NYMEX Light Sweet Crude Oil Future May 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 |
75.43 |
76.24 |
0.81 |
1.1% |
72.81 |
| High |
76.59 |
76.24 |
-0.35 |
-0.5% |
76.59 |
| Low |
74.28 |
73.62 |
-0.66 |
-0.9% |
71.57 |
| Close |
76.23 |
75.03 |
-1.20 |
-1.6% |
75.03 |
| Range |
2.31 |
2.62 |
0.31 |
13.4% |
5.02 |
| ATR |
2.29 |
2.31 |
0.02 |
1.0% |
0.00 |
| Volume |
67,340 |
88,139 |
20,799 |
30.9% |
382,710 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.82 |
81.55 |
76.47 |
|
| R3 |
80.20 |
78.93 |
75.75 |
|
| R2 |
77.58 |
77.58 |
75.51 |
|
| R1 |
76.31 |
76.31 |
75.27 |
75.64 |
| PP |
74.96 |
74.96 |
74.96 |
74.63 |
| S1 |
73.69 |
73.69 |
74.79 |
73.02 |
| S2 |
72.34 |
72.34 |
74.55 |
|
| S3 |
69.72 |
71.07 |
74.31 |
|
| S4 |
67.10 |
68.45 |
73.59 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.46 |
87.26 |
77.79 |
|
| R3 |
84.44 |
82.24 |
76.41 |
|
| R2 |
79.42 |
79.42 |
75.95 |
|
| R1 |
77.22 |
77.22 |
75.49 |
78.32 |
| PP |
74.40 |
74.40 |
74.40 |
74.95 |
| S1 |
72.20 |
72.20 |
74.57 |
73.30 |
| S2 |
69.38 |
69.38 |
74.11 |
|
| S3 |
64.36 |
67.18 |
73.65 |
|
| S4 |
59.34 |
62.16 |
72.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.59 |
71.57 |
5.02 |
6.7% |
2.32 |
3.1% |
69% |
False |
False |
76,542 |
| 10 |
79.15 |
70.28 |
8.87 |
11.8% |
2.77 |
3.7% |
54% |
False |
False |
59,951 |
| 20 |
80.85 |
70.28 |
10.57 |
14.1% |
2.35 |
3.1% |
45% |
False |
False |
46,546 |
| 40 |
85.43 |
70.28 |
15.15 |
20.2% |
2.00 |
2.7% |
31% |
False |
False |
30,142 |
| 60 |
85.43 |
70.28 |
15.15 |
20.2% |
1.96 |
2.6% |
31% |
False |
False |
23,423 |
| 80 |
85.43 |
70.28 |
15.15 |
20.2% |
1.91 |
2.6% |
31% |
False |
False |
18,909 |
| 100 |
85.43 |
68.84 |
16.59 |
22.1% |
1.78 |
2.4% |
37% |
False |
False |
15,985 |
| 120 |
85.43 |
68.84 |
16.59 |
22.1% |
1.56 |
2.1% |
37% |
False |
False |
13,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.38 |
|
2.618 |
83.10 |
|
1.618 |
80.48 |
|
1.000 |
78.86 |
|
0.618 |
77.86 |
|
HIGH |
76.24 |
|
0.618 |
75.24 |
|
0.500 |
74.93 |
|
0.382 |
74.62 |
|
LOW |
73.62 |
|
0.618 |
72.00 |
|
1.000 |
71.00 |
|
1.618 |
69.38 |
|
2.618 |
66.76 |
|
4.250 |
62.49 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.00 |
75.02 |
| PP |
74.96 |
75.02 |
| S1 |
74.93 |
75.01 |
|