NYMEX Light Sweet Crude Oil Future August 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 |
81.50 |
79.61 |
-1.89 |
-2.3% |
79.33 |
High |
81.58 |
81.66 |
0.08 |
0.1% |
81.59 |
Low |
79.90 |
78.62 |
-1.28 |
-1.6% |
76.49 |
Close |
81.50 |
79.61 |
-1.89 |
-2.3% |
81.53 |
Range |
1.68 |
3.04 |
1.36 |
81.0% |
5.10 |
ATR |
1.85 |
1.93 |
0.09 |
4.6% |
0.00 |
Volume |
10,375 |
7,061 |
-3,314 |
-31.9% |
17,051 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.08 |
87.39 |
81.28 |
|
R3 |
86.04 |
84.35 |
80.45 |
|
R2 |
83.00 |
83.00 |
80.17 |
|
R1 |
81.31 |
81.31 |
79.89 |
81.13 |
PP |
79.96 |
79.96 |
79.96 |
79.88 |
S1 |
78.27 |
78.27 |
79.33 |
78.09 |
S2 |
76.92 |
76.92 |
79.05 |
|
S3 |
73.88 |
75.23 |
78.77 |
|
S4 |
70.84 |
72.19 |
77.94 |
|
|
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 |
78.62 |
3.55 |
4.5% |
1.62 |
2.0% |
28% |
False |
True |
8,338 |
10 |
82.17 |
75.42 |
6.75 |
8.5% |
1.84 |
2.3% |
62% |
False |
False |
6,140 |
20 |
82.17 |
72.04 |
10.13 |
12.7% |
2.05 |
2.6% |
75% |
False |
False |
6,511 |
40 |
86.58 |
72.04 |
14.54 |
18.3% |
1.54 |
1.9% |
52% |
False |
False |
4,798 |
60 |
86.58 |
72.04 |
14.54 |
18.3% |
1.38 |
1.7% |
52% |
False |
False |
3,990 |
80 |
86.58 |
72.04 |
14.54 |
18.3% |
1.21 |
1.5% |
52% |
False |
False |
3,517 |
100 |
86.58 |
72.04 |
14.54 |
18.3% |
1.13 |
1.4% |
52% |
False |
False |
3,151 |
120 |
86.58 |
70.69 |
15.89 |
20.0% |
1.06 |
1.3% |
56% |
False |
False |
2,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.58 |
2.618 |
89.62 |
1.618 |
86.58 |
1.000 |
84.70 |
0.618 |
83.54 |
HIGH |
81.66 |
0.618 |
80.50 |
0.500 |
80.14 |
0.382 |
79.78 |
LOW |
78.62 |
0.618 |
76.74 |
1.000 |
75.58 |
1.618 |
73.70 |
2.618 |
70.66 |
4.250 |
65.70 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.14 |
80.14 |
PP |
79.96 |
79.96 |
S1 |
79.79 |
79.79 |
|