NYMEX Light Sweet Crude Oil Future November 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 |
84.06 |
84.54 |
0.48 |
0.6% |
81.05 |
| High |
84.26 |
84.53 |
0.27 |
0.3% |
84.26 |
| Low |
83.12 |
83.65 |
0.53 |
0.6% |
80.45 |
| Close |
84.06 |
84.54 |
0.48 |
0.6% |
84.06 |
| Range |
1.14 |
0.88 |
-0.26 |
-22.8% |
3.81 |
| ATR |
1.42 |
1.38 |
-0.04 |
-2.7% |
0.00 |
| Volume |
4,606 |
4,021 |
-585 |
-12.7% |
25,679 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.88 |
86.59 |
85.02 |
|
| R3 |
86.00 |
85.71 |
84.78 |
|
| R2 |
85.12 |
85.12 |
84.70 |
|
| R1 |
84.83 |
84.83 |
84.62 |
84.98 |
| PP |
84.24 |
84.24 |
84.24 |
84.32 |
| S1 |
83.95 |
83.95 |
84.46 |
84.10 |
| S2 |
83.36 |
83.36 |
84.38 |
|
| S3 |
82.48 |
83.07 |
84.30 |
|
| S4 |
81.60 |
82.19 |
84.06 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.35 |
93.02 |
86.16 |
|
| R3 |
90.54 |
89.21 |
85.11 |
|
| R2 |
86.73 |
86.73 |
84.76 |
|
| R1 |
85.40 |
85.40 |
84.41 |
86.07 |
| PP |
82.92 |
82.92 |
82.92 |
83.26 |
| S1 |
81.59 |
81.59 |
83.71 |
82.26 |
| S2 |
79.11 |
79.11 |
83.36 |
|
| S3 |
75.30 |
77.78 |
83.01 |
|
| S4 |
71.49 |
73.97 |
81.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.27 |
|
2.618 |
86.83 |
|
1.618 |
85.95 |
|
1.000 |
85.41 |
|
0.618 |
85.07 |
|
HIGH |
84.53 |
|
0.618 |
84.19 |
|
0.500 |
84.09 |
|
0.382 |
83.99 |
|
LOW |
83.65 |
|
0.618 |
83.11 |
|
1.000 |
82.77 |
|
1.618 |
82.23 |
|
2.618 |
81.35 |
|
4.250 |
79.91 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.39 |
84.16 |
| PP |
84.24 |
83.78 |
| S1 |
84.09 |
83.40 |
|