NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.59 |
83.44 |
0.85 |
1.0% |
82.56 |
| High |
83.70 |
83.48 |
-0.22 |
-0.3% |
83.80 |
| Low |
82.30 |
82.40 |
0.10 |
0.1% |
81.04 |
| Close |
83.56 |
82.94 |
-0.62 |
-0.7% |
81.88 |
| Range |
1.40 |
1.08 |
-0.32 |
-22.9% |
2.76 |
| ATR |
2.05 |
1.99 |
-0.06 |
-3.1% |
0.00 |
| Volume |
75,044 |
71,972 |
-3,072 |
-4.1% |
321,535 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.18 |
85.64 |
83.53 |
|
| R3 |
85.10 |
84.56 |
83.24 |
|
| R2 |
84.02 |
84.02 |
83.14 |
|
| R1 |
83.48 |
83.48 |
83.04 |
83.21 |
| PP |
82.94 |
82.94 |
82.94 |
82.81 |
| S1 |
82.40 |
82.40 |
82.84 |
82.13 |
| S2 |
81.86 |
81.86 |
82.74 |
|
| S3 |
80.78 |
81.32 |
82.64 |
|
| S4 |
79.70 |
80.24 |
82.35 |
|
|
| 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 |
4.9% |
1.99 |
2.4% |
79% |
False |
False |
65,873 |
| 10 |
83.80 |
79.77 |
4.03 |
4.9% |
1.79 |
2.2% |
79% |
False |
False |
65,428 |
| 20 |
83.80 |
77.84 |
5.96 |
7.2% |
1.90 |
2.3% |
86% |
False |
False |
55,508 |
| 40 |
83.80 |
70.75 |
13.05 |
15.7% |
2.16 |
2.6% |
93% |
False |
False |
47,049 |
| 60 |
85.95 |
70.75 |
15.20 |
18.3% |
2.00 |
2.4% |
80% |
False |
False |
39,157 |
| 80 |
85.95 |
70.75 |
15.20 |
18.3% |
2.01 |
2.4% |
80% |
False |
False |
35,108 |
| 100 |
85.95 |
70.75 |
15.20 |
18.3% |
2.04 |
2.5% |
80% |
False |
False |
31,013 |
| 120 |
85.95 |
69.40 |
16.55 |
20.0% |
2.01 |
2.4% |
82% |
False |
False |
28,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.07 |
|
2.618 |
86.31 |
|
1.618 |
85.23 |
|
1.000 |
84.56 |
|
0.618 |
84.15 |
|
HIGH |
83.48 |
|
0.618 |
83.07 |
|
0.500 |
82.94 |
|
0.382 |
82.81 |
|
LOW |
82.40 |
|
0.618 |
81.73 |
|
1.000 |
81.32 |
|
1.618 |
80.65 |
|
2.618 |
79.57 |
|
4.250 |
77.81 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.94 |
82.57 |
| PP |
82.94 |
82.20 |
| S1 |
82.94 |
81.83 |
|