NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.75 |
81.38 |
-0.37 |
-0.5% |
79.84 |
High |
81.91 |
83.03 |
1.12 |
1.4% |
82.07 |
Low |
80.16 |
80.81 |
0.65 |
0.8% |
78.06 |
Close |
81.49 |
82.09 |
0.60 |
0.7% |
81.50 |
Range |
1.75 |
2.22 |
0.47 |
26.9% |
4.01 |
ATR |
2.18 |
2.18 |
0.00 |
0.1% |
0.00 |
Volume |
295,351 |
332,133 |
36,782 |
12.5% |
1,505,253 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.64 |
87.58 |
83.31 |
|
R3 |
86.42 |
85.36 |
82.70 |
|
R2 |
84.20 |
84.20 |
82.50 |
|
R1 |
83.14 |
83.14 |
82.29 |
83.67 |
PP |
81.98 |
81.98 |
81.98 |
82.24 |
S1 |
80.92 |
80.92 |
81.89 |
81.45 |
S2 |
79.76 |
79.76 |
81.68 |
|
S3 |
77.54 |
78.70 |
81.48 |
|
S4 |
75.32 |
76.48 |
80.87 |
|
|
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 |
83.03 |
79.70 |
3.33 |
4.1% |
1.72 |
2.1% |
72% |
True |
False |
302,583 |
10 |
83.03 |
77.05 |
5.98 |
7.3% |
2.12 |
2.6% |
84% |
True |
False |
306,771 |
20 |
83.03 |
72.97 |
10.06 |
12.3% |
2.21 |
2.7% |
91% |
True |
False |
257,743 |
40 |
83.32 |
69.80 |
13.52 |
16.5% |
2.28 |
2.8% |
91% |
False |
False |
172,388 |
60 |
84.96 |
69.80 |
15.16 |
18.5% |
2.06 |
2.5% |
81% |
False |
False |
123,324 |
80 |
84.96 |
69.80 |
15.16 |
18.5% |
2.09 |
2.5% |
81% |
False |
False |
95,999 |
100 |
84.96 |
69.80 |
15.16 |
18.5% |
2.09 |
2.5% |
81% |
False |
False |
78,078 |
120 |
84.96 |
68.38 |
16.58 |
20.2% |
1.98 |
2.4% |
83% |
False |
False |
65,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.47 |
2.618 |
88.84 |
1.618 |
86.62 |
1.000 |
85.25 |
0.618 |
84.40 |
HIGH |
83.03 |
0.618 |
82.18 |
0.500 |
81.92 |
0.382 |
81.66 |
LOW |
80.81 |
0.618 |
79.44 |
1.000 |
78.59 |
1.618 |
77.22 |
2.618 |
75.00 |
4.250 |
71.38 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.03 |
81.93 |
PP |
81.98 |
81.76 |
S1 |
81.92 |
81.60 |
|