NYMEX Light Sweet Crude Oil Future September 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 |
82.14 |
80.84 |
-1.30 |
-1.6% |
76.94 |
High |
82.41 |
82.07 |
-0.34 |
-0.4% |
81.84 |
Low |
81.55 |
80.30 |
-1.25 |
-1.5% |
76.53 |
Close |
82.15 |
80.84 |
-1.31 |
-1.6% |
81.81 |
Range |
0.86 |
1.77 |
0.91 |
105.8% |
5.31 |
ATR |
1.84 |
1.84 |
0.00 |
0.0% |
0.00 |
Volume |
8,106 |
10,281 |
2,175 |
26.8% |
18,238 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.38 |
85.38 |
81.81 |
|
R3 |
84.61 |
83.61 |
81.33 |
|
R2 |
82.84 |
82.84 |
81.16 |
|
R1 |
81.84 |
81.84 |
81.00 |
81.73 |
PP |
81.07 |
81.07 |
81.07 |
81.01 |
S1 |
80.07 |
80.07 |
80.68 |
79.96 |
S2 |
79.30 |
79.30 |
80.52 |
|
S3 |
77.53 |
78.30 |
80.35 |
|
S4 |
75.76 |
76.53 |
79.87 |
|
|
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 |
79.10 |
3.31 |
4.1% |
1.49 |
1.8% |
53% |
False |
False |
6,552 |
10 |
82.41 |
74.10 |
8.31 |
10.3% |
1.91 |
2.4% |
81% |
False |
False |
5,733 |
20 |
82.41 |
72.43 |
9.98 |
12.3% |
1.84 |
2.3% |
84% |
False |
False |
5,914 |
40 |
87.30 |
72.43 |
14.87 |
18.4% |
1.43 |
1.8% |
57% |
False |
False |
4,439 |
60 |
87.30 |
72.43 |
14.87 |
18.4% |
1.33 |
1.7% |
57% |
False |
False |
3,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.59 |
2.618 |
86.70 |
1.618 |
84.93 |
1.000 |
83.84 |
0.618 |
83.16 |
HIGH |
82.07 |
0.618 |
81.39 |
0.500 |
81.19 |
0.382 |
80.98 |
LOW |
80.30 |
0.618 |
79.21 |
1.000 |
78.53 |
1.618 |
77.44 |
2.618 |
75.67 |
4.250 |
72.78 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.19 |
81.33 |
PP |
81.07 |
81.17 |
S1 |
80.96 |
81.00 |
|