NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
78.83 |
80.30 |
1.47 |
1.9% |
74.36 |
High |
80.34 |
80.78 |
0.44 |
0.5% |
80.34 |
Low |
78.10 |
79.65 |
1.55 |
2.0% |
74.06 |
Close |
80.06 |
80.31 |
0.25 |
0.3% |
80.06 |
Range |
2.24 |
1.13 |
-1.11 |
-49.6% |
6.28 |
ATR |
2.41 |
2.32 |
-0.09 |
-3.8% |
0.00 |
Volume |
228,169 |
314,632 |
86,463 |
37.9% |
672,254 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.64 |
83.10 |
80.93 |
|
R3 |
82.51 |
81.97 |
80.62 |
|
R2 |
81.38 |
81.38 |
80.52 |
|
R1 |
80.84 |
80.84 |
80.41 |
81.11 |
PP |
80.25 |
80.25 |
80.25 |
80.38 |
S1 |
79.71 |
79.71 |
80.21 |
79.98 |
S2 |
79.12 |
79.12 |
80.10 |
|
S3 |
77.99 |
78.58 |
80.00 |
|
S4 |
76.86 |
77.45 |
79.69 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.99 |
94.81 |
83.51 |
|
R3 |
90.71 |
88.53 |
81.79 |
|
R2 |
84.43 |
84.43 |
81.21 |
|
R1 |
82.25 |
82.25 |
80.64 |
83.34 |
PP |
78.15 |
78.15 |
78.15 |
78.70 |
S1 |
75.97 |
75.97 |
79.48 |
77.06 |
S2 |
71.87 |
71.87 |
78.91 |
|
S3 |
65.59 |
69.69 |
78.33 |
|
S4 |
59.31 |
63.41 |
76.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.78 |
74.06 |
6.72 |
8.4% |
2.27 |
2.8% |
93% |
True |
False |
197,377 |
10 |
80.78 |
71.10 |
9.68 |
12.1% |
2.32 |
2.9% |
95% |
True |
False |
187,129 |
20 |
80.78 |
69.80 |
10.98 |
13.7% |
2.42 |
3.0% |
96% |
True |
False |
139,210 |
40 |
84.96 |
69.80 |
15.16 |
18.9% |
2.11 |
2.6% |
69% |
False |
False |
89,983 |
60 |
84.96 |
69.80 |
15.16 |
18.9% |
2.10 |
2.6% |
69% |
False |
False |
66,703 |
80 |
84.96 |
69.80 |
15.16 |
18.9% |
2.09 |
2.6% |
69% |
False |
False |
51,690 |
100 |
84.96 |
68.94 |
16.02 |
19.9% |
2.02 |
2.5% |
71% |
False |
False |
42,413 |
120 |
84.96 |
68.38 |
16.58 |
20.6% |
1.89 |
2.3% |
72% |
False |
False |
35,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.58 |
2.618 |
83.74 |
1.618 |
82.61 |
1.000 |
81.91 |
0.618 |
81.48 |
HIGH |
80.78 |
0.618 |
80.35 |
0.500 |
80.22 |
0.382 |
80.08 |
LOW |
79.65 |
0.618 |
78.95 |
1.000 |
78.52 |
1.618 |
77.82 |
2.618 |
76.69 |
4.250 |
74.85 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.28 |
79.79 |
PP |
80.25 |
79.27 |
S1 |
80.22 |
78.75 |
|