NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.85 |
81.05 |
-0.80 |
-1.0% |
82.70 |
| High |
81.95 |
82.57 |
0.62 |
0.8% |
82.94 |
| Low |
80.73 |
80.45 |
-0.28 |
-0.3% |
79.48 |
| Close |
81.85 |
81.05 |
-0.80 |
-1.0% |
81.85 |
| Range |
1.22 |
2.12 |
0.90 |
73.8% |
3.46 |
| ATR |
|
|
|
|
|
| Volume |
3,370 |
4,985 |
1,615 |
47.9% |
19,035 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.72 |
86.50 |
82.22 |
|
| R3 |
85.60 |
84.38 |
81.63 |
|
| R2 |
83.48 |
83.48 |
81.44 |
|
| R1 |
82.26 |
82.26 |
81.24 |
82.11 |
| PP |
81.36 |
81.36 |
81.36 |
81.28 |
| S1 |
80.14 |
80.14 |
80.86 |
79.99 |
| S2 |
79.24 |
79.24 |
80.66 |
|
| S3 |
77.12 |
78.02 |
80.47 |
|
| S4 |
75.00 |
75.90 |
79.88 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.80 |
90.29 |
83.75 |
|
| R3 |
88.34 |
86.83 |
82.80 |
|
| R2 |
84.88 |
84.88 |
82.48 |
|
| R1 |
83.37 |
83.37 |
82.17 |
82.40 |
| PP |
81.42 |
81.42 |
81.42 |
80.94 |
| S1 |
79.91 |
79.91 |
81.53 |
78.94 |
| S2 |
77.96 |
77.96 |
81.22 |
|
| S3 |
74.50 |
76.45 |
80.90 |
|
| S4 |
71.04 |
72.99 |
79.95 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.58 |
|
2.618 |
88.12 |
|
1.618 |
86.00 |
|
1.000 |
84.69 |
|
0.618 |
83.88 |
|
HIGH |
82.57 |
|
0.618 |
81.76 |
|
0.500 |
81.51 |
|
0.382 |
81.26 |
|
LOW |
80.45 |
|
0.618 |
79.14 |
|
1.000 |
78.33 |
|
1.618 |
77.02 |
|
2.618 |
74.90 |
|
4.250 |
71.44 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.51 |
81.04 |
| PP |
81.36 |
81.03 |
| S1 |
81.20 |
81.03 |
|