NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.31 |
78.33 |
-1.98 |
-2.5% |
80.30 |
High |
80.32 |
80.05 |
-0.27 |
-0.3% |
80.78 |
Low |
77.05 |
77.82 |
0.77 |
1.0% |
77.05 |
Close |
78.17 |
79.66 |
1.49 |
1.9% |
79.66 |
Range |
3.27 |
2.23 |
-1.04 |
-31.8% |
3.73 |
ATR |
2.37 |
2.36 |
-0.01 |
-0.4% |
0.00 |
Volume |
289,321 |
346,025 |
56,704 |
19.6% |
1,505,812 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.87 |
84.99 |
80.89 |
|
R3 |
83.64 |
82.76 |
80.27 |
|
R2 |
81.41 |
81.41 |
80.07 |
|
R1 |
80.53 |
80.53 |
79.86 |
80.97 |
PP |
79.18 |
79.18 |
79.18 |
79.40 |
S1 |
78.30 |
78.30 |
79.46 |
78.74 |
S2 |
76.95 |
76.95 |
79.25 |
|
S3 |
74.72 |
76.07 |
79.05 |
|
S4 |
72.49 |
73.84 |
78.43 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.35 |
88.74 |
81.71 |
|
R3 |
86.62 |
85.01 |
80.69 |
|
R2 |
82.89 |
82.89 |
80.34 |
|
R1 |
81.28 |
81.28 |
80.00 |
80.22 |
PP |
79.16 |
79.16 |
79.16 |
78.64 |
S1 |
77.55 |
77.55 |
79.32 |
76.49 |
S2 |
75.43 |
75.43 |
78.98 |
|
S3 |
71.70 |
73.82 |
78.63 |
|
S4 |
67.97 |
70.09 |
77.61 |
|
|
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 |
4.7% |
2.20 |
2.8% |
70% |
False |
False |
301,162 |
10 |
80.78 |
73.09 |
7.69 |
9.7% |
2.39 |
3.0% |
85% |
False |
False |
239,991 |
20 |
80.78 |
69.80 |
10.98 |
13.8% |
2.58 |
3.2% |
90% |
False |
False |
181,594 |
40 |
84.96 |
69.80 |
15.16 |
19.0% |
2.18 |
2.7% |
65% |
False |
False |
118,141 |
60 |
84.96 |
69.80 |
15.16 |
19.0% |
2.08 |
2.6% |
65% |
False |
False |
85,577 |
80 |
84.96 |
69.80 |
15.16 |
19.0% |
2.09 |
2.6% |
65% |
False |
False |
66,295 |
100 |
84.96 |
69.80 |
15.16 |
19.0% |
2.05 |
2.6% |
65% |
False |
False |
54,134 |
120 |
84.96 |
68.38 |
16.58 |
20.8% |
1.93 |
2.4% |
68% |
False |
False |
45,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.53 |
2.618 |
85.89 |
1.618 |
83.66 |
1.000 |
82.28 |
0.618 |
81.43 |
HIGH |
80.05 |
0.618 |
79.20 |
0.500 |
78.94 |
0.382 |
78.67 |
LOW |
77.82 |
0.618 |
76.44 |
1.000 |
75.59 |
1.618 |
74.21 |
2.618 |
71.98 |
4.250 |
68.34 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.42 |
79.36 |
PP |
79.18 |
79.05 |
S1 |
78.94 |
78.75 |
|