NYMEX Light Sweet Crude Oil Future June 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 |
82.05 |
82.60 |
0.55 |
0.7% |
80.67 |
| High |
83.77 |
83.00 |
-0.77 |
-0.9% |
82.89 |
| Low |
81.55 |
82.03 |
0.48 |
0.6% |
78.84 |
| Close |
82.79 |
82.78 |
-0.01 |
0.0% |
82.37 |
| Range |
2.22 |
0.97 |
-1.25 |
-56.3% |
4.05 |
| ATR |
2.08 |
2.00 |
-0.08 |
-3.8% |
0.00 |
| Volume |
56,175 |
96,762 |
40,587 |
72.3% |
263,986 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.51 |
85.12 |
83.31 |
|
| R3 |
84.54 |
84.15 |
83.05 |
|
| R2 |
83.57 |
83.57 |
82.96 |
|
| R1 |
83.18 |
83.18 |
82.87 |
83.38 |
| PP |
82.60 |
82.60 |
82.60 |
82.70 |
| S1 |
82.21 |
82.21 |
82.69 |
82.41 |
| S2 |
81.63 |
81.63 |
82.60 |
|
| S3 |
80.66 |
81.24 |
82.51 |
|
| S4 |
79.69 |
80.27 |
82.25 |
|
|
| 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 |
83.77 |
81.04 |
2.73 |
3.3% |
1.58 |
1.9% |
64% |
False |
False |
64,983 |
| 10 |
83.77 |
78.65 |
5.12 |
6.2% |
1.79 |
2.2% |
81% |
False |
False |
55,523 |
| 20 |
83.77 |
74.22 |
9.55 |
11.5% |
2.01 |
2.4% |
90% |
False |
False |
48,664 |
| 40 |
83.77 |
70.75 |
13.02 |
15.7% |
2.14 |
2.6% |
92% |
False |
False |
43,032 |
| 60 |
85.95 |
70.75 |
15.20 |
18.4% |
1.96 |
2.4% |
79% |
False |
False |
35,360 |
| 80 |
85.95 |
70.75 |
15.20 |
18.4% |
2.01 |
2.4% |
79% |
False |
False |
31,988 |
| 100 |
85.95 |
70.75 |
15.20 |
18.4% |
2.03 |
2.5% |
79% |
False |
False |
28,612 |
| 120 |
85.95 |
69.40 |
16.55 |
20.0% |
2.02 |
2.4% |
81% |
False |
False |
25,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.12 |
|
2.618 |
85.54 |
|
1.618 |
84.57 |
|
1.000 |
83.97 |
|
0.618 |
83.60 |
|
HIGH |
83.00 |
|
0.618 |
82.63 |
|
0.500 |
82.52 |
|
0.382 |
82.40 |
|
LOW |
82.03 |
|
0.618 |
81.43 |
|
1.000 |
81.06 |
|
1.618 |
80.46 |
|
2.618 |
79.49 |
|
4.250 |
77.91 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.69 |
82.66 |
| PP |
82.60 |
82.53 |
| S1 |
82.52 |
82.41 |
|