NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.79 |
81.75 |
-0.04 |
0.0% |
79.84 |
High |
82.41 |
81.91 |
-0.50 |
-0.6% |
82.07 |
Low |
80.75 |
80.16 |
-0.59 |
-0.7% |
78.06 |
Close |
81.87 |
81.49 |
-0.38 |
-0.5% |
81.50 |
Range |
1.66 |
1.75 |
0.09 |
5.4% |
4.01 |
ATR |
2.21 |
2.18 |
-0.03 |
-1.5% |
0.00 |
Volume |
299,634 |
295,351 |
-4,283 |
-1.4% |
1,505,253 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.44 |
85.71 |
82.45 |
|
R3 |
84.69 |
83.96 |
81.97 |
|
R2 |
82.94 |
82.94 |
81.81 |
|
R1 |
82.21 |
82.21 |
81.65 |
81.70 |
PP |
81.19 |
81.19 |
81.19 |
80.93 |
S1 |
80.46 |
80.46 |
81.33 |
79.95 |
S2 |
79.44 |
79.44 |
81.17 |
|
S3 |
77.69 |
78.71 |
81.01 |
|
S4 |
75.94 |
76.96 |
80.53 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.57 |
91.05 |
83.71 |
|
R3 |
88.56 |
87.04 |
82.60 |
|
R2 |
84.55 |
84.55 |
82.24 |
|
R1 |
83.03 |
83.03 |
81.87 |
83.79 |
PP |
80.54 |
80.54 |
80.54 |
80.93 |
S1 |
79.02 |
79.02 |
81.13 |
79.78 |
S2 |
76.53 |
76.53 |
80.76 |
|
S3 |
72.52 |
75.01 |
80.40 |
|
S4 |
68.51 |
71.00 |
79.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.41 |
79.44 |
2.97 |
3.6% |
1.64 |
2.0% |
69% |
False |
False |
296,496 |
10 |
82.41 |
77.05 |
5.36 |
6.6% |
2.11 |
2.6% |
83% |
False |
False |
305,246 |
20 |
82.41 |
71.72 |
10.69 |
13.1% |
2.24 |
2.8% |
91% |
False |
False |
248,218 |
40 |
84.96 |
69.80 |
15.16 |
18.6% |
2.27 |
2.8% |
77% |
False |
False |
165,112 |
60 |
84.96 |
69.80 |
15.16 |
18.6% |
2.05 |
2.5% |
77% |
False |
False |
118,290 |
80 |
84.96 |
69.80 |
15.16 |
18.6% |
2.08 |
2.6% |
77% |
False |
False |
91,917 |
100 |
84.96 |
69.80 |
15.16 |
18.6% |
2.07 |
2.5% |
77% |
False |
False |
74,826 |
120 |
84.96 |
68.38 |
16.58 |
20.3% |
1.97 |
2.4% |
79% |
False |
False |
63,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.35 |
2.618 |
86.49 |
1.618 |
84.74 |
1.000 |
83.66 |
0.618 |
82.99 |
HIGH |
81.91 |
0.618 |
81.24 |
0.500 |
81.04 |
0.382 |
80.83 |
LOW |
80.16 |
0.618 |
79.08 |
1.000 |
78.41 |
1.618 |
77.33 |
2.618 |
75.58 |
4.250 |
72.72 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.34 |
81.42 |
PP |
81.19 |
81.35 |
S1 |
81.04 |
81.29 |
|