NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
83.00 |
83.21 |
0.21 |
0.3% |
81.55 |
| High |
84.00 |
83.49 |
-0.51 |
-0.6% |
83.60 |
| Low |
82.63 |
81.99 |
-0.64 |
-0.8% |
79.56 |
| Close |
83.63 |
83.14 |
-0.49 |
-0.6% |
83.18 |
| Range |
1.37 |
1.50 |
0.13 |
9.5% |
4.04 |
| ATR |
1.82 |
1.81 |
-0.01 |
-0.7% |
0.00 |
| Volume |
9,093 |
9,116 |
23 |
0.3% |
47,643 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.37 |
86.76 |
83.97 |
|
| R3 |
85.87 |
85.26 |
83.55 |
|
| R2 |
84.37 |
84.37 |
83.42 |
|
| R1 |
83.76 |
83.76 |
83.28 |
83.32 |
| PP |
82.87 |
82.87 |
82.87 |
82.65 |
| S1 |
82.26 |
82.26 |
83.00 |
81.82 |
| S2 |
81.37 |
81.37 |
82.87 |
|
| S3 |
79.87 |
80.76 |
82.73 |
|
| S4 |
78.37 |
79.26 |
82.32 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.23 |
92.75 |
85.40 |
|
| R3 |
90.19 |
88.71 |
84.29 |
|
| R2 |
86.15 |
86.15 |
83.92 |
|
| R1 |
84.67 |
84.67 |
83.55 |
85.41 |
| PP |
82.11 |
82.11 |
82.11 |
82.49 |
| S1 |
80.63 |
80.63 |
82.81 |
81.37 |
| S2 |
78.07 |
78.07 |
82.44 |
|
| S3 |
74.03 |
76.59 |
82.07 |
|
| S4 |
69.99 |
72.55 |
80.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.00 |
81.02 |
2.98 |
3.6% |
1.33 |
1.6% |
71% |
False |
False |
10,043 |
| 10 |
84.00 |
78.62 |
5.38 |
6.5% |
1.77 |
2.1% |
84% |
False |
False |
8,892 |
| 20 |
84.00 |
73.85 |
10.15 |
12.2% |
1.78 |
2.1% |
92% |
False |
False |
7,320 |
| 40 |
86.58 |
72.04 |
14.54 |
17.5% |
1.73 |
2.1% |
76% |
False |
False |
6,273 |
| 60 |
86.58 |
72.04 |
14.54 |
17.5% |
1.41 |
1.7% |
76% |
False |
False |
4,714 |
| 80 |
86.58 |
72.04 |
14.54 |
17.5% |
1.27 |
1.5% |
76% |
False |
False |
4,182 |
| 100 |
86.58 |
72.04 |
14.54 |
17.5% |
1.20 |
1.4% |
76% |
False |
False |
3,759 |
| 120 |
86.58 |
70.69 |
15.89 |
19.1% |
1.13 |
1.4% |
78% |
False |
False |
3,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.87 |
|
2.618 |
87.42 |
|
1.618 |
85.92 |
|
1.000 |
84.99 |
|
0.618 |
84.42 |
|
HIGH |
83.49 |
|
0.618 |
82.92 |
|
0.500 |
82.74 |
|
0.382 |
82.56 |
|
LOW |
81.99 |
|
0.618 |
81.06 |
|
1.000 |
80.49 |
|
1.618 |
79.56 |
|
2.618 |
78.06 |
|
4.250 |
75.62 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.01 |
83.09 |
| PP |
82.87 |
83.04 |
| S1 |
82.74 |
83.00 |
|