NYMEX Light Sweet Crude Oil Future June 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 |
79.41 |
80.96 |
1.55 |
2.0% |
75.65 |
High |
81.04 |
81.51 |
0.47 |
0.6% |
81.04 |
Low |
78.98 |
80.49 |
1.51 |
1.9% |
75.24 |
Close |
80.85 |
81.13 |
0.28 |
0.3% |
80.85 |
Range |
2.06 |
1.02 |
-1.04 |
-50.5% |
5.80 |
ATR |
2.31 |
2.22 |
-0.09 |
-4.0% |
0.00 |
Volume |
47,851 |
52,433 |
4,582 |
9.6% |
145,886 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.10 |
83.64 |
81.69 |
|
R3 |
83.08 |
82.62 |
81.41 |
|
R2 |
82.06 |
82.06 |
81.32 |
|
R1 |
81.60 |
81.60 |
81.22 |
81.83 |
PP |
81.04 |
81.04 |
81.04 |
81.16 |
S1 |
80.58 |
80.58 |
81.04 |
80.81 |
S2 |
80.02 |
80.02 |
80.94 |
|
S3 |
79.00 |
79.56 |
80.85 |
|
S4 |
77.98 |
78.54 |
80.57 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.44 |
94.45 |
84.04 |
|
R3 |
90.64 |
88.65 |
82.45 |
|
R2 |
84.84 |
84.84 |
81.91 |
|
R1 |
82.85 |
82.85 |
81.38 |
83.85 |
PP |
79.04 |
79.04 |
79.04 |
79.54 |
S1 |
77.05 |
77.05 |
80.32 |
78.05 |
S2 |
73.24 |
73.24 |
79.79 |
|
S3 |
67.44 |
71.25 |
79.26 |
|
S4 |
61.64 |
65.45 |
77.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.51 |
75.24 |
6.27 |
7.7% |
2.10 |
2.6% |
94% |
True |
False |
39,663 |
10 |
81.51 |
72.08 |
9.43 |
11.6% |
2.17 |
2.7% |
96% |
True |
False |
45,147 |
20 |
81.51 |
70.75 |
10.76 |
13.3% |
2.31 |
2.8% |
96% |
True |
False |
40,578 |
40 |
85.95 |
70.75 |
15.20 |
18.7% |
2.02 |
2.5% |
68% |
False |
False |
32,591 |
60 |
85.95 |
70.75 |
15.20 |
18.7% |
2.04 |
2.5% |
68% |
False |
False |
29,535 |
80 |
85.95 |
70.75 |
15.20 |
18.7% |
2.05 |
2.5% |
68% |
False |
False |
25,802 |
100 |
85.95 |
69.83 |
16.12 |
19.9% |
2.03 |
2.5% |
70% |
False |
False |
23,419 |
120 |
85.95 |
69.40 |
16.55 |
20.4% |
2.01 |
2.5% |
71% |
False |
False |
21,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.85 |
2.618 |
84.18 |
1.618 |
83.16 |
1.000 |
82.53 |
0.618 |
82.14 |
HIGH |
81.51 |
0.618 |
81.12 |
0.500 |
81.00 |
0.382 |
80.88 |
LOW |
80.49 |
0.618 |
79.86 |
1.000 |
79.47 |
1.618 |
78.84 |
2.618 |
77.82 |
4.250 |
76.16 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.09 |
80.62 |
PP |
81.04 |
80.11 |
S1 |
81.00 |
79.60 |
|