NYMEX Light Sweet Crude Oil Future September 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 |
83.70 |
83.48 |
-0.22 |
-0.3% |
81.70 |
High |
84.24 |
83.85 |
-0.39 |
-0.5% |
83.78 |
Low |
82.98 |
82.37 |
-0.61 |
-0.7% |
79.86 |
Close |
83.96 |
83.48 |
-0.48 |
-0.6% |
83.49 |
Range |
1.26 |
1.48 |
0.22 |
17.5% |
3.92 |
ATR |
1.78 |
1.76 |
-0.01 |
-0.8% |
0.00 |
Volume |
9,464 |
9,126 |
-338 |
-3.6% |
40,414 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.67 |
87.06 |
84.29 |
|
R3 |
86.19 |
85.58 |
83.89 |
|
R2 |
84.71 |
84.71 |
83.75 |
|
R1 |
84.10 |
84.10 |
83.62 |
84.22 |
PP |
83.23 |
83.23 |
83.23 |
83.30 |
S1 |
82.62 |
82.62 |
83.34 |
82.74 |
S2 |
81.75 |
81.75 |
83.21 |
|
S3 |
80.27 |
81.14 |
83.07 |
|
S4 |
78.79 |
79.66 |
82.67 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.14 |
92.73 |
85.65 |
|
R3 |
90.22 |
88.81 |
84.57 |
|
R2 |
86.30 |
86.30 |
84.21 |
|
R1 |
84.89 |
84.89 |
83.85 |
85.60 |
PP |
82.38 |
82.38 |
82.38 |
82.73 |
S1 |
80.97 |
80.97 |
83.13 |
81.68 |
S2 |
78.46 |
78.46 |
82.77 |
|
S3 |
74.54 |
77.05 |
82.41 |
|
S4 |
70.62 |
73.13 |
81.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.24 |
81.33 |
2.91 |
3.5% |
1.28 |
1.5% |
74% |
False |
False |
8,685 |
10 |
84.24 |
78.88 |
5.36 |
6.4% |
1.67 |
2.0% |
86% |
False |
False |
7,980 |
20 |
84.24 |
74.10 |
10.14 |
12.1% |
1.79 |
2.1% |
93% |
False |
False |
6,856 |
40 |
87.30 |
72.43 |
14.87 |
17.8% |
1.65 |
2.0% |
74% |
False |
False |
5,976 |
60 |
87.30 |
72.43 |
14.87 |
17.8% |
1.36 |
1.6% |
74% |
False |
False |
4,702 |
80 |
87.30 |
72.43 |
14.87 |
17.8% |
1.33 |
1.6% |
74% |
False |
False |
4,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.14 |
2.618 |
87.72 |
1.618 |
86.24 |
1.000 |
85.33 |
0.618 |
84.76 |
HIGH |
83.85 |
0.618 |
83.28 |
0.500 |
83.11 |
0.382 |
82.94 |
LOW |
82.37 |
0.618 |
81.46 |
1.000 |
80.89 |
1.618 |
79.98 |
2.618 |
78.50 |
4.250 |
76.08 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.36 |
83.42 |
PP |
83.23 |
83.36 |
S1 |
83.11 |
83.31 |
|