NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
81.43 |
79.23 |
-2.20 |
-2.7% |
81.52 |
High |
81.43 |
81.05 |
-0.38 |
-0.5% |
81.86 |
Low |
78.24 |
79.16 |
0.92 |
1.2% |
78.24 |
Close |
79.27 |
80.71 |
1.44 |
1.8% |
80.71 |
Range |
3.19 |
1.89 |
-1.30 |
-40.8% |
3.62 |
ATR |
2.14 |
2.12 |
-0.02 |
-0.8% |
0.00 |
Volume |
14,830 |
10,367 |
-4,463 |
-30.1% |
60,244 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.98 |
85.23 |
81.75 |
|
R3 |
84.09 |
83.34 |
81.23 |
|
R2 |
82.20 |
82.20 |
81.06 |
|
R1 |
81.45 |
81.45 |
80.88 |
81.83 |
PP |
80.31 |
80.31 |
80.31 |
80.49 |
S1 |
79.56 |
79.56 |
80.54 |
79.94 |
S2 |
78.42 |
78.42 |
80.36 |
|
S3 |
76.53 |
77.67 |
80.19 |
|
S4 |
74.64 |
75.78 |
79.67 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.13 |
89.54 |
82.70 |
|
R3 |
87.51 |
85.92 |
81.71 |
|
R2 |
83.89 |
83.89 |
81.37 |
|
R1 |
82.30 |
82.30 |
81.04 |
81.29 |
PP |
80.27 |
80.27 |
80.27 |
79.76 |
S1 |
78.68 |
78.68 |
80.38 |
77.67 |
S2 |
76.65 |
76.65 |
80.05 |
|
S3 |
73.03 |
75.06 |
79.71 |
|
S4 |
69.41 |
71.44 |
78.72 |
|
|
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 |
4.5% |
1.91 |
2.4% |
68% |
False |
False |
12,048 |
10 |
81.86 |
74.65 |
7.21 |
8.9% |
2.08 |
2.6% |
84% |
False |
False |
10,814 |
20 |
81.86 |
71.64 |
10.22 |
12.7% |
2.28 |
2.8% |
89% |
False |
False |
10,822 |
40 |
86.41 |
71.64 |
14.77 |
18.3% |
1.91 |
2.4% |
61% |
False |
False |
8,540 |
60 |
86.41 |
71.64 |
14.77 |
18.3% |
1.81 |
2.2% |
61% |
False |
False |
6,873 |
80 |
86.41 |
71.64 |
14.77 |
18.3% |
1.78 |
2.2% |
61% |
False |
False |
5,925 |
100 |
86.41 |
71.64 |
14.77 |
18.3% |
1.76 |
2.2% |
61% |
False |
False |
5,379 |
120 |
86.41 |
70.06 |
16.35 |
20.3% |
1.72 |
2.1% |
65% |
False |
False |
4,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.08 |
2.618 |
86.00 |
1.618 |
84.11 |
1.000 |
82.94 |
0.618 |
82.22 |
HIGH |
81.05 |
0.618 |
80.33 |
0.500 |
80.11 |
0.382 |
79.88 |
LOW |
79.16 |
0.618 |
77.99 |
1.000 |
77.27 |
1.618 |
76.10 |
2.618 |
74.21 |
4.250 |
71.13 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.51 |
80.42 |
PP |
80.31 |
80.13 |
S1 |
80.11 |
79.85 |
|