NYMEX Light Sweet Crude Oil Future August 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 |
77.19 |
79.33 |
2.14 |
2.8% |
74.24 |
| High |
77.23 |
79.48 |
2.25 |
2.9% |
77.72 |
| Low |
75.42 |
76.49 |
1.07 |
1.4% |
73.16 |
| Close |
76.54 |
79.33 |
2.79 |
3.6% |
76.54 |
| Range |
1.81 |
2.99 |
1.18 |
65.2% |
4.56 |
| ATR |
1.94 |
2.01 |
0.08 |
3.9% |
0.00 |
| Volume |
4,266 |
5,492 |
1,226 |
28.7% |
37,891 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.40 |
86.36 |
80.97 |
|
| R3 |
84.41 |
83.37 |
80.15 |
|
| R2 |
81.42 |
81.42 |
79.88 |
|
| R1 |
80.38 |
80.38 |
79.60 |
80.83 |
| PP |
78.43 |
78.43 |
78.43 |
78.66 |
| S1 |
77.39 |
77.39 |
79.06 |
77.84 |
| S2 |
75.44 |
75.44 |
78.78 |
|
| S3 |
72.45 |
74.40 |
78.51 |
|
| S4 |
69.46 |
71.41 |
77.69 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.49 |
87.57 |
79.05 |
|
| R3 |
84.93 |
83.01 |
77.79 |
|
| R2 |
80.37 |
80.37 |
77.38 |
|
| R1 |
78.45 |
78.45 |
76.96 |
79.41 |
| PP |
75.81 |
75.81 |
75.81 |
76.29 |
| S1 |
73.89 |
73.89 |
76.12 |
74.85 |
| S2 |
71.25 |
71.25 |
75.70 |
|
| S3 |
66.69 |
69.33 |
75.29 |
|
| S4 |
62.13 |
64.77 |
74.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.48 |
73.85 |
5.63 |
7.1% |
2.24 |
2.8% |
97% |
True |
False |
5,376 |
| 10 |
80.45 |
72.04 |
8.41 |
10.6% |
2.42 |
3.0% |
87% |
False |
False |
6,670 |
| 20 |
81.85 |
72.04 |
9.81 |
12.4% |
1.90 |
2.4% |
74% |
False |
False |
5,770 |
| 40 |
86.58 |
72.04 |
14.54 |
18.3% |
1.43 |
1.8% |
50% |
False |
False |
3,865 |
| 60 |
86.58 |
72.04 |
14.54 |
18.3% |
1.25 |
1.6% |
50% |
False |
False |
3,386 |
| 80 |
86.58 |
72.04 |
14.54 |
18.3% |
1.16 |
1.5% |
50% |
False |
False |
3,066 |
| 100 |
86.58 |
70.69 |
15.89 |
20.0% |
1.07 |
1.4% |
54% |
False |
False |
2,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.19 |
|
2.618 |
87.31 |
|
1.618 |
84.32 |
|
1.000 |
82.47 |
|
0.618 |
81.33 |
|
HIGH |
79.48 |
|
0.618 |
78.34 |
|
0.500 |
77.99 |
|
0.382 |
77.63 |
|
LOW |
76.49 |
|
0.618 |
74.64 |
|
1.000 |
73.50 |
|
1.618 |
71.65 |
|
2.618 |
68.66 |
|
4.250 |
63.78 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.88 |
78.70 |
| PP |
78.43 |
78.08 |
| S1 |
77.99 |
77.45 |
|