NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.09 |
82.27 |
2.18 |
2.7% |
82.27 |
High |
82.32 |
83.36 |
1.04 |
1.3% |
83.47 |
Low |
79.59 |
81.98 |
2.39 |
3.0% |
80.57 |
Close |
81.97 |
83.21 |
1.24 |
1.5% |
81.54 |
Range |
2.73 |
1.38 |
-1.35 |
-49.5% |
2.90 |
ATR |
2.15 |
2.09 |
-0.05 |
-2.5% |
0.00 |
Volume |
141,848 |
166,486 |
24,638 |
17.4% |
707,234 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.99 |
86.48 |
83.97 |
|
R3 |
85.61 |
85.10 |
83.59 |
|
R2 |
84.23 |
84.23 |
83.46 |
|
R1 |
83.72 |
83.72 |
83.34 |
83.98 |
PP |
82.85 |
82.85 |
82.85 |
82.98 |
S1 |
82.34 |
82.34 |
83.08 |
82.60 |
S2 |
81.47 |
81.47 |
82.96 |
|
S3 |
80.09 |
80.96 |
82.83 |
|
S4 |
78.71 |
79.58 |
82.45 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.56 |
88.95 |
83.14 |
|
R3 |
87.66 |
86.05 |
82.34 |
|
R2 |
84.76 |
84.76 |
82.07 |
|
R1 |
83.15 |
83.15 |
81.81 |
82.51 |
PP |
81.86 |
81.86 |
81.86 |
81.54 |
S1 |
80.25 |
80.25 |
81.27 |
79.61 |
S2 |
78.96 |
78.96 |
81.01 |
|
S3 |
76.06 |
77.35 |
80.74 |
|
S4 |
73.16 |
74.45 |
79.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.47 |
79.41 |
4.06 |
4.9% |
1.99 |
2.4% |
94% |
False |
False |
156,166 |
10 |
83.47 |
79.41 |
4.06 |
4.9% |
1.84 |
2.2% |
94% |
False |
False |
132,562 |
20 |
83.47 |
77.20 |
6.27 |
7.5% |
2.05 |
2.5% |
96% |
False |
False |
101,618 |
40 |
83.47 |
70.28 |
13.19 |
15.9% |
2.23 |
2.7% |
98% |
False |
False |
75,371 |
60 |
85.43 |
70.28 |
15.15 |
18.2% |
2.04 |
2.5% |
85% |
False |
False |
55,306 |
80 |
85.43 |
70.28 |
15.15 |
18.2% |
2.01 |
2.4% |
85% |
False |
False |
44,194 |
100 |
85.43 |
70.28 |
15.15 |
18.2% |
1.96 |
2.4% |
85% |
False |
False |
36,414 |
120 |
85.43 |
68.84 |
16.59 |
19.9% |
1.85 |
2.2% |
87% |
False |
False |
31,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.23 |
2.618 |
86.97 |
1.618 |
85.59 |
1.000 |
84.74 |
0.618 |
84.21 |
HIGH |
83.36 |
0.618 |
82.83 |
0.500 |
82.67 |
0.382 |
82.51 |
LOW |
81.98 |
0.618 |
81.13 |
1.000 |
80.60 |
1.618 |
79.75 |
2.618 |
78.37 |
4.250 |
76.12 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.03 |
82.60 |
PP |
82.85 |
81.99 |
S1 |
82.67 |
81.39 |
|