NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
76.53 |
75.65 |
-0.88 |
-1.1% |
73.28 |
| High |
76.53 |
78.65 |
2.12 |
2.8% |
77.08 |
| Low |
74.22 |
75.24 |
1.02 |
1.4% |
72.08 |
| Close |
75.57 |
78.42 |
2.85 |
3.8% |
75.57 |
| Range |
2.31 |
3.41 |
1.10 |
47.6% |
5.00 |
| ATR |
2.30 |
2.38 |
0.08 |
3.4% |
0.00 |
| Volume |
52,787 |
34,355 |
-18,432 |
-34.9% |
253,158 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.67 |
86.45 |
80.30 |
|
| R3 |
84.26 |
83.04 |
79.36 |
|
| R2 |
80.85 |
80.85 |
79.05 |
|
| R1 |
79.63 |
79.63 |
78.73 |
80.24 |
| PP |
77.44 |
77.44 |
77.44 |
77.74 |
| S1 |
76.22 |
76.22 |
78.11 |
76.83 |
| S2 |
74.03 |
74.03 |
77.79 |
|
| S3 |
70.62 |
72.81 |
77.48 |
|
| S4 |
67.21 |
69.40 |
76.54 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.91 |
87.74 |
78.32 |
|
| R3 |
84.91 |
82.74 |
76.95 |
|
| R2 |
79.91 |
79.91 |
76.49 |
|
| R1 |
77.74 |
77.74 |
76.03 |
78.83 |
| PP |
74.91 |
74.91 |
74.91 |
75.45 |
| S1 |
72.74 |
72.74 |
75.11 |
73.83 |
| S2 |
69.91 |
69.91 |
74.65 |
|
| S3 |
64.91 |
67.74 |
74.20 |
|
| S4 |
59.91 |
62.74 |
72.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.65 |
72.72 |
5.93 |
7.6% |
2.61 |
3.3% |
96% |
True |
False |
42,405 |
| 10 |
79.66 |
70.75 |
8.91 |
11.4% |
2.80 |
3.6% |
86% |
False |
False |
44,901 |
| 20 |
81.06 |
70.75 |
10.31 |
13.1% |
2.42 |
3.1% |
74% |
False |
False |
38,851 |
| 40 |
85.95 |
70.75 |
15.20 |
19.4% |
2.04 |
2.6% |
50% |
False |
False |
30,425 |
| 60 |
85.95 |
70.75 |
15.20 |
19.4% |
2.04 |
2.6% |
50% |
False |
False |
27,682 |
| 80 |
85.95 |
70.75 |
15.20 |
19.4% |
2.09 |
2.7% |
50% |
False |
False |
24,619 |
| 100 |
85.95 |
69.40 |
16.55 |
21.1% |
2.05 |
2.6% |
55% |
False |
False |
22,311 |
| 120 |
85.95 |
69.40 |
16.55 |
21.1% |
2.02 |
2.6% |
55% |
False |
False |
20,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.14 |
|
2.618 |
87.58 |
|
1.618 |
84.17 |
|
1.000 |
82.06 |
|
0.618 |
80.76 |
|
HIGH |
78.65 |
|
0.618 |
77.35 |
|
0.500 |
76.95 |
|
0.382 |
76.54 |
|
LOW |
75.24 |
|
0.618 |
73.13 |
|
1.000 |
71.83 |
|
1.618 |
69.72 |
|
2.618 |
66.31 |
|
4.250 |
60.75 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.93 |
77.76 |
| PP |
77.44 |
77.10 |
| S1 |
76.95 |
76.44 |
|