NYMEX Light Sweet Crude Oil Future May 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 |
81.01 |
82.27 |
1.26 |
1.6% |
80.38 |
High |
82.47 |
82.82 |
0.35 |
0.4% |
82.47 |
Low |
80.89 |
81.22 |
0.33 |
0.4% |
78.44 |
Close |
81.92 |
82.31 |
0.39 |
0.5% |
81.92 |
Range |
1.58 |
1.60 |
0.02 |
1.3% |
4.03 |
ATR |
2.20 |
2.16 |
-0.04 |
-2.0% |
0.00 |
Volume |
102,209 |
98,684 |
-3,525 |
-3.4% |
443,042 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.92 |
86.21 |
83.19 |
|
R3 |
85.32 |
84.61 |
82.75 |
|
R2 |
83.72 |
83.72 |
82.60 |
|
R1 |
83.01 |
83.01 |
82.46 |
83.37 |
PP |
82.12 |
82.12 |
82.12 |
82.29 |
S1 |
81.41 |
81.41 |
82.16 |
81.77 |
S2 |
80.52 |
80.52 |
82.02 |
|
S3 |
78.92 |
79.81 |
81.87 |
|
S4 |
77.32 |
78.21 |
81.43 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.03 |
91.51 |
84.14 |
|
R3 |
89.00 |
87.48 |
83.03 |
|
R2 |
84.97 |
84.97 |
82.66 |
|
R1 |
83.45 |
83.45 |
82.29 |
84.21 |
PP |
80.94 |
80.94 |
80.94 |
81.33 |
S1 |
79.42 |
79.42 |
81.55 |
80.18 |
S2 |
76.91 |
76.91 |
81.18 |
|
S3 |
72.88 |
75.39 |
80.81 |
|
S4 |
68.85 |
71.36 |
79.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.82 |
78.67 |
4.15 |
5.0% |
1.79 |
2.2% |
88% |
True |
False |
87,509 |
10 |
82.82 |
77.44 |
5.38 |
6.5% |
2.11 |
2.6% |
91% |
True |
False |
83,256 |
20 |
82.82 |
71.57 |
11.25 |
13.7% |
2.19 |
2.7% |
95% |
True |
False |
73,583 |
40 |
85.43 |
70.28 |
15.15 |
18.4% |
2.21 |
2.7% |
79% |
False |
False |
53,138 |
60 |
85.43 |
70.28 |
15.15 |
18.4% |
2.01 |
2.4% |
79% |
False |
False |
39,320 |
80 |
85.43 |
70.28 |
15.15 |
18.4% |
1.97 |
2.4% |
79% |
False |
False |
31,532 |
100 |
85.43 |
70.28 |
15.15 |
18.4% |
1.91 |
2.3% |
79% |
False |
False |
26,325 |
120 |
85.43 |
68.84 |
16.59 |
20.2% |
1.76 |
2.1% |
81% |
False |
False |
22,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.62 |
2.618 |
87.01 |
1.618 |
85.41 |
1.000 |
84.42 |
0.618 |
83.81 |
HIGH |
82.82 |
0.618 |
82.21 |
0.500 |
82.02 |
0.382 |
81.83 |
LOW |
81.22 |
0.618 |
80.23 |
1.000 |
79.62 |
1.618 |
78.63 |
2.618 |
77.03 |
4.250 |
74.42 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.21 |
82.03 |
PP |
82.12 |
81.76 |
S1 |
82.02 |
81.48 |
|