NYMEX Light Sweet Crude Oil Future November 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 |
82.77 |
84.06 |
1.29 |
1.6% |
81.05 |
| High |
82.95 |
84.26 |
1.31 |
1.6% |
84.26 |
| Low |
82.26 |
83.12 |
0.86 |
1.0% |
80.45 |
| Close |
82.77 |
84.06 |
1.29 |
1.6% |
84.06 |
| Range |
0.69 |
1.14 |
0.45 |
65.2% |
3.81 |
| ATR |
1.41 |
1.42 |
0.01 |
0.4% |
0.00 |
| Volume |
8,407 |
4,606 |
-3,801 |
-45.2% |
25,679 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.23 |
86.79 |
84.69 |
|
| R3 |
86.09 |
85.65 |
84.37 |
|
| R2 |
84.95 |
84.95 |
84.27 |
|
| R1 |
84.51 |
84.51 |
84.16 |
84.63 |
| PP |
83.81 |
83.81 |
83.81 |
83.88 |
| S1 |
83.37 |
83.37 |
83.96 |
83.49 |
| S2 |
82.67 |
82.67 |
83.85 |
|
| S3 |
81.53 |
82.23 |
83.75 |
|
| S4 |
80.39 |
81.09 |
83.43 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.35 |
93.02 |
86.16 |
|
| R3 |
90.54 |
89.21 |
85.11 |
|
| R2 |
86.73 |
86.73 |
84.76 |
|
| R1 |
85.40 |
85.40 |
84.41 |
86.07 |
| PP |
82.92 |
82.92 |
82.92 |
83.26 |
| S1 |
81.59 |
81.59 |
83.71 |
82.26 |
| S2 |
79.11 |
79.11 |
83.36 |
|
| S3 |
75.30 |
77.78 |
83.01 |
|
| S4 |
71.49 |
73.97 |
81.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.11 |
|
2.618 |
87.24 |
|
1.618 |
86.10 |
|
1.000 |
85.40 |
|
0.618 |
84.96 |
|
HIGH |
84.26 |
|
0.618 |
83.82 |
|
0.500 |
83.69 |
|
0.382 |
83.56 |
|
LOW |
83.12 |
|
0.618 |
82.42 |
|
1.000 |
81.98 |
|
1.618 |
81.28 |
|
2.618 |
80.14 |
|
4.250 |
78.28 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.94 |
83.79 |
| PP |
83.81 |
83.53 |
| S1 |
83.69 |
83.26 |
|