NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
78.33 |
79.84 |
1.51 |
1.9% |
80.30 |
High |
80.05 |
80.62 |
0.57 |
0.7% |
80.78 |
Low |
77.82 |
78.06 |
0.24 |
0.3% |
77.05 |
Close |
79.66 |
78.70 |
-0.96 |
-1.2% |
79.66 |
Range |
2.23 |
2.56 |
0.33 |
14.8% |
3.73 |
ATR |
2.36 |
2.38 |
0.01 |
0.6% |
0.00 |
Volume |
346,025 |
319,038 |
-26,987 |
-7.8% |
1,505,812 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.81 |
85.31 |
80.11 |
|
R3 |
84.25 |
82.75 |
79.40 |
|
R2 |
81.69 |
81.69 |
79.17 |
|
R1 |
80.19 |
80.19 |
78.93 |
79.66 |
PP |
79.13 |
79.13 |
79.13 |
78.86 |
S1 |
77.63 |
77.63 |
78.47 |
77.10 |
S2 |
76.57 |
76.57 |
78.23 |
|
S3 |
74.01 |
75.07 |
78.00 |
|
S4 |
71.45 |
72.51 |
77.29 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.35 |
88.74 |
81.71 |
|
R3 |
86.62 |
85.01 |
80.69 |
|
R2 |
82.89 |
82.89 |
80.34 |
|
R1 |
81.28 |
81.28 |
80.00 |
80.22 |
PP |
79.16 |
79.16 |
79.16 |
78.64 |
S1 |
77.55 |
77.55 |
79.32 |
76.49 |
S2 |
75.43 |
75.43 |
78.98 |
|
S3 |
71.70 |
73.82 |
78.63 |
|
S4 |
67.97 |
70.09 |
77.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.62 |
77.05 |
3.57 |
4.5% |
2.49 |
3.2% |
46% |
True |
False |
302,043 |
10 |
80.78 |
74.06 |
6.72 |
8.5% |
2.38 |
3.0% |
69% |
False |
False |
249,710 |
20 |
80.78 |
69.80 |
10.98 |
14.0% |
2.59 |
3.3% |
81% |
False |
False |
194,182 |
40 |
84.96 |
69.80 |
15.16 |
19.3% |
2.22 |
2.8% |
59% |
False |
False |
125,702 |
60 |
84.96 |
69.80 |
15.16 |
19.3% |
2.09 |
2.7% |
59% |
False |
False |
90,638 |
80 |
84.96 |
69.80 |
15.16 |
19.3% |
2.10 |
2.7% |
59% |
False |
False |
70,212 |
100 |
84.96 |
69.80 |
15.16 |
19.3% |
2.06 |
2.6% |
59% |
False |
False |
57,269 |
120 |
84.96 |
68.38 |
16.58 |
21.1% |
1.95 |
2.5% |
62% |
False |
False |
48,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.50 |
2.618 |
87.32 |
1.618 |
84.76 |
1.000 |
83.18 |
0.618 |
82.20 |
HIGH |
80.62 |
0.618 |
79.64 |
0.500 |
79.34 |
0.382 |
79.04 |
LOW |
78.06 |
0.618 |
76.48 |
1.000 |
75.50 |
1.618 |
73.92 |
2.618 |
71.36 |
4.250 |
67.18 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
79.34 |
78.84 |
PP |
79.13 |
78.79 |
S1 |
78.91 |
78.75 |
|