NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.13 |
80.31 |
1.18 |
1.5% |
74.36 |
High |
80.45 |
80.32 |
-0.13 |
-0.2% |
80.34 |
Low |
78.25 |
77.05 |
-1.20 |
-1.5% |
74.06 |
Close |
80.00 |
78.17 |
-1.83 |
-2.3% |
80.06 |
Range |
2.20 |
3.27 |
1.07 |
48.6% |
6.28 |
ATR |
2.30 |
2.37 |
0.07 |
3.0% |
0.00 |
Volume |
316,878 |
289,321 |
-27,557 |
-8.7% |
672,254 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.32 |
86.52 |
79.97 |
|
R3 |
85.05 |
83.25 |
79.07 |
|
R2 |
81.78 |
81.78 |
78.77 |
|
R1 |
79.98 |
79.98 |
78.47 |
79.25 |
PP |
78.51 |
78.51 |
78.51 |
78.15 |
S1 |
76.71 |
76.71 |
77.87 |
75.98 |
S2 |
75.24 |
75.24 |
77.57 |
|
S3 |
71.97 |
73.44 |
77.27 |
|
S4 |
68.70 |
70.17 |
76.37 |
|
|
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 |
77.05 |
3.73 |
4.8% |
2.20 |
2.8% |
30% |
False |
True |
277,591 |
10 |
80.78 |
73.09 |
7.69 |
9.8% |
2.40 |
3.1% |
66% |
False |
False |
220,748 |
20 |
80.78 |
69.80 |
10.98 |
14.0% |
2.54 |
3.3% |
76% |
False |
False |
169,357 |
40 |
84.96 |
69.80 |
15.16 |
19.4% |
2.16 |
2.8% |
55% |
False |
False |
109,766 |
60 |
84.96 |
69.80 |
15.16 |
19.4% |
2.09 |
2.7% |
55% |
False |
False |
80,043 |
80 |
84.96 |
69.80 |
15.16 |
19.4% |
2.10 |
2.7% |
55% |
False |
False |
62,047 |
100 |
84.96 |
69.80 |
15.16 |
19.4% |
2.04 |
2.6% |
55% |
False |
False |
50,735 |
120 |
84.96 |
68.38 |
16.58 |
21.2% |
1.91 |
2.4% |
59% |
False |
False |
42,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.22 |
2.618 |
88.88 |
1.618 |
85.61 |
1.000 |
83.59 |
0.618 |
82.34 |
HIGH |
80.32 |
0.618 |
79.07 |
0.500 |
78.69 |
0.382 |
78.30 |
LOW |
77.05 |
0.618 |
75.03 |
1.000 |
73.78 |
1.618 |
71.76 |
2.618 |
68.49 |
4.250 |
63.15 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
78.69 |
78.75 |
PP |
78.51 |
78.56 |
S1 |
78.34 |
78.36 |
|