NYMEX Light Sweet Crude Oil Future August 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 |
80.53 |
81.50 |
0.97 |
1.2% |
79.33 |
High |
81.05 |
81.58 |
0.53 |
0.7% |
81.59 |
Low |
80.07 |
79.90 |
-0.17 |
-0.2% |
76.49 |
Close |
80.53 |
81.50 |
0.97 |
1.2% |
81.53 |
Range |
0.98 |
1.68 |
0.70 |
71.4% |
5.10 |
ATR |
1.86 |
1.85 |
-0.01 |
-0.7% |
0.00 |
Volume |
10,345 |
10,375 |
30 |
0.3% |
17,051 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.03 |
85.45 |
82.42 |
|
R3 |
84.35 |
83.77 |
81.96 |
|
R2 |
82.67 |
82.67 |
81.81 |
|
R1 |
82.09 |
82.09 |
81.65 |
82.34 |
PP |
80.99 |
80.99 |
80.99 |
81.12 |
S1 |
80.41 |
80.41 |
81.35 |
80.66 |
S2 |
79.31 |
79.31 |
81.19 |
|
S3 |
77.63 |
78.73 |
81.04 |
|
S4 |
75.95 |
77.05 |
80.58 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.17 |
93.45 |
84.34 |
|
R3 |
90.07 |
88.35 |
82.93 |
|
R2 |
84.97 |
84.97 |
82.47 |
|
R1 |
83.25 |
83.25 |
82.00 |
84.11 |
PP |
79.87 |
79.87 |
79.87 |
80.30 |
S1 |
78.15 |
78.15 |
81.06 |
79.01 |
S2 |
74.77 |
74.77 |
80.60 |
|
S3 |
69.67 |
73.05 |
80.13 |
|
S4 |
64.57 |
67.95 |
78.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.17 |
78.66 |
3.51 |
4.3% |
1.49 |
1.8% |
81% |
False |
False |
7,650 |
10 |
82.17 |
75.00 |
7.17 |
8.8% |
1.72 |
2.1% |
91% |
False |
False |
6,298 |
20 |
82.17 |
72.04 |
10.13 |
12.4% |
1.94 |
2.4% |
93% |
False |
False |
6,451 |
40 |
86.58 |
72.04 |
14.54 |
17.8% |
1.48 |
1.8% |
65% |
False |
False |
4,638 |
60 |
86.58 |
72.04 |
14.54 |
17.8% |
1.36 |
1.7% |
65% |
False |
False |
3,905 |
80 |
86.58 |
72.04 |
14.54 |
17.8% |
1.18 |
1.4% |
65% |
False |
False |
3,443 |
100 |
86.58 |
71.93 |
14.65 |
18.0% |
1.13 |
1.4% |
65% |
False |
False |
3,093 |
120 |
86.58 |
70.69 |
15.89 |
19.5% |
1.04 |
1.3% |
68% |
False |
False |
2,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.72 |
2.618 |
85.98 |
1.618 |
84.30 |
1.000 |
83.26 |
0.618 |
82.62 |
HIGH |
81.58 |
0.618 |
80.94 |
0.500 |
80.74 |
0.382 |
80.54 |
LOW |
79.90 |
0.618 |
78.86 |
1.000 |
78.22 |
1.618 |
77.18 |
2.618 |
75.50 |
4.250 |
72.76 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.25 |
81.35 |
PP |
80.99 |
81.19 |
S1 |
80.74 |
81.04 |
|