NYMEX Light Sweet Crude Oil Future July 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 |
82.82 |
83.08 |
0.26 |
0.3% |
81.00 |
High |
83.30 |
83.61 |
0.31 |
0.4% |
83.30 |
Low |
81.83 |
82.20 |
0.37 |
0.5% |
79.24 |
Close |
82.82 |
83.25 |
0.43 |
0.5% |
82.82 |
Range |
1.47 |
1.41 |
-0.06 |
-4.1% |
4.06 |
ATR |
2.03 |
1.98 |
-0.04 |
-2.2% |
0.00 |
Volume |
25,655 |
15,567 |
-10,088 |
-39.3% |
86,815 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.25 |
86.66 |
84.03 |
|
R3 |
85.84 |
85.25 |
83.64 |
|
R2 |
84.43 |
84.43 |
83.51 |
|
R1 |
83.84 |
83.84 |
83.38 |
84.14 |
PP |
83.02 |
83.02 |
83.02 |
83.17 |
S1 |
82.43 |
82.43 |
83.12 |
82.73 |
S2 |
81.61 |
81.61 |
82.99 |
|
S3 |
80.20 |
81.02 |
82.86 |
|
S4 |
78.79 |
79.61 |
82.47 |
|
|
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 |
83.61 |
79.59 |
4.02 |
4.8% |
1.60 |
1.9% |
91% |
True |
False |
17,804 |
10 |
83.61 |
78.24 |
5.37 |
6.5% |
1.91 |
2.3% |
93% |
True |
False |
15,339 |
20 |
83.61 |
72.67 |
10.94 |
13.1% |
1.94 |
2.3% |
97% |
True |
False |
13,159 |
40 |
86.41 |
71.64 |
14.77 |
17.7% |
2.01 |
2.4% |
79% |
False |
False |
10,446 |
60 |
86.41 |
71.64 |
14.77 |
17.7% |
1.82 |
2.2% |
79% |
False |
False |
8,170 |
80 |
86.41 |
71.64 |
14.77 |
17.7% |
1.78 |
2.1% |
79% |
False |
False |
6,931 |
100 |
86.41 |
71.64 |
14.77 |
17.7% |
1.76 |
2.1% |
79% |
False |
False |
6,262 |
120 |
86.41 |
70.06 |
16.35 |
19.6% |
1.72 |
2.1% |
81% |
False |
False |
5,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.60 |
2.618 |
87.30 |
1.618 |
85.89 |
1.000 |
85.02 |
0.618 |
84.48 |
HIGH |
83.61 |
0.618 |
83.07 |
0.500 |
82.91 |
0.382 |
82.74 |
LOW |
82.20 |
0.618 |
81.33 |
1.000 |
80.79 |
1.618 |
79.92 |
2.618 |
78.51 |
4.250 |
76.21 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.14 |
82.94 |
PP |
83.02 |
82.63 |
S1 |
82.91 |
82.33 |
|