NYMEX Light Sweet Crude Oil Future June 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 |
80.82 |
80.00 |
-0.82 |
-1.0% |
75.65 |
| High |
81.14 |
81.10 |
-0.04 |
0.0% |
81.04 |
| Low |
79.13 |
79.15 |
0.02 |
0.0% |
75.24 |
| Close |
79.74 |
80.78 |
1.04 |
1.3% |
80.85 |
| Range |
2.01 |
1.95 |
-0.06 |
-3.0% |
5.80 |
| ATR |
2.21 |
2.19 |
-0.02 |
-0.8% |
0.00 |
| Volume |
35,633 |
42,150 |
6,517 |
18.3% |
145,886 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.19 |
85.44 |
81.85 |
|
| R3 |
84.24 |
83.49 |
81.32 |
|
| R2 |
82.29 |
82.29 |
81.14 |
|
| R1 |
81.54 |
81.54 |
80.96 |
81.92 |
| PP |
80.34 |
80.34 |
80.34 |
80.53 |
| S1 |
79.59 |
79.59 |
80.60 |
79.97 |
| S2 |
78.39 |
78.39 |
80.42 |
|
| S3 |
76.44 |
77.64 |
80.24 |
|
| S4 |
74.49 |
75.69 |
79.71 |
|
|
| 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 |
4.7% |
1.97 |
2.4% |
81% |
False |
False |
42,102 |
| 10 |
81.51 |
73.95 |
7.56 |
9.4% |
2.13 |
2.6% |
90% |
False |
False |
41,750 |
| 20 |
81.51 |
70.75 |
10.76 |
13.3% |
2.38 |
2.9% |
93% |
False |
False |
41,070 |
| 40 |
85.95 |
70.75 |
15.20 |
18.8% |
2.00 |
2.5% |
66% |
False |
False |
33,564 |
| 60 |
85.95 |
70.75 |
15.20 |
18.8% |
2.04 |
2.5% |
66% |
False |
False |
30,137 |
| 80 |
85.95 |
70.75 |
15.20 |
18.8% |
2.05 |
2.5% |
66% |
False |
False |
26,395 |
| 100 |
85.95 |
70.75 |
15.20 |
18.8% |
2.02 |
2.5% |
66% |
False |
False |
24,056 |
| 120 |
85.95 |
69.40 |
16.55 |
20.5% |
2.01 |
2.5% |
69% |
False |
False |
21,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.39 |
|
2.618 |
86.21 |
|
1.618 |
84.26 |
|
1.000 |
83.05 |
|
0.618 |
82.31 |
|
HIGH |
81.10 |
|
0.618 |
80.36 |
|
0.500 |
80.13 |
|
0.382 |
79.89 |
|
LOW |
79.15 |
|
0.618 |
77.94 |
|
1.000 |
77.20 |
|
1.618 |
75.99 |
|
2.618 |
74.04 |
|
4.250 |
70.86 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.56 |
80.63 |
| PP |
80.34 |
80.47 |
| S1 |
80.13 |
80.32 |
|