NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
80.45 |
82.59 |
2.14 |
2.7% |
82.56 |
| High |
82.65 |
83.70 |
1.05 |
1.3% |
83.80 |
| Low |
79.96 |
82.30 |
2.34 |
2.9% |
81.04 |
| Close |
82.31 |
83.56 |
1.25 |
1.5% |
81.88 |
| Range |
2.69 |
1.40 |
-1.29 |
-48.0% |
2.76 |
| ATR |
2.10 |
2.05 |
-0.05 |
-2.4% |
0.00 |
| Volume |
50,649 |
75,044 |
24,395 |
48.2% |
321,535 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.39 |
86.87 |
84.33 |
|
| R3 |
85.99 |
85.47 |
83.95 |
|
| R2 |
84.59 |
84.59 |
83.82 |
|
| R1 |
84.07 |
84.07 |
83.69 |
84.33 |
| PP |
83.19 |
83.19 |
83.19 |
83.32 |
| S1 |
82.67 |
82.67 |
83.43 |
82.93 |
| S2 |
81.79 |
81.79 |
83.30 |
|
| S3 |
80.39 |
81.27 |
83.18 |
|
| S4 |
78.99 |
79.87 |
82.79 |
|
|
| 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 |
4.8% |
1.97 |
2.4% |
94% |
False |
False |
70,831 |
| 10 |
83.80 |
79.77 |
4.03 |
4.8% |
1.80 |
2.2% |
94% |
False |
False |
63,623 |
| 20 |
83.80 |
77.69 |
6.11 |
7.3% |
1.99 |
2.4% |
96% |
False |
False |
53,532 |
| 40 |
83.80 |
70.75 |
13.05 |
15.6% |
2.18 |
2.6% |
98% |
False |
False |
46,235 |
| 60 |
85.95 |
70.75 |
15.20 |
18.2% |
2.00 |
2.4% |
84% |
False |
False |
38,256 |
| 80 |
85.95 |
70.75 |
15.20 |
18.2% |
2.03 |
2.4% |
84% |
False |
False |
34,374 |
| 100 |
85.95 |
70.75 |
15.20 |
18.2% |
2.04 |
2.4% |
84% |
False |
False |
30,552 |
| 120 |
85.95 |
69.40 |
16.55 |
19.8% |
2.03 |
2.4% |
86% |
False |
False |
27,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.65 |
|
2.618 |
87.37 |
|
1.618 |
85.97 |
|
1.000 |
85.10 |
|
0.618 |
84.57 |
|
HIGH |
83.70 |
|
0.618 |
83.17 |
|
0.500 |
83.00 |
|
0.382 |
82.83 |
|
LOW |
82.30 |
|
0.618 |
81.43 |
|
1.000 |
80.90 |
|
1.618 |
80.03 |
|
2.618 |
78.63 |
|
4.250 |
76.35 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.37 |
82.95 |
| PP |
83.19 |
82.34 |
| S1 |
83.00 |
81.74 |
|