NYMEX Light Sweet Crude Oil Future May 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 |
80.41 |
79.59 |
-0.82 |
-1.0% |
74.98 |
| High |
80.80 |
80.76 |
-0.04 |
0.0% |
80.63 |
| Low |
78.65 |
78.66 |
0.01 |
0.0% |
74.58 |
| Close |
79.29 |
80.38 |
1.09 |
1.4% |
80.45 |
| Range |
2.15 |
2.10 |
-0.05 |
-2.3% |
6.05 |
| ATR |
2.25 |
2.24 |
-0.01 |
-0.5% |
0.00 |
| Volume |
54,264 |
76,246 |
21,982 |
40.5% |
199,755 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.23 |
85.41 |
81.54 |
|
| R3 |
84.13 |
83.31 |
80.96 |
|
| R2 |
82.03 |
82.03 |
80.77 |
|
| R1 |
81.21 |
81.21 |
80.57 |
81.62 |
| PP |
79.93 |
79.93 |
79.93 |
80.14 |
| S1 |
79.11 |
79.11 |
80.19 |
79.52 |
| S2 |
77.83 |
77.83 |
80.00 |
|
| S3 |
75.73 |
77.01 |
79.80 |
|
| S4 |
73.63 |
74.91 |
79.23 |
|
|
| 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 |
4.9% |
2.06 |
2.6% |
81% |
False |
False |
56,389 |
| 10 |
81.15 |
73.43 |
7.72 |
9.6% |
2.25 |
2.8% |
90% |
False |
False |
61,355 |
| 20 |
81.15 |
70.28 |
10.87 |
13.5% |
2.45 |
3.0% |
93% |
False |
False |
54,538 |
| 40 |
85.43 |
70.28 |
15.15 |
18.8% |
2.05 |
2.5% |
67% |
False |
False |
38,002 |
| 60 |
85.43 |
70.28 |
15.15 |
18.8% |
2.01 |
2.5% |
67% |
False |
False |
29,246 |
| 80 |
85.43 |
70.28 |
15.15 |
18.8% |
1.98 |
2.5% |
67% |
False |
False |
23,317 |
| 100 |
85.43 |
70.28 |
15.15 |
18.8% |
1.82 |
2.3% |
67% |
False |
False |
19,602 |
| 120 |
85.43 |
68.84 |
16.59 |
20.6% |
1.67 |
2.1% |
70% |
False |
False |
16,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.69 |
|
2.618 |
86.26 |
|
1.618 |
84.16 |
|
1.000 |
82.86 |
|
0.618 |
82.06 |
|
HIGH |
80.76 |
|
0.618 |
79.96 |
|
0.500 |
79.71 |
|
0.382 |
79.46 |
|
LOW |
78.66 |
|
0.618 |
77.36 |
|
1.000 |
76.56 |
|
1.618 |
75.26 |
|
2.618 |
73.16 |
|
4.250 |
69.74 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.16 |
80.22 |
| PP |
79.93 |
80.06 |
| S1 |
79.71 |
79.90 |
|