NYMEX Light Sweet Crude Oil Future November 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 |
81.92 |
83.08 |
1.16 |
1.4% |
82.70 |
| High |
83.19 |
83.13 |
-0.06 |
-0.1% |
82.94 |
| Low |
81.73 |
82.63 |
0.90 |
1.1% |
79.48 |
| Close |
81.92 |
83.08 |
1.16 |
1.4% |
81.85 |
| Range |
1.46 |
0.50 |
-0.96 |
-65.8% |
3.46 |
| ATR |
1.48 |
1.46 |
-0.02 |
-1.3% |
0.00 |
| Volume |
2,851 |
4,830 |
1,979 |
69.4% |
19,035 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.45 |
84.26 |
83.36 |
|
| R3 |
83.95 |
83.76 |
83.22 |
|
| R2 |
83.45 |
83.45 |
83.17 |
|
| R1 |
83.26 |
83.26 |
83.13 |
83.33 |
| PP |
82.95 |
82.95 |
82.95 |
82.98 |
| S1 |
82.76 |
82.76 |
83.03 |
82.83 |
| S2 |
82.45 |
82.45 |
82.99 |
|
| S3 |
81.95 |
82.26 |
82.94 |
|
| S4 |
81.45 |
81.76 |
82.81 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.80 |
90.29 |
83.75 |
|
| R3 |
88.34 |
86.83 |
82.80 |
|
| R2 |
84.88 |
84.88 |
82.48 |
|
| R1 |
83.37 |
83.37 |
82.17 |
82.40 |
| PP |
81.42 |
81.42 |
81.42 |
80.94 |
| S1 |
79.91 |
79.91 |
81.53 |
78.94 |
| S2 |
77.96 |
77.96 |
81.22 |
|
| S3 |
74.50 |
76.45 |
80.90 |
|
| S4 |
71.04 |
72.99 |
79.95 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.26 |
|
2.618 |
84.44 |
|
1.618 |
83.94 |
|
1.000 |
83.63 |
|
0.618 |
83.44 |
|
HIGH |
83.13 |
|
0.618 |
82.94 |
|
0.500 |
82.88 |
|
0.382 |
82.82 |
|
LOW |
82.63 |
|
0.618 |
82.32 |
|
1.000 |
82.13 |
|
1.618 |
81.82 |
|
2.618 |
81.32 |
|
4.250 |
80.51 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.01 |
82.66 |
| PP |
82.95 |
82.24 |
| S1 |
82.88 |
81.82 |
|