NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.05 |
82.85 |
0.80 |
1.0% |
81.79 |
| High |
83.09 |
82.85 |
-0.24 |
-0.3% |
83.16 |
| Low |
81.72 |
81.68 |
-0.04 |
0.0% |
80.16 |
| Close |
82.93 |
82.20 |
-0.73 |
-0.9% |
81.24 |
| Range |
1.37 |
1.17 |
-0.20 |
-14.6% |
3.00 |
| ATR |
2.12 |
2.06 |
-0.06 |
-2.9% |
0.00 |
| Volume |
290,180 |
275,205 |
-14,975 |
-5.2% |
1,636,427 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.75 |
85.15 |
82.84 |
|
| R3 |
84.58 |
83.98 |
82.52 |
|
| R2 |
83.41 |
83.41 |
82.41 |
|
| R1 |
82.81 |
82.81 |
82.31 |
82.53 |
| PP |
82.24 |
82.24 |
82.24 |
82.10 |
| S1 |
81.64 |
81.64 |
82.09 |
81.36 |
| S2 |
81.07 |
81.07 |
81.99 |
|
| S3 |
79.90 |
80.47 |
81.88 |
|
| S4 |
78.73 |
79.30 |
81.56 |
|
|
| 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% |
2.01 |
2.4% |
76% |
False |
False |
292,976 |
| 10 |
83.16 |
79.13 |
4.03 |
4.9% |
1.83 |
2.2% |
76% |
False |
False |
310,103 |
| 20 |
83.16 |
77.05 |
6.11 |
7.4% |
2.00 |
2.4% |
84% |
False |
False |
303,069 |
| 40 |
83.16 |
69.80 |
13.36 |
16.3% |
2.26 |
2.7% |
93% |
False |
False |
211,234 |
| 60 |
84.96 |
69.80 |
15.16 |
18.4% |
2.09 |
2.5% |
82% |
False |
False |
152,693 |
| 80 |
84.96 |
69.80 |
15.16 |
18.4% |
2.08 |
2.5% |
82% |
False |
False |
119,198 |
| 100 |
84.96 |
69.80 |
15.16 |
18.4% |
2.08 |
2.5% |
82% |
False |
False |
96,631 |
| 120 |
84.96 |
68.38 |
16.58 |
20.2% |
2.01 |
2.4% |
83% |
False |
False |
81,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.82 |
|
2.618 |
85.91 |
|
1.618 |
84.74 |
|
1.000 |
84.02 |
|
0.618 |
83.57 |
|
HIGH |
82.85 |
|
0.618 |
82.40 |
|
0.500 |
82.27 |
|
0.382 |
82.13 |
|
LOW |
81.68 |
|
0.618 |
80.96 |
|
1.000 |
80.51 |
|
1.618 |
79.79 |
|
2.618 |
78.62 |
|
4.250 |
76.71 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.27 |
81.87 |
| PP |
82.24 |
81.54 |
| S1 |
82.22 |
81.21 |
|