NYMEX Light Sweet Crude Oil Future April 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 |
78.88 |
79.64 |
0.76 |
1.0% |
80.30 |
| High |
80.95 |
81.23 |
0.28 |
0.3% |
80.78 |
| Low |
78.26 |
79.44 |
1.18 |
1.5% |
77.05 |
| Close |
79.68 |
80.87 |
1.19 |
1.5% |
79.66 |
| Range |
2.69 |
1.79 |
-0.90 |
-33.5% |
3.73 |
| ATR |
2.40 |
2.36 |
-0.04 |
-1.8% |
0.00 |
| Volume |
298,718 |
301,698 |
2,980 |
1.0% |
1,505,812 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.88 |
85.17 |
81.85 |
|
| R3 |
84.09 |
83.38 |
81.36 |
|
| R2 |
82.30 |
82.30 |
81.20 |
|
| R1 |
81.59 |
81.59 |
81.03 |
81.95 |
| PP |
80.51 |
80.51 |
80.51 |
80.69 |
| S1 |
79.80 |
79.80 |
80.71 |
80.16 |
| S2 |
78.72 |
78.72 |
80.54 |
|
| S3 |
76.93 |
78.01 |
80.38 |
|
| S4 |
75.14 |
76.22 |
79.89 |
|
|
| 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 |
81.23 |
77.05 |
4.18 |
5.2% |
2.51 |
3.1% |
91% |
True |
False |
310,960 |
| 10 |
81.23 |
76.71 |
4.52 |
5.6% |
2.32 |
2.9% |
92% |
True |
False |
279,341 |
| 20 |
81.23 |
69.80 |
11.43 |
14.1% |
2.54 |
3.1% |
97% |
True |
False |
217,732 |
| 40 |
84.96 |
69.80 |
15.16 |
18.7% |
2.26 |
2.8% |
73% |
False |
False |
139,871 |
| 60 |
84.96 |
69.80 |
15.16 |
18.7% |
2.11 |
2.6% |
73% |
False |
False |
100,069 |
| 80 |
84.96 |
69.80 |
15.16 |
18.7% |
2.10 |
2.6% |
73% |
False |
False |
77,533 |
| 100 |
84.96 |
69.80 |
15.16 |
18.7% |
2.07 |
2.6% |
73% |
False |
False |
63,206 |
| 120 |
84.96 |
68.38 |
16.58 |
20.5% |
1.97 |
2.4% |
75% |
False |
False |
53,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.84 |
|
2.618 |
85.92 |
|
1.618 |
84.13 |
|
1.000 |
83.02 |
|
0.618 |
82.34 |
|
HIGH |
81.23 |
|
0.618 |
80.55 |
|
0.500 |
80.34 |
|
0.382 |
80.12 |
|
LOW |
79.44 |
|
0.618 |
78.33 |
|
1.000 |
77.65 |
|
1.618 |
76.54 |
|
2.618 |
74.75 |
|
4.250 |
71.83 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.69 |
80.46 |
| PP |
80.51 |
80.05 |
| S1 |
80.34 |
79.65 |
|