NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.60 |
82.83 |
0.23 |
0.3% |
82.56 |
| High |
83.00 |
83.80 |
0.80 |
1.0% |
83.80 |
| Low |
82.03 |
81.25 |
-0.78 |
-1.0% |
81.04 |
| Close |
82.78 |
81.88 |
-0.90 |
-1.1% |
81.88 |
| Range |
0.97 |
2.55 |
1.58 |
162.9% |
2.76 |
| ATR |
2.00 |
2.04 |
0.04 |
2.0% |
0.00 |
| Volume |
96,762 |
61,611 |
-35,151 |
-36.3% |
321,535 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.96 |
88.47 |
83.28 |
|
| R3 |
87.41 |
85.92 |
82.58 |
|
| R2 |
84.86 |
84.86 |
82.35 |
|
| R1 |
83.37 |
83.37 |
82.11 |
82.84 |
| PP |
82.31 |
82.31 |
82.31 |
82.05 |
| S1 |
80.82 |
80.82 |
81.65 |
80.29 |
| S2 |
79.76 |
79.76 |
81.41 |
|
| S3 |
77.21 |
78.27 |
81.18 |
|
| S4 |
74.66 |
75.72 |
80.48 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.52 |
88.96 |
83.40 |
|
| R3 |
87.76 |
86.20 |
82.64 |
|
| R2 |
85.00 |
85.00 |
82.39 |
|
| R1 |
83.44 |
83.44 |
82.13 |
82.84 |
| PP |
82.24 |
82.24 |
82.24 |
81.94 |
| S1 |
80.68 |
80.68 |
81.63 |
80.08 |
| S2 |
79.48 |
79.48 |
81.37 |
|
| S3 |
76.72 |
77.92 |
81.12 |
|
| S4 |
73.96 |
75.16 |
80.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.80 |
81.04 |
2.76 |
3.4% |
1.79 |
2.2% |
30% |
True |
False |
64,307 |
| 10 |
83.80 |
78.84 |
4.96 |
6.1% |
1.85 |
2.3% |
61% |
True |
False |
58,552 |
| 20 |
83.80 |
74.22 |
9.58 |
11.7% |
2.02 |
2.5% |
80% |
True |
False |
49,662 |
| 40 |
83.80 |
70.75 |
13.05 |
15.9% |
2.15 |
2.6% |
85% |
True |
False |
43,837 |
| 60 |
85.95 |
70.75 |
15.20 |
18.6% |
1.98 |
2.4% |
73% |
False |
False |
36,063 |
| 80 |
85.95 |
70.75 |
15.20 |
18.6% |
2.01 |
2.5% |
73% |
False |
False |
32,444 |
| 100 |
85.95 |
70.75 |
15.20 |
18.6% |
2.04 |
2.5% |
73% |
False |
False |
29,010 |
| 120 |
85.95 |
69.40 |
16.55 |
20.2% |
2.04 |
2.5% |
75% |
False |
False |
26,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.64 |
|
2.618 |
90.48 |
|
1.618 |
87.93 |
|
1.000 |
86.35 |
|
0.618 |
85.38 |
|
HIGH |
83.80 |
|
0.618 |
82.83 |
|
0.500 |
82.53 |
|
0.382 |
82.22 |
|
LOW |
81.25 |
|
0.618 |
79.67 |
|
1.000 |
78.70 |
|
1.618 |
77.12 |
|
2.618 |
74.57 |
|
4.250 |
70.41 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.53 |
82.53 |
| PP |
82.31 |
82.31 |
| S1 |
82.10 |
82.10 |
|