NYMEX Light Sweet Crude Oil Future April 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 |
81.98 |
82.20 |
0.22 |
0.3% |
81.79 |
| High |
82.38 |
83.16 |
0.78 |
0.9% |
83.16 |
| Low |
81.33 |
80.57 |
-0.76 |
-0.9% |
80.16 |
| Close |
82.11 |
81.24 |
-0.87 |
-1.1% |
81.24 |
| Range |
1.05 |
2.59 |
1.54 |
146.7% |
3.00 |
| ATR |
2.10 |
2.14 |
0.03 |
1.7% |
0.00 |
| Volume |
430,148 |
279,161 |
-150,987 |
-35.1% |
1,636,427 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.43 |
87.92 |
82.66 |
|
| R3 |
86.84 |
85.33 |
81.95 |
|
| R2 |
84.25 |
84.25 |
81.71 |
|
| R1 |
82.74 |
82.74 |
81.48 |
82.20 |
| PP |
81.66 |
81.66 |
81.66 |
81.39 |
| S1 |
80.15 |
80.15 |
81.00 |
79.61 |
| S2 |
79.07 |
79.07 |
80.77 |
|
| S3 |
76.48 |
77.56 |
80.53 |
|
| S4 |
73.89 |
74.97 |
79.82 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.52 |
88.88 |
82.89 |
|
| R3 |
87.52 |
85.88 |
82.07 |
|
| R2 |
84.52 |
84.52 |
81.79 |
|
| R1 |
82.88 |
82.88 |
81.52 |
82.20 |
| PP |
81.52 |
81.52 |
81.52 |
81.18 |
| S1 |
79.88 |
79.88 |
80.97 |
79.20 |
| S2 |
78.52 |
78.52 |
80.69 |
|
| S3 |
75.52 |
76.88 |
80.42 |
|
| S4 |
72.52 |
73.88 |
79.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.16 |
80.16 |
3.00 |
3.7% |
1.85 |
2.3% |
36% |
True |
False |
327,285 |
| 10 |
83.16 |
78.06 |
5.10 |
6.3% |
1.93 |
2.4% |
62% |
True |
False |
314,168 |
| 20 |
83.16 |
73.09 |
10.07 |
12.4% |
2.16 |
2.7% |
81% |
True |
False |
277,079 |
| 40 |
83.16 |
69.80 |
13.36 |
16.4% |
2.25 |
2.8% |
86% |
True |
False |
188,025 |
| 60 |
84.96 |
69.80 |
15.16 |
18.7% |
2.07 |
2.6% |
75% |
False |
False |
134,375 |
| 80 |
84.96 |
69.80 |
15.16 |
18.7% |
2.08 |
2.6% |
75% |
False |
False |
104,688 |
| 100 |
84.96 |
69.80 |
15.16 |
18.7% |
2.08 |
2.6% |
75% |
False |
False |
85,028 |
| 120 |
84.96 |
68.38 |
16.58 |
20.4% |
2.01 |
2.5% |
78% |
False |
False |
71,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.17 |
|
2.618 |
89.94 |
|
1.618 |
87.35 |
|
1.000 |
85.75 |
|
0.618 |
84.76 |
|
HIGH |
83.16 |
|
0.618 |
82.17 |
|
0.500 |
81.87 |
|
0.382 |
81.56 |
|
LOW |
80.57 |
|
0.618 |
78.97 |
|
1.000 |
77.98 |
|
1.618 |
76.38 |
|
2.618 |
73.79 |
|
4.250 |
69.56 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.87 |
81.87 |
| PP |
81.66 |
81.66 |
| S1 |
81.45 |
81.45 |
|