NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.58 |
81.79 |
1.21 |
1.5% |
79.84 |
High |
82.07 |
82.41 |
0.34 |
0.4% |
82.07 |
Low |
80.47 |
80.75 |
0.28 |
0.3% |
78.06 |
Close |
81.50 |
81.87 |
0.37 |
0.5% |
81.50 |
Range |
1.60 |
1.66 |
0.06 |
3.8% |
4.01 |
ATR |
2.26 |
2.21 |
-0.04 |
-1.9% |
0.00 |
Volume |
278,889 |
299,634 |
20,745 |
7.4% |
1,505,253 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.66 |
85.92 |
82.78 |
|
R3 |
85.00 |
84.26 |
82.33 |
|
R2 |
83.34 |
83.34 |
82.17 |
|
R1 |
82.60 |
82.60 |
82.02 |
82.97 |
PP |
81.68 |
81.68 |
81.68 |
81.86 |
S1 |
80.94 |
80.94 |
81.72 |
81.31 |
S2 |
80.02 |
80.02 |
81.57 |
|
S3 |
78.36 |
79.28 |
81.41 |
|
S4 |
76.70 |
77.62 |
80.96 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.57 |
91.05 |
83.71 |
|
R3 |
88.56 |
87.04 |
82.60 |
|
R2 |
84.55 |
84.55 |
82.24 |
|
R1 |
83.03 |
83.03 |
81.87 |
83.79 |
PP |
80.54 |
80.54 |
80.54 |
80.93 |
S1 |
79.02 |
79.02 |
81.13 |
79.78 |
S2 |
76.53 |
76.53 |
80.76 |
|
S3 |
72.52 |
75.01 |
80.40 |
|
S4 |
68.51 |
71.00 |
79.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.41 |
78.26 |
4.15 |
5.1% |
1.83 |
2.2% |
87% |
True |
False |
297,169 |
10 |
82.41 |
77.05 |
5.36 |
6.5% |
2.16 |
2.6% |
90% |
True |
False |
299,606 |
20 |
82.41 |
71.10 |
11.31 |
13.8% |
2.24 |
2.7% |
95% |
True |
False |
243,368 |
40 |
84.96 |
69.80 |
15.16 |
18.5% |
2.27 |
2.8% |
80% |
False |
False |
158,801 |
60 |
84.96 |
69.80 |
15.16 |
18.5% |
2.07 |
2.5% |
80% |
False |
False |
113,814 |
80 |
84.96 |
69.80 |
15.16 |
18.5% |
2.09 |
2.5% |
80% |
False |
False |
88,289 |
100 |
84.96 |
69.80 |
15.16 |
18.5% |
2.07 |
2.5% |
80% |
False |
False |
71,937 |
120 |
84.96 |
68.38 |
16.58 |
20.3% |
1.97 |
2.4% |
81% |
False |
False |
60,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.47 |
2.618 |
86.76 |
1.618 |
85.10 |
1.000 |
84.07 |
0.618 |
83.44 |
HIGH |
82.41 |
0.618 |
81.78 |
0.500 |
81.58 |
0.382 |
81.38 |
LOW |
80.75 |
0.618 |
79.72 |
1.000 |
79.09 |
1.618 |
78.06 |
2.618 |
76.40 |
4.250 |
73.70 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.77 |
81.60 |
PP |
81.68 |
81.33 |
S1 |
81.58 |
81.06 |
|