NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.43 |
83.18 |
0.75 |
0.9% |
81.00 |
| High |
84.14 |
83.35 |
-0.79 |
-0.9% |
83.30 |
| Low |
82.00 |
82.56 |
0.56 |
0.7% |
79.24 |
| Close |
83.19 |
83.18 |
-0.01 |
0.0% |
82.82 |
| Range |
2.14 |
0.79 |
-1.35 |
-63.1% |
4.06 |
| ATR |
1.97 |
1.89 |
-0.08 |
-4.3% |
0.00 |
| Volume |
21,248 |
28,375 |
7,127 |
33.5% |
86,815 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.40 |
85.08 |
83.61 |
|
| R3 |
84.61 |
84.29 |
83.40 |
|
| R2 |
83.82 |
83.82 |
83.32 |
|
| R1 |
83.50 |
83.50 |
83.25 |
83.58 |
| PP |
83.03 |
83.03 |
83.03 |
83.07 |
| S1 |
82.71 |
82.71 |
83.11 |
82.79 |
| S2 |
82.24 |
82.24 |
83.04 |
|
| S3 |
81.45 |
81.92 |
82.96 |
|
| S4 |
80.66 |
81.13 |
82.75 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.97 |
92.45 |
85.05 |
|
| R3 |
89.91 |
88.39 |
83.94 |
|
| R2 |
85.85 |
85.85 |
83.56 |
|
| R1 |
84.33 |
84.33 |
83.19 |
85.09 |
| PP |
81.79 |
81.79 |
81.79 |
82.17 |
| S1 |
80.27 |
80.27 |
82.45 |
81.03 |
| S2 |
77.73 |
77.73 |
82.08 |
|
| S3 |
73.67 |
76.21 |
81.70 |
|
| S4 |
69.61 |
72.15 |
80.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.14 |
81.55 |
2.59 |
3.1% |
1.47 |
1.8% |
63% |
False |
False |
22,553 |
| 10 |
84.14 |
79.16 |
4.98 |
6.0% |
1.67 |
2.0% |
81% |
False |
False |
18,429 |
| 20 |
84.14 |
74.65 |
9.49 |
11.4% |
1.89 |
2.3% |
90% |
False |
False |
14,443 |
| 40 |
84.14 |
71.64 |
12.50 |
15.0% |
1.98 |
2.4% |
92% |
False |
False |
11,862 |
| 60 |
86.41 |
71.64 |
14.77 |
17.8% |
1.80 |
2.2% |
78% |
False |
False |
9,158 |
| 80 |
86.41 |
71.64 |
14.77 |
17.8% |
1.77 |
2.1% |
78% |
False |
False |
7,725 |
| 100 |
86.41 |
71.64 |
14.77 |
17.8% |
1.77 |
2.1% |
78% |
False |
False |
6,871 |
| 120 |
86.41 |
70.06 |
16.35 |
19.7% |
1.72 |
2.1% |
80% |
False |
False |
6,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.71 |
|
2.618 |
85.42 |
|
1.618 |
84.63 |
|
1.000 |
84.14 |
|
0.618 |
83.84 |
|
HIGH |
83.35 |
|
0.618 |
83.05 |
|
0.500 |
82.96 |
|
0.382 |
82.86 |
|
LOW |
82.56 |
|
0.618 |
82.07 |
|
1.000 |
81.77 |
|
1.618 |
81.28 |
|
2.618 |
80.49 |
|
4.250 |
79.20 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.11 |
83.07 |
| PP |
83.03 |
82.96 |
| S1 |
82.96 |
82.85 |
|