NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
79.84 |
82.05 |
2.21 |
2.8% |
81.79 |
| High |
82.04 |
83.09 |
1.05 |
1.3% |
83.16 |
| Low |
79.32 |
81.72 |
2.40 |
3.0% |
80.16 |
| Close |
81.70 |
82.93 |
1.23 |
1.5% |
81.24 |
| Range |
2.72 |
1.37 |
-1.35 |
-49.6% |
3.00 |
| ATR |
2.18 |
2.12 |
-0.06 |
-2.6% |
0.00 |
| Volume |
283,135 |
290,180 |
7,045 |
2.5% |
1,636,427 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.69 |
86.18 |
83.68 |
|
| R3 |
85.32 |
84.81 |
83.31 |
|
| R2 |
83.95 |
83.95 |
83.18 |
|
| R1 |
83.44 |
83.44 |
83.06 |
83.70 |
| PP |
82.58 |
82.58 |
82.58 |
82.71 |
| S1 |
82.07 |
82.07 |
82.80 |
82.33 |
| S2 |
81.21 |
81.21 |
82.68 |
|
| S3 |
79.84 |
80.70 |
82.55 |
|
| S4 |
78.47 |
79.33 |
82.18 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.52 |
88.88 |
82.89 |
|
| R3 |
87.52 |
85.88 |
82.07 |
|
| R2 |
84.52 |
84.52 |
81.79 |
|
| R1 |
82.88 |
82.88 |
81.52 |
82.20 |
| PP |
81.52 |
81.52 |
81.52 |
81.18 |
| S1 |
79.88 |
79.88 |
80.97 |
79.20 |
| S2 |
78.52 |
78.52 |
80.69 |
|
| S3 |
75.52 |
76.88 |
80.42 |
|
| S4 |
72.52 |
73.88 |
79.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.16 |
79.13 |
4.03 |
4.9% |
1.98 |
2.4% |
94% |
False |
False |
323,965 |
| 10 |
83.16 |
79.13 |
4.03 |
4.9% |
1.85 |
2.2% |
94% |
False |
False |
313,274 |
| 20 |
83.16 |
76.71 |
6.45 |
7.8% |
2.09 |
2.5% |
96% |
False |
False |
296,307 |
| 40 |
83.16 |
69.80 |
13.36 |
16.1% |
2.28 |
2.7% |
98% |
False |
False |
206,607 |
| 60 |
84.96 |
69.80 |
15.16 |
18.3% |
2.09 |
2.5% |
87% |
False |
False |
148,446 |
| 80 |
84.96 |
69.80 |
15.16 |
18.3% |
2.09 |
2.5% |
87% |
False |
False |
115,854 |
| 100 |
84.96 |
69.80 |
15.16 |
18.3% |
2.08 |
2.5% |
87% |
False |
False |
93,969 |
| 120 |
84.96 |
68.38 |
16.58 |
20.0% |
2.02 |
2.4% |
88% |
False |
False |
79,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.91 |
|
2.618 |
86.68 |
|
1.618 |
85.31 |
|
1.000 |
84.46 |
|
0.618 |
83.94 |
|
HIGH |
83.09 |
|
0.618 |
82.57 |
|
0.500 |
82.41 |
|
0.382 |
82.24 |
|
LOW |
81.72 |
|
0.618 |
80.87 |
|
1.000 |
80.35 |
|
1.618 |
79.50 |
|
2.618 |
78.13 |
|
4.250 |
75.90 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.76 |
82.32 |
| PP |
82.58 |
81.72 |
| S1 |
82.41 |
81.11 |
|