NYMEX Light Sweet Crude Oil Future September 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 |
81.81 |
82.14 |
0.33 |
0.4% |
76.94 |
High |
81.84 |
82.41 |
0.57 |
0.7% |
81.84 |
Low |
80.25 |
81.55 |
1.30 |
1.6% |
76.53 |
Close |
81.81 |
82.15 |
0.34 |
0.4% |
81.81 |
Range |
1.59 |
0.86 |
-0.73 |
-45.9% |
5.31 |
ATR |
1.91 |
1.84 |
-0.08 |
-3.9% |
0.00 |
Volume |
6,271 |
8,106 |
1,835 |
29.3% |
18,238 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.62 |
84.24 |
82.62 |
|
R3 |
83.76 |
83.38 |
82.39 |
|
R2 |
82.90 |
82.90 |
82.31 |
|
R1 |
82.52 |
82.52 |
82.23 |
82.71 |
PP |
82.04 |
82.04 |
82.04 |
82.13 |
S1 |
81.66 |
81.66 |
82.07 |
81.85 |
S2 |
81.18 |
81.18 |
81.99 |
|
S3 |
80.32 |
80.80 |
81.91 |
|
S4 |
79.46 |
79.94 |
81.68 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.99 |
94.21 |
84.73 |
|
R3 |
90.68 |
88.90 |
83.27 |
|
R2 |
85.37 |
85.37 |
82.78 |
|
R1 |
83.59 |
83.59 |
82.30 |
84.48 |
PP |
80.06 |
80.06 |
80.06 |
80.51 |
S1 |
78.28 |
78.28 |
81.32 |
79.17 |
S2 |
74.75 |
74.75 |
80.84 |
|
S3 |
69.44 |
72.97 |
80.35 |
|
S4 |
64.13 |
67.66 |
78.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.41 |
76.53 |
5.88 |
7.2% |
1.79 |
2.2% |
96% |
True |
False |
5,268 |
10 |
82.41 |
73.53 |
8.88 |
10.8% |
1.85 |
2.2% |
97% |
True |
False |
6,522 |
20 |
82.41 |
72.43 |
9.98 |
12.1% |
1.80 |
2.2% |
97% |
True |
False |
5,718 |
40 |
87.30 |
72.43 |
14.87 |
18.1% |
1.44 |
1.8% |
65% |
False |
False |
4,242 |
60 |
87.30 |
72.43 |
14.87 |
18.1% |
1.32 |
1.6% |
65% |
False |
False |
3,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.07 |
2.618 |
84.66 |
1.618 |
83.80 |
1.000 |
83.27 |
0.618 |
82.94 |
HIGH |
82.41 |
0.618 |
82.08 |
0.500 |
81.98 |
0.382 |
81.88 |
LOW |
81.55 |
0.618 |
81.02 |
1.000 |
80.69 |
1.618 |
80.16 |
2.618 |
79.30 |
4.250 |
77.90 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
82.09 |
81.69 |
PP |
82.04 |
81.22 |
S1 |
81.98 |
80.76 |
|