NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.20 |
81.13 |
-1.07 |
-1.3% |
81.79 |
| High |
83.16 |
81.31 |
-1.85 |
-2.2% |
83.16 |
| Low |
80.57 |
79.13 |
-1.44 |
-1.8% |
80.16 |
| Close |
81.24 |
79.80 |
-1.44 |
-1.8% |
81.24 |
| Range |
2.59 |
2.18 |
-0.41 |
-15.8% |
3.00 |
| ATR |
2.14 |
2.14 |
0.00 |
0.1% |
0.00 |
| Volume |
279,161 |
337,201 |
58,040 |
20.8% |
1,636,427 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.62 |
85.39 |
81.00 |
|
| R3 |
84.44 |
83.21 |
80.40 |
|
| R2 |
82.26 |
82.26 |
80.20 |
|
| R1 |
81.03 |
81.03 |
80.00 |
80.56 |
| PP |
80.08 |
80.08 |
80.08 |
79.84 |
| S1 |
78.85 |
78.85 |
79.60 |
78.38 |
| S2 |
77.90 |
77.90 |
79.40 |
|
| S3 |
75.72 |
76.67 |
79.20 |
|
| S4 |
73.54 |
74.49 |
78.60 |
|
|
| 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 |
79.13 |
4.03 |
5.1% |
1.96 |
2.5% |
17% |
False |
True |
334,798 |
| 10 |
83.16 |
78.26 |
4.90 |
6.1% |
1.89 |
2.4% |
31% |
False |
False |
315,984 |
| 20 |
83.16 |
74.06 |
9.10 |
11.4% |
2.14 |
2.7% |
63% |
False |
False |
282,847 |
| 40 |
83.16 |
69.80 |
13.36 |
16.7% |
2.27 |
2.8% |
75% |
False |
False |
195,047 |
| 60 |
84.96 |
69.80 |
15.16 |
19.0% |
2.09 |
2.6% |
66% |
False |
False |
139,672 |
| 80 |
84.96 |
69.80 |
15.16 |
19.0% |
2.08 |
2.6% |
66% |
False |
False |
108,834 |
| 100 |
84.96 |
69.80 |
15.16 |
19.0% |
2.09 |
2.6% |
66% |
False |
False |
88,333 |
| 120 |
84.96 |
68.38 |
16.58 |
20.8% |
2.02 |
2.5% |
69% |
False |
False |
74,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.58 |
|
2.618 |
87.02 |
|
1.618 |
84.84 |
|
1.000 |
83.49 |
|
0.618 |
82.66 |
|
HIGH |
81.31 |
|
0.618 |
80.48 |
|
0.500 |
80.22 |
|
0.382 |
79.96 |
|
LOW |
79.13 |
|
0.618 |
77.78 |
|
1.000 |
76.95 |
|
1.618 |
75.60 |
|
2.618 |
73.42 |
|
4.250 |
69.87 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.22 |
81.15 |
| PP |
80.08 |
80.70 |
| S1 |
79.94 |
80.25 |
|