NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
80.30 |
80.03 |
-0.27 |
-0.3% |
74.36 |
| High |
80.78 |
80.39 |
-0.39 |
-0.5% |
80.34 |
| Low |
79.65 |
78.22 |
-1.43 |
-1.8% |
74.06 |
| Close |
80.31 |
78.86 |
-1.45 |
-1.8% |
80.06 |
| Range |
1.13 |
2.17 |
1.04 |
92.0% |
6.28 |
| ATR |
2.32 |
2.31 |
-0.01 |
-0.5% |
0.00 |
| Volume |
314,632 |
238,956 |
-75,676 |
-24.1% |
672,254 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.67 |
84.43 |
80.05 |
|
| R3 |
83.50 |
82.26 |
79.46 |
|
| R2 |
81.33 |
81.33 |
79.26 |
|
| R1 |
80.09 |
80.09 |
79.06 |
79.63 |
| PP |
79.16 |
79.16 |
79.16 |
78.92 |
| S1 |
77.92 |
77.92 |
78.66 |
77.46 |
| S2 |
76.99 |
76.99 |
78.46 |
|
| S3 |
74.82 |
75.75 |
78.26 |
|
| S4 |
72.65 |
73.58 |
77.67 |
|
|
| 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 |
76.71 |
4.07 |
5.2% |
1.95 |
2.5% |
53% |
False |
False |
217,290 |
| 10 |
80.78 |
71.72 |
9.06 |
11.5% |
2.37 |
3.0% |
79% |
False |
False |
191,189 |
| 20 |
80.78 |
69.80 |
10.98 |
13.9% |
2.46 |
3.1% |
83% |
False |
False |
146,474 |
| 40 |
84.96 |
69.80 |
15.16 |
19.2% |
2.10 |
2.7% |
60% |
False |
False |
95,577 |
| 60 |
84.96 |
69.80 |
15.16 |
19.2% |
2.10 |
2.7% |
60% |
False |
False |
70,497 |
| 80 |
84.96 |
69.80 |
15.16 |
19.2% |
2.10 |
2.7% |
60% |
False |
False |
54,601 |
| 100 |
84.96 |
69.55 |
15.41 |
19.5% |
2.04 |
2.6% |
60% |
False |
False |
44,771 |
| 120 |
84.96 |
68.38 |
16.58 |
21.0% |
1.89 |
2.4% |
63% |
False |
False |
37,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.61 |
|
2.618 |
86.07 |
|
1.618 |
83.90 |
|
1.000 |
82.56 |
|
0.618 |
81.73 |
|
HIGH |
80.39 |
|
0.618 |
79.56 |
|
0.500 |
79.31 |
|
0.382 |
79.05 |
|
LOW |
78.22 |
|
0.618 |
76.88 |
|
1.000 |
76.05 |
|
1.618 |
74.71 |
|
2.618 |
72.54 |
|
4.250 |
69.00 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.31 |
79.44 |
| PP |
79.16 |
79.25 |
| S1 |
79.01 |
79.05 |
|