NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.83 |
81.86 |
-0.97 |
-1.2% |
82.56 |
| High |
83.80 |
82.00 |
-1.80 |
-2.1% |
83.80 |
| Low |
81.25 |
79.77 |
-1.48 |
-1.8% |
81.04 |
| Close |
81.88 |
80.43 |
-1.45 |
-1.8% |
81.88 |
| Range |
2.55 |
2.23 |
-0.32 |
-12.5% |
2.76 |
| ATR |
2.04 |
2.05 |
0.01 |
0.7% |
0.00 |
| Volume |
61,611 |
70,093 |
8,482 |
13.8% |
321,535 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.42 |
86.16 |
81.66 |
|
| R3 |
85.19 |
83.93 |
81.04 |
|
| R2 |
82.96 |
82.96 |
80.84 |
|
| R1 |
81.70 |
81.70 |
80.63 |
81.22 |
| PP |
80.73 |
80.73 |
80.73 |
80.49 |
| S1 |
79.47 |
79.47 |
80.23 |
78.99 |
| S2 |
78.50 |
78.50 |
80.02 |
|
| S3 |
76.27 |
77.24 |
79.82 |
|
| S4 |
74.04 |
75.01 |
79.20 |
|
|
| 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 |
79.77 |
4.03 |
5.0% |
1.93 |
2.4% |
16% |
False |
True |
68,206 |
| 10 |
83.80 |
79.11 |
4.69 |
5.8% |
1.82 |
2.3% |
28% |
False |
False |
59,916 |
| 20 |
83.80 |
75.24 |
8.56 |
10.6% |
2.02 |
2.5% |
61% |
False |
False |
50,527 |
| 40 |
83.80 |
70.75 |
13.05 |
16.2% |
2.17 |
2.7% |
74% |
False |
False |
44,626 |
| 60 |
85.95 |
70.75 |
15.20 |
18.9% |
2.00 |
2.5% |
64% |
False |
False |
37,001 |
| 80 |
85.95 |
70.75 |
15.20 |
18.9% |
2.01 |
2.5% |
64% |
False |
False |
33,134 |
| 100 |
85.95 |
70.75 |
15.20 |
18.9% |
2.05 |
2.6% |
64% |
False |
False |
29,548 |
| 120 |
85.95 |
69.40 |
16.55 |
20.6% |
2.03 |
2.5% |
67% |
False |
False |
26,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.48 |
|
2.618 |
87.84 |
|
1.618 |
85.61 |
|
1.000 |
84.23 |
|
0.618 |
83.38 |
|
HIGH |
82.00 |
|
0.618 |
81.15 |
|
0.500 |
80.89 |
|
0.382 |
80.62 |
|
LOW |
79.77 |
|
0.618 |
78.39 |
|
1.000 |
77.54 |
|
1.618 |
76.16 |
|
2.618 |
73.93 |
|
4.250 |
70.29 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.89 |
81.79 |
| PP |
80.73 |
81.33 |
| S1 |
80.58 |
80.88 |
|