NYMEX Light Sweet Crude Oil Future July 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 |
81.17 |
81.43 |
0.26 |
0.3% |
75.97 |
High |
81.45 |
81.43 |
-0.02 |
0.0% |
81.40 |
Low |
79.59 |
78.24 |
-1.35 |
-1.7% |
75.73 |
Close |
81.17 |
79.27 |
-1.90 |
-2.3% |
81.22 |
Range |
1.86 |
3.19 |
1.33 |
71.5% |
5.67 |
ATR |
2.06 |
2.14 |
0.08 |
3.9% |
0.00 |
Volume |
12,597 |
14,830 |
2,233 |
17.7% |
34,927 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.22 |
87.43 |
81.02 |
|
R3 |
86.03 |
84.24 |
80.15 |
|
R2 |
82.84 |
82.84 |
79.85 |
|
R1 |
81.05 |
81.05 |
79.56 |
80.35 |
PP |
79.65 |
79.65 |
79.65 |
79.30 |
S1 |
77.86 |
77.86 |
78.98 |
77.16 |
S2 |
76.46 |
76.46 |
78.69 |
|
S3 |
73.27 |
74.67 |
78.39 |
|
S4 |
70.08 |
71.48 |
77.52 |
|
|
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 |
78.24 |
3.62 |
4.6% |
1.93 |
2.4% |
28% |
False |
True |
12,025 |
10 |
81.86 |
74.65 |
7.21 |
9.1% |
2.12 |
2.7% |
64% |
False |
False |
10,458 |
20 |
81.86 |
71.64 |
10.22 |
12.9% |
2.26 |
2.9% |
75% |
False |
False |
10,786 |
40 |
86.41 |
71.64 |
14.77 |
18.6% |
1.88 |
2.4% |
52% |
False |
False |
8,329 |
60 |
86.41 |
71.64 |
14.77 |
18.6% |
1.81 |
2.3% |
52% |
False |
False |
6,788 |
80 |
86.41 |
71.64 |
14.77 |
18.6% |
1.79 |
2.3% |
52% |
False |
False |
5,847 |
100 |
86.41 |
71.64 |
14.77 |
18.6% |
1.75 |
2.2% |
52% |
False |
False |
5,315 |
120 |
86.41 |
70.06 |
16.35 |
20.6% |
1.71 |
2.2% |
56% |
False |
False |
4,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.99 |
2.618 |
89.78 |
1.618 |
86.59 |
1.000 |
84.62 |
0.618 |
83.40 |
HIGH |
81.43 |
0.618 |
80.21 |
0.500 |
79.84 |
0.382 |
79.46 |
LOW |
78.24 |
0.618 |
76.27 |
1.000 |
75.05 |
1.618 |
73.08 |
2.618 |
69.89 |
4.250 |
64.68 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.84 |
79.85 |
PP |
79.65 |
79.65 |
S1 |
79.46 |
79.46 |
|