NYMEX Light Sweet Crude Oil Future May 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 |
79.59 |
80.62 |
1.03 |
1.3% |
74.98 |
| High |
80.76 |
80.65 |
-0.11 |
-0.1% |
80.63 |
| Low |
78.66 |
77.44 |
-1.22 |
-1.6% |
74.58 |
| Close |
80.38 |
78.53 |
-1.85 |
-2.3% |
80.45 |
| Range |
2.10 |
3.21 |
1.11 |
52.9% |
6.05 |
| ATR |
2.24 |
2.31 |
0.07 |
3.1% |
0.00 |
| Volume |
76,246 |
88,746 |
12,500 |
16.4% |
199,755 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.50 |
86.73 |
80.30 |
|
| R3 |
85.29 |
83.52 |
79.41 |
|
| R2 |
82.08 |
82.08 |
79.12 |
|
| R1 |
80.31 |
80.31 |
78.82 |
79.59 |
| PP |
78.87 |
78.87 |
78.87 |
78.52 |
| S1 |
77.10 |
77.10 |
78.24 |
76.38 |
| S2 |
75.66 |
75.66 |
77.94 |
|
| S3 |
72.45 |
73.89 |
77.65 |
|
| S4 |
69.24 |
70.68 |
76.76 |
|
|
| 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 |
77.44 |
3.71 |
4.7% |
2.13 |
2.7% |
29% |
False |
True |
65,549 |
| 10 |
81.15 |
73.62 |
7.53 |
9.6% |
2.34 |
3.0% |
65% |
False |
False |
63,112 |
| 20 |
81.15 |
70.28 |
10.87 |
13.8% |
2.50 |
3.2% |
76% |
False |
False |
57,481 |
| 40 |
85.43 |
70.28 |
15.15 |
19.3% |
2.10 |
2.7% |
54% |
False |
False |
40,058 |
| 60 |
85.43 |
70.28 |
15.15 |
19.3% |
1.99 |
2.5% |
54% |
False |
False |
30,532 |
| 80 |
85.43 |
70.28 |
15.15 |
19.3% |
1.98 |
2.5% |
54% |
False |
False |
24,365 |
| 100 |
85.43 |
70.28 |
15.15 |
19.3% |
1.85 |
2.4% |
54% |
False |
False |
20,445 |
| 120 |
85.43 |
68.84 |
16.59 |
21.1% |
1.69 |
2.1% |
58% |
False |
False |
17,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.29 |
|
2.618 |
89.05 |
|
1.618 |
85.84 |
|
1.000 |
83.86 |
|
0.618 |
82.63 |
|
HIGH |
80.65 |
|
0.618 |
79.42 |
|
0.500 |
79.05 |
|
0.382 |
78.67 |
|
LOW |
77.44 |
|
0.618 |
75.46 |
|
1.000 |
74.23 |
|
1.618 |
72.25 |
|
2.618 |
69.04 |
|
4.250 |
63.80 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.05 |
79.12 |
| PP |
78.87 |
78.92 |
| S1 |
78.70 |
78.73 |
|