NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
84.48 |
83.39 |
-1.09 |
-1.3% |
84.54 |
| High |
84.54 |
84.88 |
0.34 |
0.4% |
85.35 |
| Low |
84.12 |
83.37 |
-0.75 |
-0.9% |
83.08 |
| Close |
84.48 |
83.39 |
-1.09 |
-1.3% |
83.39 |
| Range |
0.42 |
1.51 |
1.09 |
259.5% |
2.27 |
| ATR |
1.35 |
1.36 |
0.01 |
0.9% |
0.00 |
| Volume |
2,597 |
3,863 |
1,266 |
48.7% |
20,481 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.41 |
87.41 |
84.22 |
|
| R3 |
86.90 |
85.90 |
83.81 |
|
| R2 |
85.39 |
85.39 |
83.67 |
|
| R1 |
84.39 |
84.39 |
83.53 |
84.15 |
| PP |
83.88 |
83.88 |
83.88 |
83.76 |
| S1 |
82.88 |
82.88 |
83.25 |
82.64 |
| S2 |
82.37 |
82.37 |
83.11 |
|
| S3 |
80.86 |
81.37 |
82.97 |
|
| S4 |
79.35 |
79.86 |
82.56 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.75 |
89.34 |
84.64 |
|
| R3 |
88.48 |
87.07 |
84.01 |
|
| R2 |
86.21 |
86.21 |
83.81 |
|
| R1 |
84.80 |
84.80 |
83.60 |
84.37 |
| PP |
83.94 |
83.94 |
83.94 |
83.73 |
| S1 |
82.53 |
82.53 |
83.18 |
82.10 |
| S2 |
81.67 |
81.67 |
82.97 |
|
| S3 |
79.40 |
80.26 |
82.77 |
|
| S4 |
77.13 |
77.99 |
82.14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.30 |
|
2.618 |
88.83 |
|
1.618 |
87.32 |
|
1.000 |
86.39 |
|
0.618 |
85.81 |
|
HIGH |
84.88 |
|
0.618 |
84.30 |
|
0.500 |
84.13 |
|
0.382 |
83.95 |
|
LOW |
83.37 |
|
0.618 |
82.44 |
|
1.000 |
81.86 |
|
1.618 |
80.93 |
|
2.618 |
79.42 |
|
4.250 |
76.95 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.13 |
84.36 |
| PP |
83.88 |
84.04 |
| S1 |
83.64 |
83.71 |
|