NYMEX Light Sweet Crude Oil Future September 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 |
80.84 |
81.79 |
0.95 |
1.2% |
76.94 |
High |
82.07 |
81.78 |
-0.29 |
-0.4% |
81.84 |
Low |
80.30 |
80.22 |
-0.08 |
-0.1% |
76.53 |
Close |
80.84 |
81.79 |
0.95 |
1.2% |
81.81 |
Range |
1.77 |
1.56 |
-0.21 |
-11.9% |
5.31 |
ATR |
1.84 |
1.82 |
-0.02 |
-1.1% |
0.00 |
Volume |
10,281 |
8,464 |
-1,817 |
-17.7% |
18,238 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.94 |
85.43 |
82.65 |
|
R3 |
84.38 |
83.87 |
82.22 |
|
R2 |
82.82 |
82.82 |
82.08 |
|
R1 |
82.31 |
82.31 |
81.93 |
82.57 |
PP |
81.26 |
81.26 |
81.26 |
81.40 |
S1 |
80.75 |
80.75 |
81.65 |
81.01 |
S2 |
79.70 |
79.70 |
81.50 |
|
S3 |
78.14 |
79.19 |
81.36 |
|
S4 |
76.58 |
77.63 |
80.93 |
|
|
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 |
4.0% |
1.64 |
2.0% |
81% |
False |
False |
7,538 |
10 |
82.41 |
75.42 |
6.99 |
8.5% |
1.80 |
2.2% |
91% |
False |
False |
6,180 |
20 |
82.41 |
72.43 |
9.98 |
12.2% |
1.90 |
2.3% |
94% |
False |
False |
6,130 |
40 |
87.30 |
72.43 |
14.87 |
18.2% |
1.44 |
1.8% |
63% |
False |
False |
4,617 |
60 |
87.30 |
72.43 |
14.87 |
18.2% |
1.36 |
1.7% |
63% |
False |
False |
4,025 |
80 |
87.30 |
72.43 |
14.87 |
18.2% |
1.27 |
1.6% |
63% |
False |
False |
3,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.41 |
2.618 |
85.86 |
1.618 |
84.30 |
1.000 |
83.34 |
0.618 |
82.74 |
HIGH |
81.78 |
0.618 |
81.18 |
0.500 |
81.00 |
0.382 |
80.82 |
LOW |
80.22 |
0.618 |
79.26 |
1.000 |
78.66 |
1.618 |
77.70 |
2.618 |
76.14 |
4.250 |
73.59 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.53 |
81.63 |
PP |
81.26 |
81.47 |
S1 |
81.00 |
81.32 |
|