NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.22 |
82.45 |
0.23 |
0.3% |
82.27 |
| High |
82.69 |
83.47 |
0.78 |
0.9% |
83.47 |
| Low |
81.67 |
80.89 |
-0.78 |
-1.0% |
80.57 |
| Close |
82.43 |
81.54 |
-0.89 |
-1.1% |
81.54 |
| Range |
1.02 |
2.58 |
1.56 |
152.9% |
2.90 |
| ATR |
2.06 |
2.09 |
0.04 |
1.8% |
0.00 |
| Volume |
181,314 |
159,699 |
-21,615 |
-11.9% |
707,234 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.71 |
88.20 |
82.96 |
|
| R3 |
87.13 |
85.62 |
82.25 |
|
| R2 |
84.55 |
84.55 |
82.01 |
|
| R1 |
83.04 |
83.04 |
81.78 |
82.51 |
| PP |
81.97 |
81.97 |
81.97 |
81.70 |
| S1 |
80.46 |
80.46 |
81.30 |
79.93 |
| S2 |
79.39 |
79.39 |
81.07 |
|
| S3 |
76.81 |
77.88 |
80.83 |
|
| S4 |
74.23 |
75.30 |
80.12 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.56 |
88.95 |
83.14 |
|
| R3 |
87.66 |
86.05 |
82.34 |
|
| R2 |
84.76 |
84.76 |
82.07 |
|
| R1 |
83.15 |
83.15 |
81.81 |
82.51 |
| PP |
81.86 |
81.86 |
81.86 |
81.54 |
| S1 |
80.25 |
80.25 |
81.27 |
79.61 |
| S2 |
78.96 |
78.96 |
81.01 |
|
| S3 |
76.06 |
77.35 |
80.74 |
|
| S4 |
73.16 |
74.45 |
79.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.47 |
80.57 |
2.90 |
3.6% |
1.83 |
2.2% |
33% |
True |
False |
141,446 |
| 10 |
83.47 |
78.44 |
5.03 |
6.2% |
1.91 |
2.3% |
62% |
True |
False |
115,027 |
| 20 |
83.47 |
73.62 |
9.85 |
12.1% |
2.11 |
2.6% |
80% |
True |
False |
89,282 |
| 40 |
83.47 |
70.28 |
13.19 |
16.2% |
2.20 |
2.7% |
85% |
True |
False |
66,327 |
| 60 |
85.43 |
70.28 |
15.15 |
18.6% |
2.01 |
2.5% |
74% |
False |
False |
48,523 |
| 80 |
85.43 |
70.28 |
15.15 |
18.6% |
1.99 |
2.4% |
74% |
False |
False |
38,844 |
| 100 |
85.43 |
70.28 |
15.15 |
18.6% |
1.94 |
2.4% |
74% |
False |
False |
32,170 |
| 120 |
85.43 |
68.84 |
16.59 |
20.3% |
1.82 |
2.2% |
77% |
False |
False |
27,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.44 |
|
2.618 |
90.22 |
|
1.618 |
87.64 |
|
1.000 |
86.05 |
|
0.618 |
85.06 |
|
HIGH |
83.47 |
|
0.618 |
82.48 |
|
0.500 |
82.18 |
|
0.382 |
81.88 |
|
LOW |
80.89 |
|
0.618 |
79.30 |
|
1.000 |
78.31 |
|
1.618 |
76.72 |
|
2.618 |
74.14 |
|
4.250 |
69.93 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.18 |
82.18 |
| PP |
81.97 |
81.97 |
| S1 |
81.75 |
81.75 |
|