NYMEX Light Sweet Crude Oil Future September 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 |
81.79 |
79.91 |
-1.88 |
-2.3% |
76.94 |
High |
81.78 |
81.44 |
-0.34 |
-0.4% |
81.84 |
Low |
80.22 |
78.88 |
-1.34 |
-1.7% |
76.53 |
Close |
81.79 |
79.91 |
-1.88 |
-2.3% |
81.81 |
Range |
1.56 |
2.56 |
1.00 |
64.1% |
5.31 |
ATR |
1.82 |
1.90 |
0.08 |
4.3% |
0.00 |
Volume |
8,464 |
6,910 |
-1,554 |
-18.4% |
18,238 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.76 |
86.39 |
81.32 |
|
R3 |
85.20 |
83.83 |
80.61 |
|
R2 |
82.64 |
82.64 |
80.38 |
|
R1 |
81.27 |
81.27 |
80.14 |
81.19 |
PP |
80.08 |
80.08 |
80.08 |
80.04 |
S1 |
78.71 |
78.71 |
79.68 |
78.63 |
S2 |
77.52 |
77.52 |
79.44 |
|
S3 |
74.96 |
76.15 |
79.21 |
|
S4 |
72.40 |
73.59 |
78.50 |
|
|
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 |
78.88 |
3.53 |
4.4% |
1.67 |
2.1% |
29% |
False |
True |
8,006 |
10 |
82.41 |
75.78 |
6.63 |
8.3% |
1.86 |
2.3% |
62% |
False |
False |
6,149 |
20 |
82.41 |
72.43 |
9.98 |
12.5% |
1.93 |
2.4% |
75% |
False |
False |
6,216 |
40 |
87.30 |
72.43 |
14.87 |
18.6% |
1.50 |
1.9% |
50% |
False |
False |
4,777 |
60 |
87.30 |
72.43 |
14.87 |
18.6% |
1.35 |
1.7% |
50% |
False |
False |
4,090 |
80 |
87.30 |
72.43 |
14.87 |
18.6% |
1.29 |
1.6% |
50% |
False |
False |
3,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.32 |
2.618 |
88.14 |
1.618 |
85.58 |
1.000 |
84.00 |
0.618 |
83.02 |
HIGH |
81.44 |
0.618 |
80.46 |
0.500 |
80.16 |
0.382 |
79.86 |
LOW |
78.88 |
0.618 |
77.30 |
1.000 |
76.32 |
1.618 |
74.74 |
2.618 |
72.18 |
4.250 |
68.00 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.16 |
80.48 |
PP |
80.08 |
80.29 |
S1 |
79.99 |
80.10 |
|