NYMEX Light Sweet Crude Oil Future September 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 |
81.70 |
81.38 |
-0.32 |
-0.4% |
82.14 |
High |
82.04 |
82.65 |
0.61 |
0.7% |
82.41 |
Low |
79.86 |
80.28 |
0.42 |
0.5% |
78.88 |
Close |
80.47 |
81.38 |
0.91 |
1.1% |
81.29 |
Range |
2.18 |
2.37 |
0.19 |
8.7% |
3.53 |
ATR |
1.90 |
1.93 |
0.03 |
1.8% |
0.00 |
Volume |
8,452 |
7,125 |
-1,327 |
-15.7% |
39,184 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.55 |
87.33 |
82.68 |
|
R3 |
86.18 |
84.96 |
82.03 |
|
R2 |
83.81 |
83.81 |
81.81 |
|
R1 |
82.59 |
82.59 |
81.60 |
82.57 |
PP |
81.44 |
81.44 |
81.44 |
81.42 |
S1 |
80.22 |
80.22 |
81.16 |
80.20 |
S2 |
79.07 |
79.07 |
80.95 |
|
S3 |
76.70 |
77.85 |
80.73 |
|
S4 |
74.33 |
75.48 |
80.08 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.45 |
89.90 |
83.23 |
|
R3 |
87.92 |
86.37 |
82.26 |
|
R2 |
84.39 |
84.39 |
81.94 |
|
R1 |
82.84 |
82.84 |
81.61 |
81.85 |
PP |
80.86 |
80.86 |
80.86 |
80.37 |
S1 |
79.31 |
79.31 |
80.97 |
78.32 |
S2 |
77.33 |
77.33 |
80.64 |
|
S3 |
73.80 |
75.78 |
80.32 |
|
S4 |
70.27 |
72.25 |
79.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.65 |
78.88 |
3.77 |
4.6% |
2.07 |
2.5% |
66% |
True |
False |
7,274 |
10 |
82.65 |
78.88 |
3.77 |
4.6% |
1.78 |
2.2% |
66% |
True |
False |
6,913 |
20 |
82.65 |
72.43 |
10.22 |
12.6% |
2.07 |
2.5% |
88% |
True |
False |
6,716 |
40 |
87.30 |
72.43 |
14.87 |
18.3% |
1.61 |
2.0% |
60% |
False |
False |
5,212 |
60 |
87.30 |
72.43 |
14.87 |
18.3% |
1.38 |
1.7% |
60% |
False |
False |
4,293 |
80 |
87.30 |
72.43 |
14.87 |
18.3% |
1.31 |
1.6% |
60% |
False |
False |
3,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.72 |
2.618 |
88.85 |
1.618 |
86.48 |
1.000 |
85.02 |
0.618 |
84.11 |
HIGH |
82.65 |
0.618 |
81.74 |
0.500 |
81.47 |
0.382 |
81.19 |
LOW |
80.28 |
0.618 |
78.82 |
1.000 |
77.91 |
1.618 |
76.45 |
2.618 |
74.08 |
4.250 |
70.21 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.47 |
81.33 |
PP |
81.44 |
81.27 |
S1 |
81.41 |
81.22 |
|