NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
83.21 |
83.55 |
0.34 |
0.4% |
81.55 |
High |
83.49 |
84.50 |
1.01 |
1.2% |
83.60 |
Low |
81.99 |
82.66 |
0.67 |
0.8% |
79.56 |
Close |
83.14 |
83.55 |
0.41 |
0.5% |
83.18 |
Range |
1.50 |
1.84 |
0.34 |
22.7% |
4.04 |
ATR |
1.81 |
1.81 |
0.00 |
0.1% |
0.00 |
Volume |
9,116 |
12,226 |
3,110 |
34.1% |
47,643 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.09 |
88.16 |
84.56 |
|
R3 |
87.25 |
86.32 |
84.06 |
|
R2 |
85.41 |
85.41 |
83.89 |
|
R1 |
84.48 |
84.48 |
83.72 |
84.47 |
PP |
83.57 |
83.57 |
83.57 |
83.57 |
S1 |
82.64 |
82.64 |
83.38 |
82.63 |
S2 |
81.73 |
81.73 |
83.21 |
|
S3 |
79.89 |
80.80 |
83.04 |
|
S4 |
78.05 |
78.96 |
82.54 |
|
|
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 |
84.50 |
81.37 |
3.13 |
3.7% |
1.40 |
1.7% |
70% |
True |
False |
11,215 |
10 |
84.50 |
78.62 |
5.88 |
7.0% |
1.78 |
2.1% |
84% |
True |
False |
9,077 |
20 |
84.50 |
75.00 |
9.50 |
11.4% |
1.75 |
2.1% |
90% |
True |
False |
7,687 |
40 |
85.00 |
72.04 |
12.96 |
15.5% |
1.74 |
2.1% |
89% |
False |
False |
6,518 |
60 |
86.58 |
72.04 |
14.54 |
17.4% |
1.43 |
1.7% |
79% |
False |
False |
4,890 |
80 |
86.58 |
72.04 |
14.54 |
17.4% |
1.29 |
1.5% |
79% |
False |
False |
4,291 |
100 |
86.58 |
72.04 |
14.54 |
17.4% |
1.22 |
1.5% |
79% |
False |
False |
3,857 |
120 |
86.58 |
70.69 |
15.89 |
19.0% |
1.12 |
1.3% |
81% |
False |
False |
3,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.32 |
2.618 |
89.32 |
1.618 |
87.48 |
1.000 |
86.34 |
0.618 |
85.64 |
HIGH |
84.50 |
0.618 |
83.80 |
0.500 |
83.58 |
0.382 |
83.36 |
LOW |
82.66 |
0.618 |
81.52 |
1.000 |
80.82 |
1.618 |
79.68 |
2.618 |
77.84 |
4.250 |
74.84 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.58 |
83.45 |
PP |
83.57 |
83.35 |
S1 |
83.56 |
83.25 |
|