NYMEX Light Sweet Crude Oil Future July 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 |
83.18 |
83.32 |
0.14 |
0.2% |
83.08 |
High |
83.35 |
84.13 |
0.78 |
0.9% |
84.14 |
Low |
82.56 |
81.75 |
-0.81 |
-1.0% |
81.55 |
Close |
83.18 |
82.25 |
-0.93 |
-1.1% |
82.25 |
Range |
0.79 |
2.38 |
1.59 |
201.3% |
2.59 |
ATR |
1.89 |
1.92 |
0.04 |
1.9% |
0.00 |
Volume |
28,375 |
19,473 |
-8,902 |
-31.4% |
106,586 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.85 |
88.43 |
83.56 |
|
R3 |
87.47 |
86.05 |
82.90 |
|
R2 |
85.09 |
85.09 |
82.69 |
|
R1 |
83.67 |
83.67 |
82.47 |
83.19 |
PP |
82.71 |
82.71 |
82.71 |
82.47 |
S1 |
81.29 |
81.29 |
82.03 |
80.81 |
S2 |
80.33 |
80.33 |
81.81 |
|
S3 |
77.95 |
78.91 |
81.60 |
|
S4 |
75.57 |
76.53 |
80.94 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.42 |
88.92 |
83.67 |
|
R3 |
87.83 |
86.33 |
82.96 |
|
R2 |
85.24 |
85.24 |
82.72 |
|
R1 |
83.74 |
83.74 |
82.49 |
83.20 |
PP |
82.65 |
82.65 |
82.65 |
82.37 |
S1 |
81.15 |
81.15 |
82.01 |
80.61 |
S2 |
80.06 |
80.06 |
81.78 |
|
S3 |
77.47 |
78.56 |
81.54 |
|
S4 |
74.88 |
75.97 |
80.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.14 |
81.55 |
2.59 |
3.1% |
1.65 |
2.0% |
27% |
False |
False |
21,317 |
10 |
84.14 |
79.24 |
4.90 |
6.0% |
1.72 |
2.1% |
61% |
False |
False |
19,340 |
20 |
84.14 |
74.65 |
9.49 |
11.5% |
1.90 |
2.3% |
80% |
False |
False |
15,077 |
40 |
84.14 |
71.64 |
12.50 |
15.2% |
1.99 |
2.4% |
85% |
False |
False |
12,142 |
60 |
86.41 |
71.64 |
14.77 |
18.0% |
1.82 |
2.2% |
72% |
False |
False |
9,425 |
80 |
86.41 |
71.64 |
14.77 |
18.0% |
1.79 |
2.2% |
72% |
False |
False |
7,921 |
100 |
86.41 |
71.64 |
14.77 |
18.0% |
1.78 |
2.2% |
72% |
False |
False |
7,039 |
120 |
86.41 |
70.06 |
16.35 |
19.9% |
1.74 |
2.1% |
75% |
False |
False |
6,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.25 |
2.618 |
90.36 |
1.618 |
87.98 |
1.000 |
86.51 |
0.618 |
85.60 |
HIGH |
84.13 |
0.618 |
83.22 |
0.500 |
82.94 |
0.382 |
82.66 |
LOW |
81.75 |
0.618 |
80.28 |
1.000 |
79.37 |
1.618 |
77.90 |
2.618 |
75.52 |
4.250 |
71.64 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.94 |
82.95 |
PP |
82.71 |
82.71 |
S1 |
82.48 |
82.48 |
|