NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
79.91 |
80.21 |
0.30 |
0.4% |
82.14 |
| High |
81.44 |
81.46 |
0.02 |
0.0% |
82.41 |
| Low |
78.88 |
79.79 |
0.91 |
1.2% |
78.88 |
| Close |
79.91 |
81.29 |
1.38 |
1.7% |
81.29 |
| Range |
2.56 |
1.67 |
-0.89 |
-34.8% |
3.53 |
| ATR |
1.90 |
1.88 |
-0.02 |
-0.9% |
0.00 |
| Volume |
6,910 |
5,423 |
-1,487 |
-21.5% |
39,184 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.86 |
85.24 |
82.21 |
|
| R3 |
84.19 |
83.57 |
81.75 |
|
| R2 |
82.52 |
82.52 |
81.60 |
|
| R1 |
81.90 |
81.90 |
81.44 |
82.21 |
| PP |
80.85 |
80.85 |
80.85 |
81.00 |
| S1 |
80.23 |
80.23 |
81.14 |
80.54 |
| S2 |
79.18 |
79.18 |
80.98 |
|
| S3 |
77.51 |
78.56 |
80.83 |
|
| S4 |
75.84 |
76.89 |
80.37 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.45 |
89.90 |
83.23 |
|
| R3 |
87.92 |
86.37 |
82.26 |
|
| R2 |
84.39 |
84.39 |
81.94 |
|
| R1 |
82.84 |
82.84 |
81.61 |
81.85 |
| PP |
80.86 |
80.86 |
80.86 |
80.37 |
| S1 |
79.31 |
79.31 |
80.97 |
78.32 |
| S2 |
77.33 |
77.33 |
80.64 |
|
| S3 |
73.80 |
75.78 |
80.32 |
|
| S4 |
70.27 |
72.25 |
79.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.41 |
78.88 |
3.53 |
4.3% |
1.68 |
2.1% |
68% |
False |
False |
7,836 |
| 10 |
82.41 |
75.78 |
6.63 |
8.2% |
1.83 |
2.2% |
83% |
False |
False |
6,361 |
| 20 |
82.41 |
72.43 |
9.98 |
12.3% |
1.99 |
2.4% |
89% |
False |
False |
6,315 |
| 40 |
87.30 |
72.43 |
14.87 |
18.3% |
1.53 |
1.9% |
60% |
False |
False |
4,883 |
| 60 |
87.30 |
72.43 |
14.87 |
18.3% |
1.34 |
1.7% |
60% |
False |
False |
4,126 |
| 80 |
87.30 |
72.43 |
14.87 |
18.3% |
1.29 |
1.6% |
60% |
False |
False |
3,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.56 |
|
2.618 |
85.83 |
|
1.618 |
84.16 |
|
1.000 |
83.13 |
|
0.618 |
82.49 |
|
HIGH |
81.46 |
|
0.618 |
80.82 |
|
0.500 |
80.63 |
|
0.382 |
80.43 |
|
LOW |
79.79 |
|
0.618 |
78.76 |
|
1.000 |
78.12 |
|
1.618 |
77.09 |
|
2.618 |
75.42 |
|
4.250 |
72.69 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.07 |
80.97 |
| PP |
80.85 |
80.65 |
| S1 |
80.63 |
80.33 |
|