NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
78.75 |
80.38 |
1.63 |
2.1% |
80.66 |
| High |
80.38 |
80.98 |
0.60 |
0.7% |
81.15 |
| Low |
78.24 |
78.44 |
0.20 |
0.3% |
77.44 |
| Close |
80.01 |
79.08 |
-0.93 |
-1.2% |
80.01 |
| Range |
2.14 |
2.54 |
0.40 |
18.7% |
3.71 |
| ATR |
2.30 |
2.31 |
0.02 |
0.8% |
0.00 |
| Volume |
71,581 |
104,180 |
32,599 |
45.5% |
347,471 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.12 |
85.64 |
80.48 |
|
| R3 |
84.58 |
83.10 |
79.78 |
|
| R2 |
82.04 |
82.04 |
79.55 |
|
| R1 |
80.56 |
80.56 |
79.31 |
80.03 |
| PP |
79.50 |
79.50 |
79.50 |
79.24 |
| S1 |
78.02 |
78.02 |
78.85 |
77.49 |
| S2 |
76.96 |
76.96 |
78.61 |
|
| S3 |
74.42 |
75.48 |
78.38 |
|
| S4 |
71.88 |
72.94 |
77.68 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.66 |
89.05 |
82.05 |
|
| R3 |
86.95 |
85.34 |
81.03 |
|
| R2 |
83.24 |
83.24 |
80.69 |
|
| R1 |
81.63 |
81.63 |
80.35 |
80.58 |
| PP |
79.53 |
79.53 |
79.53 |
79.01 |
| S1 |
77.92 |
77.92 |
79.67 |
76.87 |
| S2 |
75.82 |
75.82 |
79.33 |
|
| S3 |
72.11 |
74.21 |
78.99 |
|
| S4 |
68.40 |
70.50 |
77.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.98 |
77.44 |
3.54 |
4.5% |
2.43 |
3.1% |
46% |
True |
False |
79,003 |
| 10 |
81.15 |
74.58 |
6.57 |
8.3% |
2.32 |
2.9% |
68% |
False |
False |
65,140 |
| 20 |
81.15 |
70.28 |
10.87 |
13.7% |
2.54 |
3.2% |
81% |
False |
False |
62,545 |
| 40 |
85.43 |
70.28 |
15.15 |
19.2% |
2.16 |
2.7% |
58% |
False |
False |
44,136 |
| 60 |
85.43 |
70.28 |
15.15 |
19.2% |
2.01 |
2.5% |
58% |
False |
False |
33,164 |
| 80 |
85.43 |
70.28 |
15.15 |
19.2% |
1.98 |
2.5% |
58% |
False |
False |
26,440 |
| 100 |
85.43 |
70.28 |
15.15 |
19.2% |
1.88 |
2.4% |
58% |
False |
False |
22,084 |
| 120 |
85.43 |
68.84 |
16.59 |
21.0% |
1.72 |
2.2% |
62% |
False |
False |
18,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.78 |
|
2.618 |
87.63 |
|
1.618 |
85.09 |
|
1.000 |
83.52 |
|
0.618 |
82.55 |
|
HIGH |
80.98 |
|
0.618 |
80.01 |
|
0.500 |
79.71 |
|
0.382 |
79.41 |
|
LOW |
78.44 |
|
0.618 |
76.87 |
|
1.000 |
75.90 |
|
1.618 |
74.33 |
|
2.618 |
71.79 |
|
4.250 |
67.65 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.71 |
79.21 |
| PP |
79.50 |
79.17 |
| S1 |
79.29 |
79.12 |
|