NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.69 |
81.50 |
-0.19 |
-0.2% |
80.67 |
| High |
81.81 |
82.89 |
1.08 |
1.3% |
82.89 |
| Low |
80.60 |
81.36 |
0.76 |
0.9% |
78.84 |
| Close |
81.10 |
82.37 |
1.27 |
1.6% |
82.37 |
| Range |
1.21 |
1.53 |
0.32 |
26.4% |
4.05 |
| ATR |
2.17 |
2.14 |
-0.03 |
-1.2% |
0.00 |
| Volume |
53,914 |
64,995 |
11,081 |
20.6% |
263,986 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.80 |
86.11 |
83.21 |
|
| R3 |
85.27 |
84.58 |
82.79 |
|
| R2 |
83.74 |
83.74 |
82.65 |
|
| R1 |
83.05 |
83.05 |
82.51 |
83.40 |
| PP |
82.21 |
82.21 |
82.21 |
82.38 |
| S1 |
81.52 |
81.52 |
82.23 |
81.87 |
| S2 |
80.68 |
80.68 |
82.09 |
|
| S3 |
79.15 |
79.99 |
81.95 |
|
| S4 |
77.62 |
78.46 |
81.53 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.52 |
91.99 |
84.60 |
|
| R3 |
89.47 |
87.94 |
83.48 |
|
| R2 |
85.42 |
85.42 |
83.11 |
|
| R1 |
83.89 |
83.89 |
82.74 |
84.66 |
| PP |
81.37 |
81.37 |
81.37 |
81.75 |
| S1 |
79.84 |
79.84 |
82.00 |
80.61 |
| S2 |
77.32 |
77.32 |
81.63 |
|
| S3 |
73.27 |
75.79 |
81.26 |
|
| S4 |
69.22 |
71.74 |
80.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.89 |
78.84 |
4.05 |
4.9% |
1.90 |
2.3% |
87% |
True |
False |
52,797 |
| 10 |
82.89 |
77.84 |
5.05 |
6.1% |
1.97 |
2.4% |
90% |
True |
False |
47,303 |
| 20 |
82.89 |
70.75 |
12.14 |
14.7% |
2.24 |
2.7% |
96% |
True |
False |
46,682 |
| 40 |
85.95 |
70.75 |
15.20 |
18.5% |
2.14 |
2.6% |
76% |
False |
False |
39,340 |
| 60 |
85.95 |
70.75 |
15.20 |
18.5% |
2.00 |
2.4% |
76% |
False |
False |
33,127 |
| 80 |
85.95 |
70.75 |
15.20 |
18.5% |
2.03 |
2.5% |
76% |
False |
False |
29,398 |
| 100 |
85.95 |
70.75 |
15.20 |
18.5% |
2.04 |
2.5% |
76% |
False |
False |
26,522 |
| 120 |
85.95 |
69.40 |
16.55 |
20.1% |
2.02 |
2.5% |
78% |
False |
False |
24,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.39 |
|
2.618 |
86.90 |
|
1.618 |
85.37 |
|
1.000 |
84.42 |
|
0.618 |
83.84 |
|
HIGH |
82.89 |
|
0.618 |
82.31 |
|
0.500 |
82.13 |
|
0.382 |
81.94 |
|
LOW |
81.36 |
|
0.618 |
80.41 |
|
1.000 |
79.83 |
|
1.618 |
78.88 |
|
2.618 |
77.35 |
|
4.250 |
74.86 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.29 |
82.10 |
| PP |
82.21 |
81.83 |
| S1 |
82.13 |
81.57 |
|