NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.61 |
82.05 |
-0.56 |
-0.7% |
80.67 |
| High |
82.73 |
83.77 |
1.04 |
1.3% |
82.89 |
| Low |
81.04 |
81.55 |
0.51 |
0.6% |
78.84 |
| Close |
82.30 |
82.79 |
0.49 |
0.6% |
82.37 |
| Range |
1.69 |
2.22 |
0.53 |
31.4% |
4.05 |
| ATR |
2.07 |
2.08 |
0.01 |
0.5% |
0.00 |
| Volume |
56,393 |
56,175 |
-218 |
-0.4% |
263,986 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.36 |
88.30 |
84.01 |
|
| R3 |
87.14 |
86.08 |
83.40 |
|
| R2 |
84.92 |
84.92 |
83.20 |
|
| R1 |
83.86 |
83.86 |
82.99 |
84.39 |
| PP |
82.70 |
82.70 |
82.70 |
82.97 |
| S1 |
81.64 |
81.64 |
82.59 |
82.17 |
| S2 |
80.48 |
80.48 |
82.38 |
|
| S3 |
78.26 |
79.42 |
82.18 |
|
| S4 |
76.04 |
77.20 |
81.57 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.52 |
91.99 |
84.60 |
|
| R3 |
89.47 |
87.94 |
83.48 |
|
| R2 |
85.42 |
85.42 |
83.11 |
|
| R1 |
83.89 |
83.89 |
82.74 |
84.66 |
| PP |
81.37 |
81.37 |
81.37 |
81.75 |
| S1 |
79.84 |
79.84 |
82.00 |
80.61 |
| S2 |
77.32 |
77.32 |
81.63 |
|
| S3 |
73.27 |
75.79 |
81.26 |
|
| S4 |
69.22 |
71.74 |
80.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.77 |
80.60 |
3.17 |
3.8% |
1.63 |
2.0% |
69% |
True |
False |
56,414 |
| 10 |
83.77 |
77.84 |
5.93 |
7.2% |
2.01 |
2.4% |
83% |
True |
False |
50,598 |
| 20 |
83.77 |
73.95 |
9.82 |
11.9% |
2.07 |
2.5% |
90% |
True |
False |
46,174 |
| 40 |
84.45 |
70.75 |
13.70 |
16.5% |
2.18 |
2.6% |
88% |
False |
False |
41,006 |
| 60 |
85.95 |
70.75 |
15.20 |
18.4% |
1.97 |
2.4% |
79% |
False |
False |
34,275 |
| 80 |
85.95 |
70.75 |
15.20 |
18.4% |
2.03 |
2.4% |
79% |
False |
False |
30,934 |
| 100 |
85.95 |
70.75 |
15.20 |
18.4% |
2.05 |
2.5% |
79% |
False |
False |
27,795 |
| 120 |
85.95 |
69.40 |
16.55 |
20.0% |
2.02 |
2.4% |
81% |
False |
False |
25,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.21 |
|
2.618 |
89.58 |
|
1.618 |
87.36 |
|
1.000 |
85.99 |
|
0.618 |
85.14 |
|
HIGH |
83.77 |
|
0.618 |
82.92 |
|
0.500 |
82.66 |
|
0.382 |
82.40 |
|
LOW |
81.55 |
|
0.618 |
80.18 |
|
1.000 |
79.33 |
|
1.618 |
77.96 |
|
2.618 |
75.74 |
|
4.250 |
72.12 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.75 |
82.66 |
| PP |
82.70 |
82.53 |
| S1 |
82.66 |
82.41 |
|