NYMEX Light Sweet Crude Oil Future May 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 |
81.51 |
80.09 |
-1.42 |
-1.7% |
82.27 |
| High |
81.64 |
82.32 |
0.68 |
0.8% |
83.47 |
| Low |
79.41 |
79.59 |
0.18 |
0.2% |
80.57 |
| Close |
80.08 |
81.97 |
1.89 |
2.4% |
81.54 |
| Range |
2.23 |
2.73 |
0.50 |
22.4% |
2.90 |
| ATR |
2.10 |
2.15 |
0.04 |
2.1% |
0.00 |
| Volume |
131,484 |
141,848 |
10,364 |
7.9% |
707,234 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.48 |
88.46 |
83.47 |
|
| R3 |
86.75 |
85.73 |
82.72 |
|
| R2 |
84.02 |
84.02 |
82.47 |
|
| R1 |
83.00 |
83.00 |
82.22 |
83.51 |
| PP |
81.29 |
81.29 |
81.29 |
81.55 |
| S1 |
80.27 |
80.27 |
81.72 |
80.78 |
| S2 |
78.56 |
78.56 |
81.47 |
|
| S3 |
75.83 |
77.54 |
81.22 |
|
| S4 |
73.10 |
74.81 |
80.47 |
|
|
| 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 |
79.41 |
4.06 |
5.0% |
2.16 |
2.6% |
63% |
False |
False |
152,413 |
| 10 |
83.47 |
79.41 |
4.06 |
5.0% |
1.88 |
2.3% |
63% |
False |
False |
123,445 |
| 20 |
83.47 |
77.20 |
6.27 |
7.6% |
2.05 |
2.5% |
76% |
False |
False |
95,718 |
| 40 |
83.47 |
70.28 |
13.19 |
16.1% |
2.25 |
2.7% |
89% |
False |
False |
71,748 |
| 60 |
85.43 |
70.28 |
15.15 |
18.5% |
2.05 |
2.5% |
77% |
False |
False |
52,720 |
| 80 |
85.43 |
70.28 |
15.15 |
18.5% |
2.01 |
2.4% |
77% |
False |
False |
42,161 |
| 100 |
85.43 |
70.28 |
15.15 |
18.5% |
1.96 |
2.4% |
77% |
False |
False |
34,814 |
| 120 |
85.43 |
68.84 |
16.59 |
20.2% |
1.85 |
2.3% |
79% |
False |
False |
29,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.92 |
|
2.618 |
89.47 |
|
1.618 |
86.74 |
|
1.000 |
85.05 |
|
0.618 |
84.01 |
|
HIGH |
82.32 |
|
0.618 |
81.28 |
|
0.500 |
80.96 |
|
0.382 |
80.63 |
|
LOW |
79.59 |
|
0.618 |
77.90 |
|
1.000 |
76.86 |
|
1.618 |
75.17 |
|
2.618 |
72.44 |
|
4.250 |
67.99 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.63 |
81.79 |
| PP |
81.29 |
81.62 |
| S1 |
80.96 |
81.44 |
|