NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.61 |
81.01 |
1.40 |
1.8% |
81.85 |
High |
81.66 |
81.30 |
-0.36 |
-0.4% |
82.17 |
Low |
78.62 |
79.53 |
0.91 |
1.2% |
78.62 |
Close |
79.61 |
81.01 |
1.40 |
1.8% |
81.01 |
Range |
3.04 |
1.77 |
-1.27 |
-41.8% |
3.55 |
ATR |
1.93 |
1.92 |
-0.01 |
-0.6% |
0.00 |
Volume |
7,061 |
5,635 |
-1,426 |
-20.2% |
42,116 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.92 |
85.24 |
81.98 |
|
R3 |
84.15 |
83.47 |
81.50 |
|
R2 |
82.38 |
82.38 |
81.33 |
|
R1 |
81.70 |
81.70 |
81.17 |
81.90 |
PP |
80.61 |
80.61 |
80.61 |
80.71 |
S1 |
79.93 |
79.93 |
80.85 |
80.13 |
S2 |
78.84 |
78.84 |
80.69 |
|
S3 |
77.07 |
78.16 |
80.52 |
|
S4 |
75.30 |
76.39 |
80.04 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.25 |
89.68 |
82.96 |
|
R3 |
87.70 |
86.13 |
81.99 |
|
R2 |
84.15 |
84.15 |
81.66 |
|
R1 |
82.58 |
82.58 |
81.34 |
81.59 |
PP |
80.60 |
80.60 |
80.60 |
80.11 |
S1 |
79.03 |
79.03 |
80.68 |
78.04 |
S2 |
77.05 |
77.05 |
80.36 |
|
S3 |
73.50 |
75.48 |
80.03 |
|
S4 |
69.95 |
71.93 |
79.06 |
|
|
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 |
4.4% |
1.67 |
2.1% |
67% |
False |
False |
8,423 |
10 |
82.17 |
75.42 |
6.75 |
8.3% |
1.81 |
2.2% |
83% |
False |
False |
6,343 |
20 |
82.17 |
72.04 |
10.13 |
12.5% |
2.08 |
2.6% |
89% |
False |
False |
6,548 |
40 |
86.58 |
72.04 |
14.54 |
17.9% |
1.57 |
1.9% |
62% |
False |
False |
4,923 |
60 |
86.58 |
72.04 |
14.54 |
17.9% |
1.38 |
1.7% |
62% |
False |
False |
4,005 |
80 |
86.58 |
72.04 |
14.54 |
17.9% |
1.22 |
1.5% |
62% |
False |
False |
3,565 |
100 |
86.58 |
72.04 |
14.54 |
17.9% |
1.14 |
1.4% |
62% |
False |
False |
3,191 |
120 |
86.58 |
70.69 |
15.89 |
19.6% |
1.07 |
1.3% |
65% |
False |
False |
2,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.82 |
2.618 |
85.93 |
1.618 |
84.16 |
1.000 |
83.07 |
0.618 |
82.39 |
HIGH |
81.30 |
0.618 |
80.62 |
0.500 |
80.42 |
0.382 |
80.21 |
LOW |
79.53 |
0.618 |
78.44 |
1.000 |
77.76 |
1.618 |
76.67 |
2.618 |
74.90 |
4.250 |
72.01 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.81 |
80.72 |
PP |
80.61 |
80.43 |
S1 |
80.42 |
80.14 |
|