NYMEX Light Sweet Crude Oil Future July 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 |
81.22 |
81.52 |
0.30 |
0.4% |
75.97 |
High |
81.40 |
81.86 |
0.46 |
0.6% |
81.40 |
Low |
79.44 |
80.99 |
1.55 |
2.0% |
75.73 |
Close |
81.22 |
81.52 |
0.30 |
0.4% |
81.22 |
Range |
1.96 |
0.87 |
-1.09 |
-55.6% |
5.67 |
ATR |
2.18 |
2.09 |
-0.09 |
-4.3% |
0.00 |
Volume |
10,250 |
9,234 |
-1,016 |
-9.9% |
34,927 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.07 |
83.66 |
82.00 |
|
R3 |
83.20 |
82.79 |
81.76 |
|
R2 |
82.33 |
82.33 |
81.68 |
|
R1 |
81.92 |
81.92 |
81.60 |
81.96 |
PP |
81.46 |
81.46 |
81.46 |
81.47 |
S1 |
81.05 |
81.05 |
81.44 |
81.09 |
S2 |
80.59 |
80.59 |
81.36 |
|
S3 |
79.72 |
80.18 |
81.28 |
|
S4 |
78.85 |
79.31 |
81.04 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.46 |
94.51 |
84.34 |
|
R3 |
90.79 |
88.84 |
82.78 |
|
R2 |
85.12 |
85.12 |
82.26 |
|
R1 |
83.17 |
83.17 |
81.74 |
84.15 |
PP |
79.45 |
79.45 |
79.45 |
79.94 |
S1 |
77.50 |
77.50 |
80.70 |
78.48 |
S2 |
73.78 |
73.78 |
80.18 |
|
S3 |
68.11 |
71.83 |
79.66 |
|
S4 |
62.44 |
66.16 |
78.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.86 |
75.73 |
6.13 |
7.5% |
1.98 |
2.4% |
94% |
True |
False |
8,832 |
10 |
81.86 |
72.67 |
9.19 |
11.3% |
1.97 |
2.4% |
96% |
True |
False |
10,979 |
20 |
81.86 |
71.64 |
10.22 |
12.5% |
2.14 |
2.6% |
97% |
True |
False |
10,115 |
40 |
86.41 |
71.64 |
14.77 |
18.1% |
1.84 |
2.3% |
67% |
False |
False |
7,498 |
60 |
86.41 |
71.64 |
14.77 |
18.1% |
1.80 |
2.2% |
67% |
False |
False |
6,283 |
80 |
86.41 |
71.64 |
14.77 |
18.1% |
1.76 |
2.2% |
67% |
False |
False |
5,486 |
100 |
86.41 |
70.45 |
15.96 |
19.6% |
1.74 |
2.1% |
69% |
False |
False |
4,961 |
120 |
86.41 |
70.06 |
16.35 |
20.1% |
1.69 |
2.1% |
70% |
False |
False |
4,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.56 |
2.618 |
84.14 |
1.618 |
83.27 |
1.000 |
82.73 |
0.618 |
82.40 |
HIGH |
81.86 |
0.618 |
81.53 |
0.500 |
81.43 |
0.382 |
81.32 |
LOW |
80.99 |
0.618 |
80.45 |
1.000 |
80.12 |
1.618 |
79.58 |
2.618 |
78.71 |
4.250 |
77.29 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.49 |
81.03 |
PP |
81.46 |
80.54 |
S1 |
81.43 |
80.06 |
|