NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
82.56 |
82.61 |
0.05 |
0.1% |
80.67 |
High |
83.22 |
82.73 |
-0.49 |
-0.6% |
82.89 |
Low |
81.71 |
81.04 |
-0.67 |
-0.8% |
78.84 |
Close |
82.78 |
82.30 |
-0.48 |
-0.6% |
82.37 |
Range |
1.51 |
1.69 |
0.18 |
11.9% |
4.05 |
ATR |
2.10 |
2.07 |
-0.03 |
-1.2% |
0.00 |
Volume |
50,594 |
56,393 |
5,799 |
11.5% |
263,986 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.09 |
86.39 |
83.23 |
|
R3 |
85.40 |
84.70 |
82.76 |
|
R2 |
83.71 |
83.71 |
82.61 |
|
R1 |
83.01 |
83.01 |
82.45 |
82.52 |
PP |
82.02 |
82.02 |
82.02 |
81.78 |
S1 |
81.32 |
81.32 |
82.15 |
80.83 |
S2 |
80.33 |
80.33 |
81.99 |
|
S3 |
78.64 |
79.63 |
81.84 |
|
S4 |
76.95 |
77.94 |
81.37 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.52 |
91.99 |
84.60 |
|
R3 |
89.47 |
87.94 |
83.48 |
|
R2 |
85.42 |
85.42 |
83.11 |
|
R1 |
83.89 |
83.89 |
82.74 |
84.66 |
PP |
81.37 |
81.37 |
81.37 |
81.75 |
S1 |
79.84 |
79.84 |
82.00 |
80.61 |
S2 |
77.32 |
77.32 |
81.63 |
|
S3 |
73.27 |
75.79 |
81.26 |
|
S4 |
69.22 |
71.74 |
80.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.22 |
80.24 |
2.98 |
3.6% |
1.53 |
1.9% |
69% |
False |
False |
53,831 |
10 |
83.22 |
77.84 |
5.38 |
6.5% |
1.99 |
2.4% |
83% |
False |
False |
49,195 |
20 |
83.22 |
72.72 |
10.50 |
12.8% |
2.10 |
2.6% |
91% |
False |
False |
45,178 |
40 |
85.95 |
70.75 |
15.20 |
18.5% |
2.16 |
2.6% |
76% |
False |
False |
40,444 |
60 |
85.95 |
70.75 |
15.20 |
18.5% |
1.96 |
2.4% |
76% |
False |
False |
33,858 |
80 |
85.95 |
70.75 |
15.20 |
18.5% |
2.02 |
2.4% |
76% |
False |
False |
30,429 |
100 |
85.95 |
70.75 |
15.20 |
18.5% |
2.04 |
2.5% |
76% |
False |
False |
27,367 |
120 |
85.95 |
69.40 |
16.55 |
20.1% |
2.02 |
2.5% |
78% |
False |
False |
24,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.91 |
2.618 |
87.15 |
1.618 |
85.46 |
1.000 |
84.42 |
0.618 |
83.77 |
HIGH |
82.73 |
0.618 |
82.08 |
0.500 |
81.89 |
0.382 |
81.69 |
LOW |
81.04 |
0.618 |
80.00 |
1.000 |
79.35 |
1.618 |
78.31 |
2.618 |
76.62 |
4.250 |
73.86 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.16 |
82.24 |
PP |
82.02 |
82.19 |
S1 |
81.89 |
82.13 |
|