NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
80.00 |
81.32 |
1.32 |
1.7% |
80.66 |
| High |
81.60 |
81.47 |
-0.13 |
-0.2% |
81.15 |
| Low |
79.81 |
80.14 |
0.33 |
0.4% |
77.44 |
| Close |
81.26 |
80.63 |
-0.63 |
-0.8% |
80.01 |
| Range |
1.79 |
1.33 |
-0.46 |
-25.7% |
3.71 |
| ATR |
2.30 |
2.23 |
-0.07 |
-3.0% |
0.00 |
| Volume |
75,318 |
76,361 |
1,043 |
1.4% |
347,471 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.74 |
84.01 |
81.36 |
|
| R3 |
83.41 |
82.68 |
81.00 |
|
| R2 |
82.08 |
82.08 |
80.87 |
|
| R1 |
81.35 |
81.35 |
80.75 |
81.05 |
| PP |
80.75 |
80.75 |
80.75 |
80.60 |
| S1 |
80.02 |
80.02 |
80.51 |
79.72 |
| S2 |
79.42 |
79.42 |
80.39 |
|
| S3 |
78.09 |
78.69 |
80.26 |
|
| S4 |
76.76 |
77.36 |
79.90 |
|
|
| 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 |
81.60 |
78.24 |
3.36 |
4.2% |
2.09 |
2.6% |
71% |
False |
False |
82,482 |
| 10 |
81.60 |
77.44 |
4.16 |
5.2% |
2.11 |
2.6% |
77% |
False |
False |
74,016 |
| 20 |
81.60 |
70.28 |
11.32 |
14.0% |
2.48 |
3.1% |
91% |
False |
False |
69,619 |
| 40 |
85.43 |
70.28 |
15.15 |
18.8% |
2.21 |
2.7% |
68% |
False |
False |
49,200 |
| 60 |
85.43 |
70.28 |
15.15 |
18.8% |
2.02 |
2.5% |
68% |
False |
False |
36,474 |
| 80 |
85.43 |
70.28 |
15.15 |
18.8% |
2.00 |
2.5% |
68% |
False |
False |
29,171 |
| 100 |
85.43 |
70.28 |
15.15 |
18.8% |
1.90 |
2.4% |
68% |
False |
False |
24,371 |
| 120 |
85.43 |
68.84 |
16.59 |
20.6% |
1.76 |
2.2% |
71% |
False |
False |
20,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.12 |
|
2.618 |
84.95 |
|
1.618 |
83.62 |
|
1.000 |
82.80 |
|
0.618 |
82.29 |
|
HIGH |
81.47 |
|
0.618 |
80.96 |
|
0.500 |
80.81 |
|
0.382 |
80.65 |
|
LOW |
80.14 |
|
0.618 |
79.32 |
|
1.000 |
78.81 |
|
1.618 |
77.99 |
|
2.618 |
76.66 |
|
4.250 |
74.49 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.81 |
80.47 |
| PP |
80.75 |
80.30 |
| S1 |
80.69 |
80.14 |
|