NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
81.53 |
81.85 |
0.32 |
0.4% |
79.33 |
| High |
81.59 |
82.17 |
0.58 |
0.7% |
81.59 |
| Low |
80.06 |
81.31 |
1.25 |
1.6% |
76.49 |
| Close |
81.53 |
81.85 |
0.32 |
0.4% |
81.53 |
| Range |
1.53 |
0.86 |
-0.67 |
-43.8% |
5.10 |
| ATR |
1.94 |
1.86 |
-0.08 |
-4.0% |
0.00 |
| Volume |
5,210 |
8,700 |
3,490 |
67.0% |
17,051 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.36 |
83.96 |
82.32 |
|
| R3 |
83.50 |
83.10 |
82.09 |
|
| R2 |
82.64 |
82.64 |
82.01 |
|
| R1 |
82.24 |
82.24 |
81.93 |
82.28 |
| PP |
81.78 |
81.78 |
81.78 |
81.80 |
| S1 |
81.38 |
81.38 |
81.77 |
81.42 |
| S2 |
80.92 |
80.92 |
81.69 |
|
| S3 |
80.06 |
80.52 |
81.61 |
|
| S4 |
79.20 |
79.66 |
81.38 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.17 |
93.45 |
84.34 |
|
| R3 |
90.07 |
88.35 |
82.93 |
|
| R2 |
84.97 |
84.97 |
82.47 |
|
| R1 |
83.25 |
83.25 |
82.00 |
84.11 |
| PP |
79.87 |
79.87 |
79.87 |
80.30 |
| S1 |
78.15 |
78.15 |
81.06 |
79.01 |
| S2 |
74.77 |
74.77 |
80.60 |
|
| S3 |
69.67 |
73.05 |
80.13 |
|
| S4 |
64.57 |
67.95 |
78.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.17 |
76.49 |
5.68 |
6.9% |
1.76 |
2.2% |
94% |
True |
False |
5,150 |
| 10 |
82.17 |
73.16 |
9.01 |
11.0% |
1.82 |
2.2% |
96% |
True |
False |
6,364 |
| 20 |
82.17 |
72.04 |
10.13 |
12.4% |
1.88 |
2.3% |
97% |
True |
False |
5,992 |
| 40 |
86.58 |
72.04 |
14.54 |
17.8% |
1.49 |
1.8% |
67% |
False |
False |
4,188 |
| 60 |
86.58 |
72.04 |
14.54 |
17.8% |
1.32 |
1.6% |
67% |
False |
False |
3,638 |
| 80 |
86.58 |
72.04 |
14.54 |
17.8% |
1.18 |
1.4% |
67% |
False |
False |
3,237 |
| 100 |
86.58 |
71.29 |
15.29 |
18.7% |
1.10 |
1.3% |
69% |
False |
False |
2,901 |
| 120 |
86.58 |
70.69 |
15.89 |
19.4% |
1.02 |
1.2% |
70% |
False |
False |
2,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.83 |
|
2.618 |
84.42 |
|
1.618 |
83.56 |
|
1.000 |
83.03 |
|
0.618 |
82.70 |
|
HIGH |
82.17 |
|
0.618 |
81.84 |
|
0.500 |
81.74 |
|
0.382 |
81.64 |
|
LOW |
81.31 |
|
0.618 |
80.78 |
|
1.000 |
80.45 |
|
1.618 |
79.92 |
|
2.618 |
79.06 |
|
4.250 |
77.66 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.81 |
81.37 |
| PP |
81.78 |
80.89 |
| S1 |
81.74 |
80.42 |
|