NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.17 |
81.17 |
1.00 |
1.2% |
75.97 |
High |
81.38 |
81.45 |
0.07 |
0.1% |
81.40 |
Low |
79.63 |
79.59 |
-0.04 |
-0.1% |
75.73 |
Close |
80.17 |
81.17 |
1.00 |
1.2% |
81.22 |
Range |
1.75 |
1.86 |
0.11 |
6.3% |
5.67 |
ATR |
2.07 |
2.06 |
-0.02 |
-0.7% |
0.00 |
Volume |
13,216 |
12,597 |
-619 |
-4.7% |
34,927 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.32 |
85.60 |
82.19 |
|
R3 |
84.46 |
83.74 |
81.68 |
|
R2 |
82.60 |
82.60 |
81.51 |
|
R1 |
81.88 |
81.88 |
81.34 |
82.10 |
PP |
80.74 |
80.74 |
80.74 |
80.85 |
S1 |
80.02 |
80.02 |
81.00 |
80.24 |
S2 |
78.88 |
78.88 |
80.83 |
|
S3 |
77.02 |
78.16 |
80.66 |
|
S4 |
75.16 |
76.30 |
80.15 |
|
|
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 |
4.4% |
1.81 |
2.2% |
81% |
False |
False |
10,597 |
10 |
81.86 |
74.57 |
7.29 |
9.0% |
2.00 |
2.5% |
91% |
False |
False |
10,538 |
20 |
81.86 |
71.64 |
10.22 |
12.6% |
2.20 |
2.7% |
93% |
False |
False |
10,560 |
40 |
86.41 |
71.64 |
14.77 |
18.2% |
1.84 |
2.3% |
65% |
False |
False |
8,014 |
60 |
86.41 |
71.64 |
14.77 |
18.2% |
1.80 |
2.2% |
65% |
False |
False |
6,606 |
80 |
86.41 |
71.64 |
14.77 |
18.2% |
1.77 |
2.2% |
65% |
False |
False |
5,730 |
100 |
86.41 |
71.64 |
14.77 |
18.2% |
1.73 |
2.1% |
65% |
False |
False |
5,193 |
120 |
86.41 |
70.06 |
16.35 |
20.1% |
1.69 |
2.1% |
68% |
False |
False |
4,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.36 |
2.618 |
86.32 |
1.618 |
84.46 |
1.000 |
83.31 |
0.618 |
82.60 |
HIGH |
81.45 |
0.618 |
80.74 |
0.500 |
80.52 |
0.382 |
80.30 |
LOW |
79.59 |
0.618 |
78.44 |
1.000 |
77.73 |
1.618 |
76.58 |
2.618 |
74.72 |
4.250 |
71.69 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.95 |
81.02 |
PP |
80.74 |
80.87 |
S1 |
80.52 |
80.73 |
|