NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
83.08 |
82.75 |
-0.33 |
-0.4% |
81.00 |
High |
83.61 |
83.09 |
-0.52 |
-0.6% |
83.30 |
Low |
82.20 |
81.55 |
-0.65 |
-0.8% |
79.24 |
Close |
83.25 |
82.75 |
-0.50 |
-0.6% |
82.82 |
Range |
1.41 |
1.54 |
0.13 |
9.2% |
4.06 |
ATR |
1.98 |
1.96 |
-0.02 |
-1.0% |
0.00 |
Volume |
15,567 |
21,923 |
6,356 |
40.8% |
86,815 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.08 |
86.46 |
83.60 |
|
R3 |
85.54 |
84.92 |
83.17 |
|
R2 |
84.00 |
84.00 |
83.03 |
|
R1 |
83.38 |
83.38 |
82.89 |
83.52 |
PP |
82.46 |
82.46 |
82.46 |
82.54 |
S1 |
81.84 |
81.84 |
82.61 |
81.98 |
S2 |
80.92 |
80.92 |
82.47 |
|
S3 |
79.38 |
80.30 |
82.33 |
|
S4 |
77.84 |
78.76 |
81.90 |
|
|
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 |
80.61 |
3.00 |
3.6% |
1.41 |
1.7% |
71% |
False |
False |
19,467 |
10 |
83.61 |
78.24 |
5.37 |
6.5% |
1.89 |
2.3% |
84% |
False |
False |
16,209 |
20 |
83.61 |
74.04 |
9.57 |
11.6% |
1.95 |
2.4% |
91% |
False |
False |
13,177 |
40 |
86.41 |
71.64 |
14.77 |
17.8% |
2.01 |
2.4% |
75% |
False |
False |
10,914 |
60 |
86.41 |
71.64 |
14.77 |
17.8% |
1.79 |
2.2% |
75% |
False |
False |
8,449 |
80 |
86.41 |
71.64 |
14.77 |
17.8% |
1.77 |
2.1% |
75% |
False |
False |
7,162 |
100 |
86.41 |
71.64 |
14.77 |
17.8% |
1.77 |
2.1% |
75% |
False |
False |
6,414 |
120 |
86.41 |
70.06 |
16.35 |
19.8% |
1.72 |
2.1% |
78% |
False |
False |
5,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.64 |
2.618 |
87.12 |
1.618 |
85.58 |
1.000 |
84.63 |
0.618 |
84.04 |
HIGH |
83.09 |
0.618 |
82.50 |
0.500 |
82.32 |
0.382 |
82.14 |
LOW |
81.55 |
0.618 |
80.60 |
1.000 |
80.01 |
1.618 |
79.06 |
2.618 |
77.52 |
4.250 |
75.01 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.61 |
82.69 |
PP |
82.46 |
82.64 |
S1 |
82.32 |
82.58 |
|