NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
81.52 |
80.17 |
-1.35 |
-1.7% |
75.97 |
High |
81.86 |
81.38 |
-0.48 |
-0.6% |
81.40 |
Low |
80.99 |
79.63 |
-1.36 |
-1.7% |
75.73 |
Close |
81.52 |
80.17 |
-1.35 |
-1.7% |
81.22 |
Range |
0.87 |
1.75 |
0.88 |
101.1% |
5.67 |
ATR |
2.09 |
2.07 |
-0.01 |
-0.7% |
0.00 |
Volume |
9,234 |
13,216 |
3,982 |
43.1% |
34,927 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.64 |
84.66 |
81.13 |
|
R3 |
83.89 |
82.91 |
80.65 |
|
R2 |
82.14 |
82.14 |
80.49 |
|
R1 |
81.16 |
81.16 |
80.33 |
81.05 |
PP |
80.39 |
80.39 |
80.39 |
80.34 |
S1 |
79.41 |
79.41 |
80.01 |
79.30 |
S2 |
78.64 |
78.64 |
79.85 |
|
S3 |
76.89 |
77.66 |
79.69 |
|
S4 |
75.14 |
75.91 |
79.21 |
|
|
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 |
78.25 |
3.61 |
4.5% |
1.67 |
2.1% |
53% |
False |
False |
9,338 |
10 |
81.86 |
74.04 |
7.82 |
9.8% |
2.01 |
2.5% |
78% |
False |
False |
10,145 |
20 |
81.86 |
71.64 |
10.22 |
12.7% |
2.17 |
2.7% |
83% |
False |
False |
10,301 |
40 |
86.41 |
71.64 |
14.77 |
18.4% |
1.83 |
2.3% |
58% |
False |
False |
7,767 |
60 |
86.41 |
71.64 |
14.77 |
18.4% |
1.80 |
2.2% |
58% |
False |
False |
6,467 |
80 |
86.41 |
71.64 |
14.77 |
18.4% |
1.77 |
2.2% |
58% |
False |
False |
5,615 |
100 |
86.41 |
70.46 |
15.95 |
19.9% |
1.75 |
2.2% |
61% |
False |
False |
5,089 |
120 |
86.41 |
70.06 |
16.35 |
20.4% |
1.70 |
2.1% |
62% |
False |
False |
4,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.82 |
2.618 |
85.96 |
1.618 |
84.21 |
1.000 |
83.13 |
0.618 |
82.46 |
HIGH |
81.38 |
0.618 |
80.71 |
0.500 |
80.51 |
0.382 |
80.30 |
LOW |
79.63 |
0.618 |
78.55 |
1.000 |
77.88 |
1.618 |
76.80 |
2.618 |
75.05 |
4.250 |
72.19 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.51 |
80.65 |
PP |
80.39 |
80.49 |
S1 |
80.28 |
80.33 |
|