NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
82.85 |
82.17 |
-0.68 |
-0.8% |
81.13 |
High |
82.85 |
82.17 |
-0.68 |
-0.8% |
83.09 |
Low |
81.68 |
79.86 |
-1.82 |
-2.2% |
79.13 |
Close |
82.20 |
80.68 |
-1.52 |
-1.8% |
80.68 |
Range |
1.17 |
2.31 |
1.14 |
97.4% |
3.96 |
ATR |
2.06 |
2.08 |
0.02 |
1.0% |
0.00 |
Volume |
275,205 |
208,343 |
-66,862 |
-24.3% |
1,394,064 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.83 |
86.57 |
81.95 |
|
R3 |
85.52 |
84.26 |
81.32 |
|
R2 |
83.21 |
83.21 |
81.10 |
|
R1 |
81.95 |
81.95 |
80.89 |
81.43 |
PP |
80.90 |
80.90 |
80.90 |
80.64 |
S1 |
79.64 |
79.64 |
80.47 |
79.12 |
S2 |
78.59 |
78.59 |
80.26 |
|
S3 |
76.28 |
77.33 |
80.04 |
|
S4 |
73.97 |
75.02 |
79.41 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.85 |
90.72 |
82.86 |
|
R3 |
88.89 |
86.76 |
81.77 |
|
R2 |
84.93 |
84.93 |
81.41 |
|
R1 |
82.80 |
82.80 |
81.04 |
81.89 |
PP |
80.97 |
80.97 |
80.97 |
80.51 |
S1 |
78.84 |
78.84 |
80.32 |
77.93 |
S2 |
77.01 |
77.01 |
79.95 |
|
S3 |
73.05 |
74.88 |
79.59 |
|
S4 |
69.09 |
70.92 |
78.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.09 |
79.13 |
3.96 |
4.9% |
1.95 |
2.4% |
39% |
False |
False |
278,812 |
10 |
83.16 |
79.13 |
4.03 |
5.0% |
1.90 |
2.4% |
38% |
False |
False |
303,049 |
20 |
83.16 |
77.05 |
6.11 |
7.6% |
2.00 |
2.5% |
59% |
False |
False |
302,077 |
40 |
83.16 |
69.80 |
13.36 |
16.6% |
2.25 |
2.8% |
81% |
False |
False |
214,607 |
60 |
84.96 |
69.80 |
15.16 |
18.8% |
2.09 |
2.6% |
72% |
False |
False |
155,723 |
80 |
84.96 |
69.80 |
15.16 |
18.8% |
2.09 |
2.6% |
72% |
False |
False |
121,708 |
100 |
84.96 |
69.80 |
15.16 |
18.8% |
2.09 |
2.6% |
72% |
False |
False |
98,671 |
120 |
84.96 |
68.40 |
16.56 |
20.5% |
2.02 |
2.5% |
74% |
False |
False |
83,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.99 |
2.618 |
88.22 |
1.618 |
85.91 |
1.000 |
84.48 |
0.618 |
83.60 |
HIGH |
82.17 |
0.618 |
81.29 |
0.500 |
81.02 |
0.382 |
80.74 |
LOW |
79.86 |
0.618 |
78.43 |
1.000 |
77.55 |
1.618 |
76.12 |
2.618 |
73.81 |
4.250 |
70.04 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.02 |
81.48 |
PP |
80.90 |
81.21 |
S1 |
80.79 |
80.95 |
|