NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.54 |
82.82 |
1.28 |
1.6% |
81.00 |
High |
82.10 |
83.30 |
1.20 |
1.5% |
83.30 |
Low |
81.04 |
81.83 |
0.79 |
1.0% |
79.24 |
Close |
81.54 |
82.82 |
1.28 |
1.6% |
82.82 |
Range |
1.06 |
1.47 |
0.41 |
38.7% |
4.06 |
ATR |
2.05 |
2.03 |
-0.02 |
-1.0% |
0.00 |
Volume |
20,077 |
25,655 |
5,578 |
27.8% |
86,815 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.06 |
86.41 |
83.63 |
|
R3 |
85.59 |
84.94 |
83.22 |
|
R2 |
84.12 |
84.12 |
83.09 |
|
R1 |
83.47 |
83.47 |
82.95 |
83.56 |
PP |
82.65 |
82.65 |
82.65 |
82.69 |
S1 |
82.00 |
82.00 |
82.69 |
82.09 |
S2 |
81.18 |
81.18 |
82.55 |
|
S3 |
79.71 |
80.53 |
82.42 |
|
S4 |
78.24 |
79.06 |
82.01 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.97 |
92.45 |
85.05 |
|
R3 |
89.91 |
88.39 |
83.94 |
|
R2 |
85.85 |
85.85 |
83.56 |
|
R1 |
84.33 |
84.33 |
83.19 |
85.09 |
PP |
81.79 |
81.79 |
81.79 |
82.17 |
S1 |
80.27 |
80.27 |
82.45 |
81.03 |
S2 |
77.73 |
77.73 |
82.08 |
|
S3 |
73.67 |
76.21 |
81.70 |
|
S4 |
69.61 |
72.15 |
80.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.30 |
79.24 |
4.06 |
4.9% |
1.79 |
2.2% |
88% |
True |
False |
17,363 |
10 |
83.30 |
78.24 |
5.06 |
6.1% |
1.85 |
2.2% |
91% |
True |
False |
14,705 |
20 |
83.30 |
71.64 |
11.66 |
14.1% |
2.07 |
2.5% |
96% |
True |
False |
12,909 |
40 |
86.41 |
71.64 |
14.77 |
17.8% |
1.99 |
2.4% |
76% |
False |
False |
10,227 |
60 |
86.41 |
71.64 |
14.77 |
17.8% |
1.83 |
2.2% |
76% |
False |
False |
7,987 |
80 |
86.41 |
71.64 |
14.77 |
17.8% |
1.79 |
2.2% |
76% |
False |
False |
6,783 |
100 |
86.41 |
71.64 |
14.77 |
17.8% |
1.75 |
2.1% |
76% |
False |
False |
6,120 |
120 |
86.41 |
70.06 |
16.35 |
19.7% |
1.72 |
2.1% |
78% |
False |
False |
5,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.55 |
2.618 |
87.15 |
1.618 |
85.68 |
1.000 |
84.77 |
0.618 |
84.21 |
HIGH |
83.30 |
0.618 |
82.74 |
0.500 |
82.57 |
0.382 |
82.39 |
LOW |
81.83 |
0.618 |
80.92 |
1.000 |
80.36 |
1.618 |
79.45 |
2.618 |
77.98 |
4.250 |
75.58 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.74 |
82.53 |
PP |
82.65 |
82.24 |
S1 |
82.57 |
81.96 |
|