NYMEX Light Sweet Crude Oil Future April 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 |
74.98 |
75.74 |
0.76 |
1.0% |
72.24 |
| High |
76.13 |
75.76 |
-0.37 |
-0.5% |
76.13 |
| Low |
73.80 |
73.09 |
-0.71 |
-1.0% |
71.10 |
| Close |
75.72 |
74.50 |
-1.22 |
-1.6% |
74.50 |
| Range |
2.33 |
2.67 |
0.34 |
14.6% |
5.03 |
| ATR |
2.35 |
2.37 |
0.02 |
1.0% |
0.00 |
| Volume |
153,593 |
221,849 |
68,256 |
44.4% |
884,411 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.46 |
81.15 |
75.97 |
|
| R3 |
79.79 |
78.48 |
75.23 |
|
| R2 |
77.12 |
77.12 |
74.99 |
|
| R1 |
75.81 |
75.81 |
74.74 |
75.13 |
| PP |
74.45 |
74.45 |
74.45 |
74.11 |
| S1 |
73.14 |
73.14 |
74.26 |
72.46 |
| S2 |
71.78 |
71.78 |
74.01 |
|
| S3 |
69.11 |
70.47 |
73.77 |
|
| S4 |
66.44 |
67.80 |
73.03 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.00 |
86.78 |
77.27 |
|
| R3 |
83.97 |
81.75 |
75.88 |
|
| R2 |
78.94 |
78.94 |
75.42 |
|
| R1 |
76.72 |
76.72 |
74.96 |
77.83 |
| PP |
73.91 |
73.91 |
73.91 |
74.47 |
| S1 |
71.69 |
71.69 |
74.04 |
72.80 |
| S2 |
68.88 |
68.88 |
73.58 |
|
| S3 |
63.85 |
66.66 |
73.12 |
|
| S4 |
58.82 |
61.63 |
71.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.13 |
71.10 |
5.03 |
6.8% |
2.36 |
3.2% |
68% |
False |
False |
176,882 |
| 10 |
78.54 |
69.80 |
8.74 |
11.7% |
2.80 |
3.8% |
54% |
False |
False |
138,654 |
| 20 |
80.21 |
69.80 |
10.41 |
14.0% |
2.41 |
3.2% |
45% |
False |
False |
107,248 |
| 40 |
84.96 |
69.80 |
15.16 |
20.3% |
2.07 |
2.8% |
31% |
False |
False |
68,084 |
| 60 |
84.96 |
69.80 |
15.16 |
20.3% |
2.06 |
2.8% |
31% |
False |
False |
50,830 |
| 80 |
84.96 |
69.80 |
15.16 |
20.3% |
2.08 |
2.8% |
31% |
False |
False |
39,705 |
| 100 |
84.96 |
68.38 |
16.58 |
22.3% |
2.00 |
2.7% |
37% |
False |
False |
32,804 |
| 120 |
84.96 |
68.38 |
16.58 |
22.3% |
1.82 |
2.4% |
37% |
False |
False |
27,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.11 |
|
2.618 |
82.75 |
|
1.618 |
80.08 |
|
1.000 |
78.43 |
|
0.618 |
77.41 |
|
HIGH |
75.76 |
|
0.618 |
74.74 |
|
0.500 |
74.43 |
|
0.382 |
74.11 |
|
LOW |
73.09 |
|
0.618 |
71.44 |
|
1.000 |
70.42 |
|
1.618 |
68.77 |
|
2.618 |
66.10 |
|
4.250 |
61.74 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.48 |
74.55 |
| PP |
74.45 |
74.53 |
| S1 |
74.43 |
74.52 |
|