NYMEX Light Sweet Crude Oil Future May 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 |
82.27 |
83.19 |
0.92 |
1.1% |
82.27 |
| High |
83.36 |
83.19 |
-0.17 |
-0.2% |
83.47 |
| Low |
81.98 |
82.01 |
0.03 |
0.0% |
80.57 |
| Close |
83.21 |
82.54 |
-0.67 |
-0.8% |
81.54 |
| Range |
1.38 |
1.18 |
-0.20 |
-14.5% |
2.90 |
| ATR |
2.09 |
2.03 |
-0.06 |
-3.0% |
0.00 |
| Volume |
166,486 |
184,634 |
18,148 |
10.9% |
707,234 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.12 |
85.51 |
83.19 |
|
| R3 |
84.94 |
84.33 |
82.86 |
|
| R2 |
83.76 |
83.76 |
82.76 |
|
| R1 |
83.15 |
83.15 |
82.65 |
82.87 |
| PP |
82.58 |
82.58 |
82.58 |
82.44 |
| S1 |
81.97 |
81.97 |
82.43 |
81.69 |
| S2 |
81.40 |
81.40 |
82.32 |
|
| S3 |
80.22 |
80.79 |
82.22 |
|
| S4 |
79.04 |
79.61 |
81.89 |
|
|
| 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 |
4.9% |
2.02 |
2.4% |
77% |
False |
False |
156,830 |
| 10 |
83.47 |
79.41 |
4.06 |
4.9% |
1.83 |
2.2% |
77% |
False |
False |
143,389 |
| 20 |
83.47 |
77.44 |
6.03 |
7.3% |
1.97 |
2.4% |
85% |
False |
False |
108,702 |
| 40 |
83.47 |
70.28 |
13.19 |
16.0% |
2.21 |
2.7% |
93% |
False |
False |
79,109 |
| 60 |
85.43 |
70.28 |
15.15 |
18.4% |
2.03 |
2.5% |
81% |
False |
False |
58,226 |
| 80 |
85.43 |
70.28 |
15.15 |
18.4% |
2.00 |
2.4% |
81% |
False |
False |
46,448 |
| 100 |
85.43 |
70.28 |
15.15 |
18.4% |
1.96 |
2.4% |
81% |
False |
False |
38,182 |
| 120 |
85.43 |
68.84 |
16.59 |
20.1% |
1.84 |
2.2% |
83% |
False |
False |
32,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.21 |
|
2.618 |
86.28 |
|
1.618 |
85.10 |
|
1.000 |
84.37 |
|
0.618 |
83.92 |
|
HIGH |
83.19 |
|
0.618 |
82.74 |
|
0.500 |
82.60 |
|
0.382 |
82.46 |
|
LOW |
82.01 |
|
0.618 |
81.28 |
|
1.000 |
80.83 |
|
1.618 |
80.10 |
|
2.618 |
78.92 |
|
4.250 |
77.00 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.60 |
82.19 |
| PP |
82.58 |
81.83 |
| S1 |
82.56 |
81.48 |
|