NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
79.84 |
78.88 |
-0.96 |
-1.2% |
80.30 |
| High |
80.62 |
80.95 |
0.33 |
0.4% |
80.78 |
| Low |
78.06 |
78.26 |
0.20 |
0.3% |
77.05 |
| Close |
78.70 |
79.68 |
0.98 |
1.2% |
79.66 |
| Range |
2.56 |
2.69 |
0.13 |
5.1% |
3.73 |
| ATR |
2.38 |
2.40 |
0.02 |
0.9% |
0.00 |
| Volume |
319,038 |
298,718 |
-20,320 |
-6.4% |
1,505,812 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.70 |
86.38 |
81.16 |
|
| R3 |
85.01 |
83.69 |
80.42 |
|
| R2 |
82.32 |
82.32 |
80.17 |
|
| R1 |
81.00 |
81.00 |
79.93 |
81.66 |
| PP |
79.63 |
79.63 |
79.63 |
79.96 |
| S1 |
78.31 |
78.31 |
79.43 |
78.97 |
| S2 |
76.94 |
76.94 |
79.19 |
|
| S3 |
74.25 |
75.62 |
78.94 |
|
| S4 |
71.56 |
72.93 |
78.20 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.35 |
88.74 |
81.71 |
|
| R3 |
86.62 |
85.01 |
80.69 |
|
| R2 |
82.89 |
82.89 |
80.34 |
|
| R1 |
81.28 |
81.28 |
80.00 |
80.22 |
| PP |
79.16 |
79.16 |
79.16 |
78.64 |
| S1 |
77.55 |
77.55 |
79.32 |
76.49 |
| S2 |
75.43 |
75.43 |
78.98 |
|
| S3 |
71.70 |
73.82 |
78.63 |
|
| S4 |
67.97 |
70.09 |
77.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.95 |
77.05 |
3.90 |
4.9% |
2.59 |
3.3% |
67% |
True |
False |
313,996 |
| 10 |
80.95 |
76.71 |
4.24 |
5.3% |
2.27 |
2.9% |
70% |
True |
False |
265,643 |
| 20 |
80.95 |
69.80 |
11.15 |
14.0% |
2.60 |
3.3% |
89% |
True |
False |
205,805 |
| 40 |
84.96 |
69.80 |
15.16 |
19.0% |
2.26 |
2.8% |
65% |
False |
False |
132,762 |
| 60 |
84.96 |
69.80 |
15.16 |
19.0% |
2.10 |
2.6% |
65% |
False |
False |
95,348 |
| 80 |
84.96 |
69.80 |
15.16 |
19.0% |
2.10 |
2.6% |
65% |
False |
False |
73,868 |
| 100 |
84.96 |
69.80 |
15.16 |
19.0% |
2.07 |
2.6% |
65% |
False |
False |
60,223 |
| 120 |
84.96 |
68.38 |
16.58 |
20.8% |
1.96 |
2.5% |
68% |
False |
False |
50,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.38 |
|
2.618 |
87.99 |
|
1.618 |
85.30 |
|
1.000 |
83.64 |
|
0.618 |
82.61 |
|
HIGH |
80.95 |
|
0.618 |
79.92 |
|
0.500 |
79.61 |
|
0.382 |
79.29 |
|
LOW |
78.26 |
|
0.618 |
76.60 |
|
1.000 |
75.57 |
|
1.618 |
73.91 |
|
2.618 |
71.22 |
|
4.250 |
66.83 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.66 |
79.58 |
| PP |
79.63 |
79.48 |
| S1 |
79.61 |
79.39 |
|