NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
80.66 |
80.41 |
-0.25 |
-0.3% |
74.98 |
| High |
81.15 |
80.80 |
-0.35 |
-0.4% |
80.63 |
| Low |
80.06 |
78.65 |
-1.41 |
-1.8% |
74.58 |
| Close |
80.72 |
79.29 |
-1.43 |
-1.8% |
80.45 |
| Range |
1.09 |
2.15 |
1.06 |
97.2% |
6.05 |
| ATR |
2.26 |
2.25 |
-0.01 |
-0.3% |
0.00 |
| Volume |
56,634 |
54,264 |
-2,370 |
-4.2% |
199,755 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.03 |
84.81 |
80.47 |
|
| R3 |
83.88 |
82.66 |
79.88 |
|
| R2 |
81.73 |
81.73 |
79.68 |
|
| R1 |
80.51 |
80.51 |
79.49 |
80.05 |
| PP |
79.58 |
79.58 |
79.58 |
79.35 |
| S1 |
78.36 |
78.36 |
79.09 |
77.90 |
| S2 |
77.43 |
77.43 |
78.90 |
|
| S3 |
75.28 |
76.21 |
78.70 |
|
| S4 |
73.13 |
74.06 |
78.11 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.70 |
94.63 |
83.78 |
|
| R3 |
90.65 |
88.58 |
82.11 |
|
| R2 |
84.60 |
84.60 |
81.56 |
|
| R1 |
82.53 |
82.53 |
81.00 |
83.57 |
| PP |
78.55 |
78.55 |
78.55 |
79.07 |
| S1 |
76.48 |
76.48 |
79.90 |
77.52 |
| S2 |
72.50 |
72.50 |
79.34 |
|
| S3 |
66.45 |
70.43 |
78.79 |
|
| S4 |
60.40 |
64.38 |
77.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.15 |
77.20 |
3.95 |
5.0% |
1.90 |
2.4% |
53% |
False |
False |
50,838 |
| 10 |
81.15 |
72.20 |
8.95 |
11.3% |
2.32 |
2.9% |
79% |
False |
False |
60,017 |
| 20 |
81.15 |
70.28 |
10.87 |
13.7% |
2.41 |
3.0% |
83% |
False |
False |
52,283 |
| 40 |
85.43 |
70.28 |
15.15 |
19.1% |
2.04 |
2.6% |
59% |
False |
False |
36,365 |
| 60 |
85.43 |
70.28 |
15.15 |
19.1% |
2.01 |
2.5% |
59% |
False |
False |
28,144 |
| 80 |
85.43 |
70.28 |
15.15 |
19.1% |
1.97 |
2.5% |
59% |
False |
False |
22,419 |
| 100 |
85.43 |
69.30 |
16.13 |
20.3% |
1.84 |
2.3% |
62% |
False |
False |
18,865 |
| 120 |
85.43 |
68.84 |
16.59 |
20.9% |
1.67 |
2.1% |
63% |
False |
False |
16,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.94 |
|
2.618 |
86.43 |
|
1.618 |
84.28 |
|
1.000 |
82.95 |
|
0.618 |
82.13 |
|
HIGH |
80.80 |
|
0.618 |
79.98 |
|
0.500 |
79.73 |
|
0.382 |
79.47 |
|
LOW |
78.65 |
|
0.618 |
77.32 |
|
1.000 |
76.50 |
|
1.618 |
75.17 |
|
2.618 |
73.02 |
|
4.250 |
69.51 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.73 |
79.85 |
| PP |
79.58 |
79.66 |
| S1 |
79.44 |
79.48 |
|