NYMEX Light Sweet Crude Oil Future June 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 |
81.86 |
80.45 |
-1.41 |
-1.7% |
82.56 |
| High |
82.00 |
82.65 |
0.65 |
0.8% |
83.80 |
| Low |
79.77 |
79.96 |
0.19 |
0.2% |
81.04 |
| Close |
80.43 |
82.31 |
1.88 |
2.3% |
81.88 |
| Range |
2.23 |
2.69 |
0.46 |
20.6% |
2.76 |
| ATR |
2.05 |
2.10 |
0.05 |
2.2% |
0.00 |
| Volume |
70,093 |
50,649 |
-19,444 |
-27.7% |
321,535 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.71 |
88.70 |
83.79 |
|
| R3 |
87.02 |
86.01 |
83.05 |
|
| R2 |
84.33 |
84.33 |
82.80 |
|
| R1 |
83.32 |
83.32 |
82.56 |
83.83 |
| PP |
81.64 |
81.64 |
81.64 |
81.89 |
| S1 |
80.63 |
80.63 |
82.06 |
81.14 |
| S2 |
78.95 |
78.95 |
81.82 |
|
| S3 |
76.26 |
77.94 |
81.57 |
|
| S4 |
73.57 |
75.25 |
80.83 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.52 |
88.96 |
83.40 |
|
| R3 |
87.76 |
86.20 |
82.64 |
|
| R2 |
85.00 |
85.00 |
82.39 |
|
| R1 |
83.44 |
83.44 |
82.13 |
82.84 |
| PP |
82.24 |
82.24 |
82.24 |
81.94 |
| S1 |
80.68 |
80.68 |
81.63 |
80.08 |
| S2 |
79.48 |
79.48 |
81.37 |
|
| S3 |
76.72 |
77.92 |
81.12 |
|
| S4 |
73.96 |
75.16 |
80.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.80 |
79.77 |
4.03 |
4.9% |
2.13 |
2.6% |
63% |
False |
False |
67,058 |
| 10 |
83.80 |
79.77 |
4.03 |
4.9% |
1.83 |
2.2% |
63% |
False |
False |
60,444 |
| 20 |
83.80 |
77.69 |
6.11 |
7.4% |
1.98 |
2.4% |
76% |
False |
False |
51,342 |
| 40 |
83.80 |
70.75 |
13.05 |
15.9% |
2.20 |
2.7% |
89% |
False |
False |
45,096 |
| 60 |
85.95 |
70.75 |
15.20 |
18.5% |
2.02 |
2.5% |
76% |
False |
False |
37,397 |
| 80 |
85.95 |
70.75 |
15.20 |
18.5% |
2.03 |
2.5% |
76% |
False |
False |
33,597 |
| 100 |
85.95 |
70.75 |
15.20 |
18.5% |
2.07 |
2.5% |
76% |
False |
False |
29,964 |
| 120 |
85.95 |
69.40 |
16.55 |
20.1% |
2.04 |
2.5% |
78% |
False |
False |
27,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.08 |
|
2.618 |
89.69 |
|
1.618 |
87.00 |
|
1.000 |
85.34 |
|
0.618 |
84.31 |
|
HIGH |
82.65 |
|
0.618 |
81.62 |
|
0.500 |
81.31 |
|
0.382 |
80.99 |
|
LOW |
79.96 |
|
0.618 |
78.30 |
|
1.000 |
77.27 |
|
1.618 |
75.61 |
|
2.618 |
72.92 |
|
4.250 |
68.53 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.98 |
82.14 |
| PP |
81.64 |
81.96 |
| S1 |
81.31 |
81.79 |
|