NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.88 |
83.18 |
1.30 |
1.6% |
81.55 |
High |
82.34 |
83.60 |
1.26 |
1.5% |
83.60 |
Low |
81.37 |
82.27 |
0.90 |
1.1% |
79.56 |
Close |
81.88 |
83.18 |
1.30 |
1.6% |
83.18 |
Range |
0.97 |
1.33 |
0.36 |
37.1% |
4.04 |
ATR |
1.86 |
1.85 |
-0.01 |
-0.6% |
0.00 |
Volume |
12,994 |
12,648 |
-346 |
-2.7% |
47,643 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.01 |
86.42 |
83.91 |
|
R3 |
85.68 |
85.09 |
83.55 |
|
R2 |
84.35 |
84.35 |
83.42 |
|
R1 |
83.76 |
83.76 |
83.30 |
83.85 |
PP |
83.02 |
83.02 |
83.02 |
83.06 |
S1 |
82.43 |
82.43 |
83.06 |
82.52 |
S2 |
81.69 |
81.69 |
82.94 |
|
S3 |
80.36 |
81.10 |
82.81 |
|
S4 |
79.03 |
79.77 |
82.45 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.23 |
92.75 |
85.40 |
|
R3 |
90.19 |
88.71 |
84.29 |
|
R2 |
86.15 |
86.15 |
83.92 |
|
R1 |
84.67 |
84.67 |
83.55 |
85.41 |
PP |
82.11 |
82.11 |
82.11 |
82.49 |
S1 |
80.63 |
80.63 |
82.81 |
81.37 |
S2 |
78.07 |
78.07 |
82.44 |
|
S3 |
74.03 |
76.59 |
82.07 |
|
S4 |
69.99 |
72.55 |
80.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.60 |
79.56 |
4.04 |
4.9% |
1.66 |
2.0% |
90% |
True |
False |
9,528 |
10 |
83.60 |
78.62 |
4.98 |
6.0% |
1.67 |
2.0% |
92% |
True |
False |
8,975 |
20 |
83.60 |
72.04 |
11.56 |
13.9% |
1.90 |
2.3% |
96% |
True |
False |
7,604 |
40 |
86.58 |
72.04 |
14.54 |
17.5% |
1.69 |
2.0% |
77% |
False |
False |
5,935 |
60 |
86.58 |
72.04 |
14.54 |
17.5% |
1.43 |
1.7% |
77% |
False |
False |
4,529 |
80 |
86.58 |
72.04 |
14.54 |
17.5% |
1.27 |
1.5% |
77% |
False |
False |
4,002 |
100 |
86.58 |
72.04 |
14.54 |
17.5% |
1.18 |
1.4% |
77% |
False |
False |
3,603 |
120 |
86.58 |
70.69 |
15.89 |
19.1% |
1.11 |
1.3% |
79% |
False |
False |
3,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.25 |
2.618 |
87.08 |
1.618 |
85.75 |
1.000 |
84.93 |
0.618 |
84.42 |
HIGH |
83.60 |
0.618 |
83.09 |
0.500 |
82.94 |
0.382 |
82.78 |
LOW |
82.27 |
0.618 |
81.45 |
1.000 |
80.94 |
1.618 |
80.12 |
2.618 |
78.79 |
4.250 |
76.62 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.10 |
82.89 |
PP |
83.02 |
82.60 |
S1 |
82.94 |
82.31 |
|