NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.50 |
82.56 |
1.06 |
1.3% |
80.67 |
| High |
82.89 |
83.22 |
0.33 |
0.4% |
82.89 |
| Low |
81.36 |
81.71 |
0.35 |
0.4% |
78.84 |
| Close |
82.37 |
82.78 |
0.41 |
0.5% |
82.37 |
| Range |
1.53 |
1.51 |
-0.02 |
-1.3% |
4.05 |
| ATR |
2.14 |
2.10 |
-0.05 |
-2.1% |
0.00 |
| Volume |
64,995 |
50,594 |
-14,401 |
-22.2% |
263,986 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.10 |
86.45 |
83.61 |
|
| R3 |
85.59 |
84.94 |
83.20 |
|
| R2 |
84.08 |
84.08 |
83.06 |
|
| R1 |
83.43 |
83.43 |
82.92 |
83.76 |
| PP |
82.57 |
82.57 |
82.57 |
82.73 |
| S1 |
81.92 |
81.92 |
82.64 |
82.25 |
| S2 |
81.06 |
81.06 |
82.50 |
|
| S3 |
79.55 |
80.41 |
82.36 |
|
| S4 |
78.04 |
78.90 |
81.95 |
|
|
| 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 |
83.22 |
79.11 |
4.11 |
5.0% |
1.71 |
2.1% |
89% |
True |
False |
51,625 |
| 10 |
83.22 |
77.84 |
5.38 |
6.5% |
2.02 |
2.4% |
92% |
True |
False |
47,119 |
| 20 |
83.22 |
72.08 |
11.14 |
13.5% |
2.09 |
2.5% |
96% |
True |
False |
46,133 |
| 40 |
85.95 |
70.75 |
15.20 |
18.4% |
2.15 |
2.6% |
79% |
False |
False |
39,608 |
| 60 |
85.95 |
70.75 |
15.20 |
18.4% |
1.99 |
2.4% |
79% |
False |
False |
33,492 |
| 80 |
85.95 |
70.75 |
15.20 |
18.4% |
2.02 |
2.4% |
79% |
False |
False |
29,852 |
| 100 |
85.95 |
70.75 |
15.20 |
18.4% |
2.04 |
2.5% |
79% |
False |
False |
26,941 |
| 120 |
85.95 |
69.40 |
16.55 |
20.0% |
2.02 |
2.4% |
81% |
False |
False |
24,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.64 |
|
2.618 |
87.17 |
|
1.618 |
85.66 |
|
1.000 |
84.73 |
|
0.618 |
84.15 |
|
HIGH |
83.22 |
|
0.618 |
82.64 |
|
0.500 |
82.47 |
|
0.382 |
82.29 |
|
LOW |
81.71 |
|
0.618 |
80.78 |
|
1.000 |
80.20 |
|
1.618 |
79.27 |
|
2.618 |
77.76 |
|
4.250 |
75.29 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.68 |
82.49 |
| PP |
82.57 |
82.20 |
| S1 |
82.47 |
81.91 |
|