75 |
69.50 |
10.25 |
13.8% |
2.44 |
3.3% |
45% |
False |
False |
352,837 |
| 40 |
84.45 |
69.50 |
14.95 |
20.2% |
2.12 |
2.9% |
31% |
False |
False |
221,692 |
| 60 |
84.45 |
69.50 |
14.95 |
20.2% |
2.17 |
2.9% |
31% |
False |
False |
165,543 |
| 80 |
84.45 |
69.50 |
14.95 |
20.2% |
2.22 |
3.0% |
31% |
False |
False |
128,361 |
| 100 |
84.45 |
67.46 |
16.99 |
22.9% |
2.16 |
2.9% |
39% |
False |
False |
104,580 |
| 120 |
84.45 |
67.46 |
16.99 |
22.9% |
2.10 |
2.8% |
39% |
False |
False |
88,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.78 |
|
2.618 |
82.39 |
|
1.618 |
79.70 |
|
1.000 |
78.04 |
|
0.618 |
77.01 |
|
HIGH |
75.35 |
|
0.618 |
74.32 |
|
0.500 |
74.01 |
|
0.382 |
73.69 |
|
LOW |
72.66 |
|
0.618 |
71.00 |
|
1.000 |
69.97 |
|
1.618 |
68.31 |
|
2.618 |
65.62 |
|
4.250 |
61.23 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.09 |
74.15 |
| PP |
74.05 |
74.14 |
| S1 |
74.01 |
74.14 |
|