NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
74.98 |
78.15 |
3.17 |
4.2% |
72.81 |
| High |
78.26 |
78.69 |
0.43 |
0.5% |
76.59 |
| Low |
74.58 |
77.41 |
2.83 |
3.8% |
71.57 |
| Close |
77.92 |
78.22 |
0.30 |
0.4% |
75.03 |
| Range |
3.68 |
1.28 |
-2.40 |
-65.2% |
5.02 |
| ATR |
2.41 |
2.33 |
-0.08 |
-3.3% |
0.00 |
| Volume |
56,459 |
48,491 |
-7,968 |
-14.1% |
382,710 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.95 |
81.36 |
78.92 |
|
| R3 |
80.67 |
80.08 |
78.57 |
|
| R2 |
79.39 |
79.39 |
78.45 |
|
| R1 |
78.80 |
78.80 |
78.34 |
79.10 |
| PP |
78.11 |
78.11 |
78.11 |
78.25 |
| S1 |
77.52 |
77.52 |
78.10 |
77.82 |
| S2 |
76.83 |
76.83 |
77.99 |
|
| S3 |
75.55 |
76.24 |
77.87 |
|
| S4 |
74.27 |
74.96 |
77.52 |
|
|
| 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 |
78.69 |
73.43 |
5.26 |
6.7% |
2.44 |
3.1% |
91% |
True |
False |
66,320 |
| 10 |
79.15 |
70.28 |
8.87 |
11.3% |
2.72 |
3.5% |
90% |
False |
False |
64,755 |
| 20 |
80.37 |
70.28 |
10.09 |
12.9% |
2.41 |
3.1% |
79% |
False |
False |
49,123 |
| 40 |
85.43 |
70.28 |
15.15 |
19.4% |
2.03 |
2.6% |
52% |
False |
False |
32,151 |
| 60 |
85.43 |
70.28 |
15.15 |
19.4% |
1.99 |
2.5% |
52% |
False |
False |
25,053 |
| 80 |
85.43 |
70.28 |
15.15 |
19.4% |
1.93 |
2.5% |
52% |
False |
False |
20,113 |
| 100 |
85.43 |
68.84 |
16.59 |
21.2% |
1.81 |
2.3% |
57% |
False |
False |
16,979 |
| 120 |
85.43 |
68.84 |
16.59 |
21.2% |
1.61 |
2.1% |
57% |
False |
False |
14,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.13 |
|
2.618 |
82.04 |
|
1.618 |
80.76 |
|
1.000 |
79.97 |
|
0.618 |
79.48 |
|
HIGH |
78.69 |
|
0.618 |
78.20 |
|
0.500 |
78.05 |
|
0.382 |
77.90 |
|
LOW |
77.41 |
|
0.618 |
76.62 |
|
1.000 |
76.13 |
|
1.618 |
75.34 |
|
2.618 |
74.06 |
|
4.250 |
71.97 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.16 |
77.53 |
| PP |
78.11 |
76.84 |
| S1 |
78.05 |
76.16 |
|