NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
83.19 |
82.46 |
-0.73 |
-0.9% |
81.51 |
| High |
83.19 |
82.47 |
-0.72 |
-0.9% |
83.36 |
| Low |
82.01 |
80.14 |
-1.87 |
-2.3% |
79.41 |
| Close |
82.54 |
80.97 |
-1.57 |
-1.9% |
80.97 |
| Range |
1.18 |
2.33 |
1.15 |
97.5% |
3.95 |
| ATR |
2.03 |
2.06 |
0.03 |
1.3% |
0.00 |
| Volume |
184,634 |
197,918 |
13,284 |
7.2% |
822,370 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.18 |
86.91 |
82.25 |
|
| R3 |
85.85 |
84.58 |
81.61 |
|
| R2 |
83.52 |
83.52 |
81.40 |
|
| R1 |
82.25 |
82.25 |
81.18 |
81.72 |
| PP |
81.19 |
81.19 |
81.19 |
80.93 |
| S1 |
79.92 |
79.92 |
80.76 |
79.39 |
| S2 |
78.86 |
78.86 |
80.54 |
|
| S3 |
76.53 |
77.59 |
80.33 |
|
| S4 |
74.20 |
75.26 |
79.69 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.10 |
90.98 |
83.14 |
|
| R3 |
89.15 |
87.03 |
82.06 |
|
| R2 |
85.20 |
85.20 |
81.69 |
|
| R1 |
83.08 |
83.08 |
81.33 |
82.17 |
| PP |
81.25 |
81.25 |
81.25 |
80.79 |
| S1 |
79.13 |
79.13 |
80.61 |
78.22 |
| S2 |
77.30 |
77.30 |
80.25 |
|
| S3 |
73.35 |
75.18 |
79.88 |
|
| S4 |
69.40 |
71.23 |
78.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.36 |
79.41 |
3.95 |
4.9% |
1.97 |
2.4% |
39% |
False |
False |
164,474 |
| 10 |
83.47 |
79.41 |
4.06 |
5.0% |
1.90 |
2.3% |
38% |
False |
False |
152,960 |
| 20 |
83.47 |
77.44 |
6.03 |
7.4% |
1.98 |
2.4% |
59% |
False |
False |
116,005 |
| 40 |
83.47 |
70.28 |
13.19 |
16.3% |
2.21 |
2.7% |
81% |
False |
False |
83,160 |
| 60 |
85.43 |
70.28 |
15.15 |
18.7% |
2.04 |
2.5% |
71% |
False |
False |
61,282 |
| 80 |
85.43 |
70.28 |
15.15 |
18.7% |
2.01 |
2.5% |
71% |
False |
False |
48,867 |
| 100 |
85.43 |
70.28 |
15.15 |
18.7% |
1.97 |
2.4% |
71% |
False |
False |
40,134 |
| 120 |
85.43 |
68.99 |
16.44 |
20.3% |
1.85 |
2.3% |
73% |
False |
False |
34,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.37 |
|
2.618 |
88.57 |
|
1.618 |
86.24 |
|
1.000 |
84.80 |
|
0.618 |
83.91 |
|
HIGH |
82.47 |
|
0.618 |
81.58 |
|
0.500 |
81.31 |
|
0.382 |
81.03 |
|
LOW |
80.14 |
|
0.618 |
78.70 |
|
1.000 |
77.81 |
|
1.618 |
76.37 |
|
2.618 |
74.04 |
|
4.250 |
70.24 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.31 |
81.75 |
| PP |
81.19 |
81.49 |
| S1 |
81.08 |
81.23 |
|