NYMEX Light Sweet Crude Oil Future October 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 |
82.46 |
82.83 |
0.37 |
0.4% |
80.75 |
| High |
82.63 |
84.10 |
1.47 |
1.8% |
84.10 |
| Low |
81.94 |
82.83 |
0.89 |
1.1% |
80.15 |
| Close |
82.46 |
83.77 |
1.31 |
1.6% |
83.77 |
| Range |
0.69 |
1.27 |
0.58 |
84.1% |
3.95 |
| ATR |
1.73 |
1.72 |
-0.01 |
-0.4% |
0.00 |
| Volume |
6,235 |
4,895 |
-1,340 |
-21.5% |
25,950 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.38 |
86.84 |
84.47 |
|
| R3 |
86.11 |
85.57 |
84.12 |
|
| R2 |
84.84 |
84.84 |
84.00 |
|
| R1 |
84.30 |
84.30 |
83.89 |
84.57 |
| PP |
83.57 |
83.57 |
83.57 |
83.70 |
| S1 |
83.03 |
83.03 |
83.65 |
83.30 |
| S2 |
82.30 |
82.30 |
83.54 |
|
| S3 |
81.03 |
81.76 |
83.42 |
|
| S4 |
79.76 |
80.49 |
83.07 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.52 |
93.10 |
85.94 |
|
| R3 |
90.57 |
89.15 |
84.86 |
|
| R2 |
86.62 |
86.62 |
84.49 |
|
| R1 |
85.20 |
85.20 |
84.13 |
85.91 |
| PP |
82.67 |
82.67 |
82.67 |
83.03 |
| S1 |
81.25 |
81.25 |
83.41 |
81.96 |
| S2 |
78.72 |
78.72 |
83.05 |
|
| S3 |
74.77 |
77.30 |
82.68 |
|
| S4 |
70.82 |
73.35 |
81.60 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.50 |
|
2.618 |
87.42 |
|
1.618 |
86.15 |
|
1.000 |
85.37 |
|
0.618 |
84.88 |
|
HIGH |
84.10 |
|
0.618 |
83.61 |
|
0.500 |
83.47 |
|
0.382 |
83.32 |
|
LOW |
82.83 |
|
0.618 |
82.05 |
|
1.000 |
81.56 |
|
1.618 |
80.78 |
|
2.618 |
79.51 |
|
4.250 |
77.43 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.67 |
83.52 |
| PP |
83.57 |
83.27 |
| S1 |
83.47 |
83.02 |
|