NYMEX Light Sweet Crude Oil Future June 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 |
80.96 |
80.82 |
-0.14 |
-0.2% |
75.65 |
| High |
81.51 |
81.14 |
-0.37 |
-0.5% |
81.04 |
| Low |
80.49 |
79.13 |
-1.36 |
-1.7% |
75.24 |
| Close |
81.13 |
79.74 |
-1.39 |
-1.7% |
80.85 |
| Range |
1.02 |
2.01 |
0.99 |
97.1% |
5.80 |
| ATR |
2.22 |
2.21 |
-0.02 |
-0.7% |
0.00 |
| Volume |
52,433 |
35,633 |
-16,800 |
-32.0% |
145,886 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.03 |
84.90 |
80.85 |
|
| R3 |
84.02 |
82.89 |
80.29 |
|
| R2 |
82.01 |
82.01 |
80.11 |
|
| R1 |
80.88 |
80.88 |
79.92 |
80.44 |
| PP |
80.00 |
80.00 |
80.00 |
79.79 |
| S1 |
78.87 |
78.87 |
79.56 |
78.43 |
| S2 |
77.99 |
77.99 |
79.37 |
|
| S3 |
75.98 |
76.86 |
79.19 |
|
| S4 |
73.97 |
74.85 |
78.63 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.44 |
94.45 |
84.04 |
|
| R3 |
90.64 |
88.65 |
82.45 |
|
| R2 |
84.84 |
84.84 |
81.91 |
|
| R1 |
82.85 |
82.85 |
81.38 |
83.85 |
| PP |
79.04 |
79.04 |
79.04 |
79.54 |
| S1 |
77.05 |
77.05 |
80.32 |
78.05 |
| S2 |
73.24 |
73.24 |
79.79 |
|
| S3 |
67.44 |
71.25 |
79.26 |
|
| S4 |
61.64 |
65.45 |
77.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.51 |
77.69 |
3.82 |
4.8% |
1.82 |
2.3% |
54% |
False |
False |
39,919 |
| 10 |
81.51 |
72.72 |
8.79 |
11.0% |
2.21 |
2.8% |
80% |
False |
False |
41,162 |
| 20 |
81.51 |
70.75 |
10.76 |
13.5% |
2.35 |
2.9% |
84% |
False |
False |
40,395 |
| 40 |
85.95 |
70.75 |
15.20 |
19.1% |
2.00 |
2.5% |
59% |
False |
False |
33,115 |
| 60 |
85.95 |
70.75 |
15.20 |
19.1% |
2.04 |
2.6% |
59% |
False |
False |
29,874 |
| 80 |
85.95 |
70.75 |
15.20 |
19.1% |
2.06 |
2.6% |
59% |
False |
False |
26,048 |
| 100 |
85.95 |
70.13 |
15.82 |
19.8% |
2.04 |
2.6% |
61% |
False |
False |
23,718 |
| 120 |
85.95 |
69.40 |
16.55 |
20.8% |
2.01 |
2.5% |
62% |
False |
False |
21,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.68 |
|
2.618 |
86.40 |
|
1.618 |
84.39 |
|
1.000 |
83.15 |
|
0.618 |
82.38 |
|
HIGH |
81.14 |
|
0.618 |
80.37 |
|
0.500 |
80.14 |
|
0.382 |
79.90 |
|
LOW |
79.13 |
|
0.618 |
77.89 |
|
1.000 |
77.12 |
|
1.618 |
75.88 |
|
2.618 |
73.87 |
|
4.250 |
70.59 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.14 |
80.25 |
| PP |
80.00 |
80.08 |
| S1 |
79.87 |
79.91 |
|