NYMEX Light Sweet Crude Oil Future April 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 |
81.38 |
81.98 |
0.60 |
0.7% |
79.84 |
High |
83.03 |
82.38 |
-0.65 |
-0.8% |
82.07 |
Low |
80.81 |
81.33 |
0.52 |
0.6% |
78.06 |
Close |
82.09 |
82.11 |
0.02 |
0.0% |
81.50 |
Range |
2.22 |
1.05 |
-1.17 |
-52.7% |
4.01 |
ATR |
2.18 |
2.10 |
-0.08 |
-3.7% |
0.00 |
Volume |
332,133 |
430,148 |
98,015 |
29.5% |
1,505,253 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.09 |
84.65 |
82.69 |
|
R3 |
84.04 |
83.60 |
82.40 |
|
R2 |
82.99 |
82.99 |
82.30 |
|
R1 |
82.55 |
82.55 |
82.21 |
82.77 |
PP |
81.94 |
81.94 |
81.94 |
82.05 |
S1 |
81.50 |
81.50 |
82.01 |
81.72 |
S2 |
80.89 |
80.89 |
81.92 |
|
S3 |
79.84 |
80.45 |
81.82 |
|
S4 |
78.79 |
79.40 |
81.53 |
|
|
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 |
83.03 |
80.16 |
2.87 |
3.5% |
1.66 |
2.0% |
68% |
False |
False |
327,231 |
10 |
83.03 |
77.82 |
5.21 |
6.3% |
1.89 |
2.3% |
82% |
False |
False |
320,854 |
20 |
83.03 |
73.09 |
9.94 |
12.1% |
2.15 |
2.6% |
91% |
False |
False |
270,801 |
40 |
83.03 |
69.80 |
13.23 |
16.1% |
2.24 |
2.7% |
93% |
False |
False |
182,380 |
60 |
84.96 |
69.80 |
15.16 |
18.5% |
2.05 |
2.5% |
81% |
False |
False |
130,115 |
80 |
84.96 |
69.80 |
15.16 |
18.5% |
2.07 |
2.5% |
81% |
False |
False |
101,303 |
100 |
84.96 |
69.80 |
15.16 |
18.5% |
2.07 |
2.5% |
81% |
False |
False |
82,310 |
120 |
84.96 |
68.38 |
16.58 |
20.2% |
1.99 |
2.4% |
83% |
False |
False |
69,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.84 |
2.618 |
85.13 |
1.618 |
84.08 |
1.000 |
83.43 |
0.618 |
83.03 |
HIGH |
82.38 |
0.618 |
81.98 |
0.500 |
81.86 |
0.382 |
81.73 |
LOW |
81.33 |
0.618 |
80.68 |
1.000 |
80.28 |
1.618 |
79.63 |
2.618 |
78.58 |
4.250 |
76.87 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.03 |
81.94 |
PP |
81.94 |
81.77 |
S1 |
81.86 |
81.60 |
|