NYMEX Light Sweet Crude Oil Future June 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 |
80.67 |
79.50 |
-1.17 |
-1.5% |
80.96 |
| High |
81.30 |
81.71 |
0.41 |
0.5% |
81.51 |
| Low |
78.84 |
79.11 |
0.27 |
0.3% |
77.84 |
| Close |
79.48 |
80.44 |
0.96 |
1.2% |
80.37 |
| Range |
2.46 |
2.60 |
0.14 |
5.7% |
3.67 |
| ATR |
2.26 |
2.28 |
0.02 |
1.1% |
0.00 |
| Volume |
56,453 |
45,362 |
-11,091 |
-19.6% |
209,049 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.22 |
86.93 |
81.87 |
|
| R3 |
85.62 |
84.33 |
81.16 |
|
| R2 |
83.02 |
83.02 |
80.92 |
|
| R1 |
81.73 |
81.73 |
80.68 |
82.38 |
| PP |
80.42 |
80.42 |
80.42 |
80.74 |
| S1 |
79.13 |
79.13 |
80.20 |
79.78 |
| S2 |
77.82 |
77.82 |
79.96 |
|
| S3 |
75.22 |
76.53 |
79.73 |
|
| S4 |
72.62 |
73.93 |
79.01 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.92 |
89.31 |
82.39 |
|
| R3 |
87.25 |
85.64 |
81.38 |
|
| R2 |
83.58 |
83.58 |
81.04 |
|
| R1 |
81.97 |
81.97 |
80.71 |
80.94 |
| PP |
79.91 |
79.91 |
79.91 |
79.39 |
| S1 |
78.30 |
78.30 |
80.03 |
77.27 |
| S2 |
76.24 |
76.24 |
79.70 |
|
| S3 |
72.57 |
74.63 |
79.36 |
|
| S4 |
68.90 |
70.96 |
78.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.71 |
77.84 |
3.87 |
4.8% |
2.44 |
3.0% |
67% |
True |
False |
44,559 |
| 10 |
81.71 |
77.69 |
4.02 |
5.0% |
2.13 |
2.6% |
68% |
True |
False |
42,239 |
| 20 |
81.71 |
70.75 |
10.96 |
13.6% |
2.47 |
3.1% |
88% |
True |
False |
43,570 |
| 40 |
85.95 |
70.75 |
15.20 |
18.9% |
2.15 |
2.7% |
64% |
False |
False |
36,979 |
| 60 |
85.95 |
70.75 |
15.20 |
18.9% |
2.03 |
2.5% |
64% |
False |
False |
31,604 |
| 80 |
85.95 |
70.75 |
15.20 |
18.9% |
2.04 |
2.5% |
64% |
False |
False |
27,930 |
| 100 |
85.95 |
70.75 |
15.20 |
18.9% |
2.06 |
2.6% |
64% |
False |
False |
25,281 |
| 120 |
85.95 |
69.40 |
16.55 |
20.6% |
2.03 |
2.5% |
67% |
False |
False |
23,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.76 |
|
2.618 |
88.52 |
|
1.618 |
85.92 |
|
1.000 |
84.31 |
|
0.618 |
83.32 |
|
HIGH |
81.71 |
|
0.618 |
80.72 |
|
0.500 |
80.41 |
|
0.382 |
80.10 |
|
LOW |
79.11 |
|
0.618 |
77.50 |
|
1.000 |
76.51 |
|
1.618 |
74.90 |
|
2.618 |
72.30 |
|
4.250 |
68.06 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.43 |
80.35 |
| PP |
80.42 |
80.27 |
| S1 |
80.41 |
80.18 |
|