NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.00 |
80.07 |
-0.93 |
-1.1% |
81.52 |
High |
81.62 |
82.05 |
0.43 |
0.5% |
81.86 |
Low |
79.24 |
79.59 |
0.35 |
0.4% |
78.24 |
Close |
79.86 |
80.81 |
0.95 |
1.2% |
80.71 |
Range |
2.38 |
2.46 |
0.08 |
3.4% |
3.62 |
ATR |
2.14 |
2.16 |
0.02 |
1.1% |
0.00 |
Volume |
13,361 |
13,607 |
246 |
1.8% |
60,244 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.20 |
86.96 |
82.16 |
|
R3 |
85.74 |
84.50 |
81.49 |
|
R2 |
83.28 |
83.28 |
81.26 |
|
R1 |
82.04 |
82.04 |
81.04 |
82.66 |
PP |
80.82 |
80.82 |
80.82 |
81.13 |
S1 |
79.58 |
79.58 |
80.58 |
80.20 |
S2 |
78.36 |
78.36 |
80.36 |
|
S3 |
75.90 |
77.12 |
80.13 |
|
S4 |
73.44 |
74.66 |
79.46 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.13 |
89.54 |
82.70 |
|
R3 |
87.51 |
85.92 |
81.71 |
|
R2 |
83.89 |
83.89 |
81.37 |
|
R1 |
82.30 |
82.30 |
81.04 |
81.29 |
PP |
80.27 |
80.27 |
80.27 |
79.76 |
S1 |
78.68 |
78.68 |
80.38 |
77.67 |
S2 |
76.65 |
76.65 |
80.05 |
|
S3 |
73.03 |
75.06 |
79.71 |
|
S4 |
69.41 |
71.44 |
78.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.05 |
78.24 |
3.81 |
4.7% |
2.36 |
2.9% |
67% |
True |
False |
12,952 |
10 |
82.05 |
78.24 |
3.81 |
4.7% |
2.01 |
2.5% |
67% |
True |
False |
11,145 |
20 |
82.05 |
71.64 |
10.41 |
12.9% |
2.30 |
2.8% |
88% |
True |
False |
11,323 |
40 |
86.41 |
71.64 |
14.77 |
18.3% |
1.98 |
2.5% |
62% |
False |
False |
9,062 |
60 |
86.41 |
71.64 |
14.77 |
18.3% |
1.84 |
2.3% |
62% |
False |
False |
7,195 |
80 |
86.41 |
71.64 |
14.77 |
18.3% |
1.78 |
2.2% |
62% |
False |
False |
6,158 |
100 |
86.41 |
71.64 |
14.77 |
18.3% |
1.77 |
2.2% |
62% |
False |
False |
5,608 |
120 |
86.41 |
70.06 |
16.35 |
20.2% |
1.73 |
2.1% |
66% |
False |
False |
5,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.51 |
2.618 |
88.49 |
1.618 |
86.03 |
1.000 |
84.51 |
0.618 |
83.57 |
HIGH |
82.05 |
0.618 |
81.11 |
0.500 |
80.82 |
0.382 |
80.53 |
LOW |
79.59 |
0.618 |
78.07 |
1.000 |
77.13 |
1.618 |
75.61 |
2.618 |
73.15 |
4.250 |
69.14 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.82 |
80.74 |
PP |
80.82 |
80.67 |
S1 |
80.81 |
80.61 |
|