NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.13 |
82.93 |
1.80 |
2.2% |
83.00 |
| High |
82.32 |
83.13 |
0.81 |
1.0% |
84.50 |
| Low |
80.51 |
80.74 |
0.23 |
0.3% |
81.99 |
| Close |
81.13 |
82.93 |
1.80 |
2.2% |
82.58 |
| Range |
1.81 |
2.39 |
0.58 |
32.0% |
2.51 |
| ATR |
1.79 |
1.84 |
0.04 |
2.4% |
0.00 |
| Volume |
9,345 |
5,611 |
-3,734 |
-40.0% |
50,948 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.44 |
88.57 |
84.24 |
|
| R3 |
87.05 |
86.18 |
83.59 |
|
| R2 |
84.66 |
84.66 |
83.37 |
|
| R1 |
83.79 |
83.79 |
83.15 |
84.13 |
| PP |
82.27 |
82.27 |
82.27 |
82.43 |
| S1 |
81.40 |
81.40 |
82.71 |
81.74 |
| S2 |
79.88 |
79.88 |
82.49 |
|
| S3 |
77.49 |
79.01 |
82.27 |
|
| S4 |
75.10 |
76.62 |
81.62 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.55 |
89.08 |
83.96 |
|
| R3 |
88.04 |
86.57 |
83.27 |
|
| R2 |
85.53 |
85.53 |
83.04 |
|
| R1 |
84.06 |
84.06 |
82.81 |
83.54 |
| PP |
83.02 |
83.02 |
83.02 |
82.77 |
| S1 |
81.55 |
81.55 |
82.35 |
81.03 |
| S2 |
80.51 |
80.51 |
82.12 |
|
| S3 |
78.00 |
79.04 |
81.89 |
|
| S4 |
75.49 |
76.53 |
81.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.50 |
80.51 |
3.99 |
4.8% |
1.81 |
2.2% |
61% |
False |
False |
9,539 |
| 10 |
84.50 |
80.51 |
3.99 |
4.8% |
1.57 |
1.9% |
61% |
False |
False |
9,791 |
| 20 |
84.50 |
78.62 |
5.88 |
7.1% |
1.68 |
2.0% |
73% |
False |
False |
8,361 |
| 40 |
84.50 |
72.04 |
12.46 |
15.0% |
1.79 |
2.2% |
87% |
False |
False |
7,065 |
| 60 |
86.58 |
72.04 |
14.54 |
17.5% |
1.51 |
1.8% |
75% |
False |
False |
5,364 |
| 80 |
86.58 |
72.04 |
14.54 |
17.5% |
1.36 |
1.6% |
75% |
False |
False |
4,629 |
| 100 |
86.58 |
72.04 |
14.54 |
17.5% |
1.26 |
1.5% |
75% |
False |
False |
4,125 |
| 120 |
86.58 |
70.69 |
15.89 |
19.2% |
1.17 |
1.4% |
77% |
False |
False |
3,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.29 |
|
2.618 |
89.39 |
|
1.618 |
87.00 |
|
1.000 |
85.52 |
|
0.618 |
84.61 |
|
HIGH |
83.13 |
|
0.618 |
82.22 |
|
0.500 |
81.94 |
|
0.382 |
81.65 |
|
LOW |
80.74 |
|
0.618 |
79.26 |
|
1.000 |
78.35 |
|
1.618 |
76.87 |
|
2.618 |
74.48 |
|
4.250 |
70.58 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.60 |
82.78 |
| PP |
82.27 |
82.62 |
| S1 |
81.94 |
82.47 |
|