NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.13 |
79.84 |
-1.29 |
-1.6% |
81.79 |
High |
81.31 |
82.04 |
0.73 |
0.9% |
83.16 |
Low |
79.13 |
79.32 |
0.19 |
0.2% |
80.16 |
Close |
79.80 |
81.70 |
1.90 |
2.4% |
81.24 |
Range |
2.18 |
2.72 |
0.54 |
24.8% |
3.00 |
ATR |
2.14 |
2.18 |
0.04 |
1.9% |
0.00 |
Volume |
337,201 |
283,135 |
-54,066 |
-16.0% |
1,636,427 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.18 |
88.16 |
83.20 |
|
R3 |
86.46 |
85.44 |
82.45 |
|
R2 |
83.74 |
83.74 |
82.20 |
|
R1 |
82.72 |
82.72 |
81.95 |
83.23 |
PP |
81.02 |
81.02 |
81.02 |
81.28 |
S1 |
80.00 |
80.00 |
81.45 |
80.51 |
S2 |
78.30 |
78.30 |
81.20 |
|
S3 |
75.58 |
77.28 |
80.95 |
|
S4 |
72.86 |
74.56 |
80.20 |
|
|
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 |
4.9% |
2.15 |
2.6% |
64% |
False |
False |
332,355 |
10 |
83.16 |
79.13 |
4.03 |
4.9% |
1.90 |
2.3% |
64% |
False |
False |
314,426 |
20 |
83.16 |
76.71 |
6.45 |
7.9% |
2.08 |
2.6% |
77% |
False |
False |
290,034 |
40 |
83.16 |
69.80 |
13.36 |
16.4% |
2.30 |
2.8% |
89% |
False |
False |
200,589 |
60 |
84.96 |
69.80 |
15.16 |
18.6% |
2.11 |
2.6% |
78% |
False |
False |
144,026 |
80 |
84.96 |
69.80 |
15.16 |
18.6% |
2.09 |
2.6% |
78% |
False |
False |
112,295 |
100 |
84.96 |
69.80 |
15.16 |
18.6% |
2.11 |
2.6% |
78% |
False |
False |
91,142 |
120 |
84.96 |
68.38 |
16.58 |
20.3% |
2.03 |
2.5% |
80% |
False |
False |
76,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.60 |
2.618 |
89.16 |
1.618 |
86.44 |
1.000 |
84.76 |
0.618 |
83.72 |
HIGH |
82.04 |
0.618 |
81.00 |
0.500 |
80.68 |
0.382 |
80.36 |
LOW |
79.32 |
0.618 |
77.64 |
1.000 |
76.60 |
1.618 |
74.92 |
2.618 |
72.20 |
4.250 |
67.76 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.36 |
81.52 |
PP |
81.02 |
81.33 |
S1 |
80.68 |
81.15 |
|