NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.11 |
82.29 |
1.18 |
1.5% |
81.85 |
High |
82.37 |
82.52 |
0.15 |
0.2% |
82.17 |
Low |
80.09 |
81.02 |
0.93 |
1.2% |
78.62 |
Close |
81.11 |
82.29 |
1.18 |
1.5% |
81.01 |
Range |
2.28 |
1.50 |
-0.78 |
-34.2% |
3.55 |
ATR |
1.97 |
1.93 |
-0.03 |
-1.7% |
0.00 |
Volume |
6,414 |
6,365 |
-49 |
-0.8% |
42,116 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.44 |
85.87 |
83.12 |
|
R3 |
84.94 |
84.37 |
82.70 |
|
R2 |
83.44 |
83.44 |
82.57 |
|
R1 |
82.87 |
82.87 |
82.43 |
83.04 |
PP |
81.94 |
81.94 |
81.94 |
82.03 |
S1 |
81.37 |
81.37 |
82.15 |
81.54 |
S2 |
80.44 |
80.44 |
82.02 |
|
S3 |
78.94 |
79.87 |
81.88 |
|
S4 |
77.44 |
78.37 |
81.47 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.25 |
89.68 |
82.96 |
|
R3 |
87.70 |
86.13 |
81.99 |
|
R2 |
84.15 |
84.15 |
81.66 |
|
R1 |
82.58 |
82.58 |
81.34 |
81.59 |
PP |
80.60 |
80.60 |
80.60 |
80.11 |
S1 |
79.03 |
79.03 |
80.68 |
78.04 |
S2 |
77.05 |
77.05 |
80.36 |
|
S3 |
73.50 |
75.48 |
80.03 |
|
S4 |
69.95 |
71.93 |
79.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.52 |
78.62 |
3.90 |
4.7% |
2.17 |
2.6% |
94% |
True |
False |
6,939 |
10 |
82.52 |
78.62 |
3.90 |
4.7% |
1.83 |
2.2% |
94% |
True |
False |
7,295 |
20 |
82.52 |
72.04 |
10.48 |
12.7% |
2.04 |
2.5% |
98% |
True |
False |
6,892 |
40 |
86.58 |
72.04 |
14.54 |
17.7% |
1.68 |
2.0% |
70% |
False |
False |
5,409 |
60 |
86.58 |
72.04 |
14.54 |
17.7% |
1.44 |
1.7% |
70% |
False |
False |
4,239 |
80 |
86.58 |
72.04 |
14.54 |
17.7% |
1.25 |
1.5% |
70% |
False |
False |
3,760 |
100 |
86.58 |
72.04 |
14.54 |
17.7% |
1.19 |
1.4% |
70% |
False |
False |
3,376 |
120 |
86.58 |
70.69 |
15.89 |
19.3% |
1.11 |
1.3% |
73% |
False |
False |
3,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.90 |
2.618 |
86.45 |
1.618 |
84.95 |
1.000 |
84.02 |
0.618 |
83.45 |
HIGH |
82.52 |
0.618 |
81.95 |
0.500 |
81.77 |
0.382 |
81.59 |
LOW |
81.02 |
0.618 |
80.09 |
1.000 |
79.52 |
1.618 |
78.59 |
2.618 |
77.09 |
4.250 |
74.65 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.12 |
81.87 |
PP |
81.94 |
81.46 |
S1 |
81.77 |
81.04 |
|