NYMEX Light Sweet Crude Oil Future June 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 |
80.00 |
80.98 |
0.98 |
1.2% |
75.65 |
High |
81.10 |
81.00 |
-0.10 |
-0.1% |
81.04 |
Low |
79.15 |
77.84 |
-1.31 |
-1.7% |
75.24 |
Close |
80.78 |
78.90 |
-1.88 |
-2.3% |
80.85 |
Range |
1.95 |
3.16 |
1.21 |
62.1% |
5.80 |
ATR |
2.19 |
2.26 |
0.07 |
3.2% |
0.00 |
Volume |
42,150 |
47,513 |
5,363 |
12.7% |
145,886 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.73 |
86.97 |
80.64 |
|
R3 |
85.57 |
83.81 |
79.77 |
|
R2 |
82.41 |
82.41 |
79.48 |
|
R1 |
80.65 |
80.65 |
79.19 |
79.95 |
PP |
79.25 |
79.25 |
79.25 |
78.90 |
S1 |
77.49 |
77.49 |
78.61 |
76.79 |
S2 |
76.09 |
76.09 |
78.32 |
|
S3 |
72.93 |
74.33 |
78.03 |
|
S4 |
69.77 |
71.17 |
77.16 |
|
|
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 |
77.84 |
3.67 |
4.7% |
2.04 |
2.6% |
29% |
False |
True |
45,116 |
10 |
81.51 |
74.22 |
7.29 |
9.2% |
2.22 |
2.8% |
64% |
False |
False |
41,806 |
20 |
81.51 |
70.75 |
10.76 |
13.6% |
2.42 |
3.1% |
76% |
False |
False |
41,658 |
40 |
85.95 |
70.75 |
15.20 |
19.3% |
2.05 |
2.6% |
54% |
False |
False |
34,585 |
60 |
85.95 |
70.75 |
15.20 |
19.3% |
2.02 |
2.6% |
54% |
False |
False |
30,375 |
80 |
85.95 |
70.75 |
15.20 |
19.3% |
2.05 |
2.6% |
54% |
False |
False |
26,783 |
100 |
85.95 |
70.75 |
15.20 |
19.3% |
2.04 |
2.6% |
54% |
False |
False |
24,345 |
120 |
85.95 |
69.40 |
16.55 |
21.0% |
2.02 |
2.6% |
57% |
False |
False |
22,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.43 |
2.618 |
89.27 |
1.618 |
86.11 |
1.000 |
84.16 |
0.618 |
82.95 |
HIGH |
81.00 |
0.618 |
79.79 |
0.500 |
79.42 |
0.382 |
79.05 |
LOW |
77.84 |
0.618 |
75.89 |
1.000 |
74.68 |
1.618 |
72.73 |
2.618 |
69.57 |
4.250 |
64.41 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.42 |
79.49 |
PP |
79.25 |
79.29 |
S1 |
79.07 |
79.10 |
|