NYMEX Light Sweet Crude Oil Future April 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 |
80.03 |
79.13 |
-0.90 |
-1.1% |
74.36 |
| High |
80.39 |
80.45 |
0.06 |
0.1% |
80.34 |
| Low |
78.22 |
78.25 |
0.03 |
0.0% |
74.06 |
| Close |
78.86 |
80.00 |
1.14 |
1.4% |
80.06 |
| Range |
2.17 |
2.20 |
0.03 |
1.4% |
6.28 |
| ATR |
2.31 |
2.30 |
-0.01 |
-0.3% |
0.00 |
| Volume |
238,956 |
316,878 |
77,922 |
32.6% |
672,254 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.17 |
85.28 |
81.21 |
|
| R3 |
83.97 |
83.08 |
80.61 |
|
| R2 |
81.77 |
81.77 |
80.40 |
|
| R1 |
80.88 |
80.88 |
80.20 |
81.33 |
| PP |
79.57 |
79.57 |
79.57 |
79.79 |
| S1 |
78.68 |
78.68 |
79.80 |
79.13 |
| S2 |
77.37 |
77.37 |
79.60 |
|
| S3 |
75.17 |
76.48 |
79.40 |
|
| S4 |
72.97 |
74.28 |
78.79 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.99 |
94.81 |
83.51 |
|
| R3 |
90.71 |
88.53 |
81.79 |
|
| R2 |
84.43 |
84.43 |
81.21 |
|
| R1 |
82.25 |
82.25 |
80.64 |
83.34 |
| PP |
78.15 |
78.15 |
78.15 |
78.70 |
| S1 |
75.97 |
75.97 |
79.48 |
77.06 |
| S2 |
71.87 |
71.87 |
78.91 |
|
| S3 |
65.59 |
69.69 |
78.33 |
|
| S4 |
59.31 |
63.41 |
76.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.78 |
76.71 |
4.07 |
5.1% |
2.14 |
2.7% |
81% |
False |
False |
247,722 |
| 10 |
80.78 |
72.97 |
7.81 |
9.8% |
2.31 |
2.9% |
90% |
False |
False |
208,715 |
| 20 |
80.78 |
69.80 |
10.98 |
13.7% |
2.50 |
3.1% |
93% |
False |
False |
157,935 |
| 40 |
84.96 |
69.80 |
15.16 |
19.0% |
2.11 |
2.6% |
67% |
False |
False |
102,760 |
| 60 |
84.96 |
69.80 |
15.16 |
19.0% |
2.10 |
2.6% |
67% |
False |
False |
75,501 |
| 80 |
84.96 |
69.80 |
15.16 |
19.0% |
2.10 |
2.6% |
67% |
False |
False |
58,497 |
| 100 |
84.96 |
69.80 |
15.16 |
19.0% |
2.02 |
2.5% |
67% |
False |
False |
47,900 |
| 120 |
84.96 |
68.38 |
16.58 |
20.7% |
1.89 |
2.4% |
70% |
False |
False |
40,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.80 |
|
2.618 |
86.21 |
|
1.618 |
84.01 |
|
1.000 |
82.65 |
|
0.618 |
81.81 |
|
HIGH |
80.45 |
|
0.618 |
79.61 |
|
0.500 |
79.35 |
|
0.382 |
79.09 |
|
LOW |
78.25 |
|
0.618 |
76.89 |
|
1.000 |
76.05 |
|
1.618 |
74.69 |
|
2.618 |
72.49 |
|
4.250 |
68.90 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.78 |
79.83 |
| PP |
79.57 |
79.67 |
| S1 |
79.35 |
79.50 |
|