NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
83.18 |
83.00 |
-0.18 |
-0.2% |
81.55 |
| High |
83.60 |
84.00 |
0.40 |
0.5% |
83.60 |
| Low |
82.27 |
82.63 |
0.36 |
0.4% |
79.56 |
| Close |
83.18 |
83.63 |
0.45 |
0.5% |
83.18 |
| Range |
1.33 |
1.37 |
0.04 |
3.0% |
4.04 |
| ATR |
1.85 |
1.82 |
-0.03 |
-1.9% |
0.00 |
| Volume |
12,648 |
9,093 |
-3,555 |
-28.1% |
47,643 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.53 |
86.95 |
84.38 |
|
| R3 |
86.16 |
85.58 |
84.01 |
|
| R2 |
84.79 |
84.79 |
83.88 |
|
| R1 |
84.21 |
84.21 |
83.76 |
84.50 |
| PP |
83.42 |
83.42 |
83.42 |
83.57 |
| S1 |
82.84 |
82.84 |
83.50 |
83.13 |
| S2 |
82.05 |
82.05 |
83.38 |
|
| S3 |
80.68 |
81.47 |
83.25 |
|
| S4 |
79.31 |
80.10 |
82.88 |
|
|
| 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 |
84.00 |
80.09 |
3.91 |
4.7% |
1.49 |
1.8% |
91% |
True |
False |
9,502 |
| 10 |
84.00 |
78.62 |
5.38 |
6.4% |
1.72 |
2.1% |
93% |
True |
False |
9,015 |
| 20 |
84.00 |
73.16 |
10.84 |
13.0% |
1.77 |
2.1% |
97% |
True |
False |
7,689 |
| 40 |
86.58 |
72.04 |
14.54 |
17.4% |
1.71 |
2.0% |
80% |
False |
False |
6,072 |
| 60 |
86.58 |
72.04 |
14.54 |
17.4% |
1.42 |
1.7% |
80% |
False |
False |
4,648 |
| 80 |
86.58 |
72.04 |
14.54 |
17.4% |
1.26 |
1.5% |
80% |
False |
False |
4,091 |
| 100 |
86.58 |
72.04 |
14.54 |
17.4% |
1.19 |
1.4% |
80% |
False |
False |
3,675 |
| 120 |
86.58 |
70.69 |
15.89 |
19.0% |
1.11 |
1.3% |
81% |
False |
False |
3,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.82 |
|
2.618 |
87.59 |
|
1.618 |
86.22 |
|
1.000 |
85.37 |
|
0.618 |
84.85 |
|
HIGH |
84.00 |
|
0.618 |
83.48 |
|
0.500 |
83.32 |
|
0.382 |
83.15 |
|
LOW |
82.63 |
|
0.618 |
81.78 |
|
1.000 |
81.26 |
|
1.618 |
80.41 |
|
2.618 |
79.04 |
|
4.250 |
76.81 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.53 |
83.32 |
| PP |
83.42 |
83.00 |
| S1 |
83.32 |
82.69 |
|