NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.07 |
80.84 |
0.77 |
1.0% |
81.52 |
High |
82.05 |
82.20 |
0.15 |
0.2% |
81.86 |
Low |
79.59 |
80.61 |
1.02 |
1.3% |
78.24 |
Close |
80.81 |
82.00 |
1.19 |
1.5% |
80.71 |
Range |
2.46 |
1.59 |
-0.87 |
-35.4% |
3.62 |
ATR |
2.16 |
2.12 |
-0.04 |
-1.9% |
0.00 |
Volume |
13,607 |
14,115 |
508 |
3.7% |
60,244 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.37 |
85.78 |
82.87 |
|
R3 |
84.78 |
84.19 |
82.44 |
|
R2 |
83.19 |
83.19 |
82.29 |
|
R1 |
82.60 |
82.60 |
82.15 |
82.90 |
PP |
81.60 |
81.60 |
81.60 |
81.75 |
S1 |
81.01 |
81.01 |
81.85 |
81.31 |
S2 |
80.01 |
80.01 |
81.71 |
|
S3 |
78.42 |
79.42 |
81.56 |
|
S4 |
76.83 |
77.83 |
81.13 |
|
|
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 |
82.20 |
78.24 |
3.96 |
4.8% |
2.30 |
2.8% |
95% |
True |
False |
13,256 |
10 |
82.20 |
78.24 |
3.96 |
4.8% |
2.06 |
2.5% |
95% |
True |
False |
11,926 |
20 |
82.20 |
71.64 |
10.56 |
12.9% |
2.23 |
2.7% |
98% |
True |
False |
11,703 |
40 |
86.41 |
71.64 |
14.77 |
18.0% |
2.00 |
2.4% |
70% |
False |
False |
9,347 |
60 |
86.41 |
71.64 |
14.77 |
18.0% |
1.84 |
2.2% |
70% |
False |
False |
7,384 |
80 |
86.41 |
71.64 |
14.77 |
18.0% |
1.79 |
2.2% |
70% |
False |
False |
6,284 |
100 |
86.41 |
71.64 |
14.77 |
18.0% |
1.77 |
2.2% |
70% |
False |
False |
5,721 |
120 |
86.41 |
70.06 |
16.35 |
19.9% |
1.73 |
2.1% |
73% |
False |
False |
5,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.96 |
2.618 |
86.36 |
1.618 |
84.77 |
1.000 |
83.79 |
0.618 |
83.18 |
HIGH |
82.20 |
0.618 |
81.59 |
0.500 |
81.41 |
0.382 |
81.22 |
LOW |
80.61 |
0.618 |
79.63 |
1.000 |
79.02 |
1.618 |
78.04 |
2.618 |
76.45 |
4.250 |
73.85 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.80 |
81.57 |
PP |
81.60 |
81.15 |
S1 |
81.41 |
80.72 |
|