NYMEX Light Sweet Crude Oil Future May 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 |
81.61 |
82.22 |
0.61 |
0.7% |
80.38 |
| High |
83.36 |
82.69 |
-0.67 |
-0.8% |
82.47 |
| Low |
81.14 |
81.67 |
0.53 |
0.7% |
78.44 |
| Close |
82.43 |
82.43 |
0.00 |
0.0% |
81.92 |
| Range |
2.22 |
1.02 |
-1.20 |
-54.1% |
4.03 |
| ATR |
2.14 |
2.06 |
-0.08 |
-3.7% |
0.00 |
| Volume |
147,722 |
181,314 |
33,592 |
22.7% |
443,042 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.32 |
84.90 |
82.99 |
|
| R3 |
84.30 |
83.88 |
82.71 |
|
| R2 |
83.28 |
83.28 |
82.62 |
|
| R1 |
82.86 |
82.86 |
82.52 |
83.07 |
| PP |
82.26 |
82.26 |
82.26 |
82.37 |
| S1 |
81.84 |
81.84 |
82.34 |
82.05 |
| S2 |
81.24 |
81.24 |
82.24 |
|
| S3 |
80.22 |
80.82 |
82.15 |
|
| S4 |
79.20 |
79.80 |
81.87 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.03 |
91.51 |
84.14 |
|
| R3 |
89.00 |
87.48 |
83.03 |
|
| R2 |
84.97 |
84.97 |
82.66 |
|
| R1 |
83.45 |
83.45 |
82.29 |
84.21 |
| PP |
80.94 |
80.94 |
80.94 |
81.33 |
| S1 |
79.42 |
79.42 |
81.55 |
80.18 |
| S2 |
76.91 |
76.91 |
81.18 |
|
| S3 |
72.88 |
75.39 |
80.81 |
|
| S4 |
68.85 |
71.36 |
79.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.36 |
80.57 |
2.79 |
3.4% |
1.63 |
2.0% |
67% |
False |
False |
129,948 |
| 10 |
83.36 |
78.24 |
5.12 |
6.2% |
1.86 |
2.3% |
82% |
False |
False |
106,215 |
| 20 |
83.36 |
73.62 |
9.74 |
11.8% |
2.10 |
2.5% |
90% |
False |
False |
84,664 |
| 40 |
83.36 |
70.28 |
13.08 |
15.9% |
2.19 |
2.7% |
93% |
False |
False |
62,904 |
| 60 |
85.43 |
70.28 |
15.15 |
18.4% |
1.98 |
2.4% |
80% |
False |
False |
46,056 |
| 80 |
85.43 |
70.28 |
15.15 |
18.4% |
1.97 |
2.4% |
80% |
False |
False |
36,952 |
| 100 |
85.43 |
70.28 |
15.15 |
18.4% |
1.93 |
2.3% |
80% |
False |
False |
30,630 |
| 120 |
85.43 |
68.84 |
16.59 |
20.1% |
1.80 |
2.2% |
82% |
False |
False |
26,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.03 |
|
2.618 |
85.36 |
|
1.618 |
84.34 |
|
1.000 |
83.71 |
|
0.618 |
83.32 |
|
HIGH |
82.69 |
|
0.618 |
82.30 |
|
0.500 |
82.18 |
|
0.382 |
82.06 |
|
LOW |
81.67 |
|
0.618 |
81.04 |
|
1.000 |
80.65 |
|
1.618 |
80.02 |
|
2.618 |
79.00 |
|
4.250 |
77.34 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.35 |
82.28 |
| PP |
82.26 |
82.12 |
| S1 |
82.18 |
81.97 |
|