NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
82.22 |
82.65 |
0.43 |
0.5% |
83.08 |
High |
82.25 |
82.96 |
0.71 |
0.9% |
84.14 |
Low |
80.15 |
80.49 |
0.34 |
0.4% |
81.55 |
Close |
80.80 |
82.65 |
1.85 |
2.3% |
82.25 |
Range |
2.10 |
2.47 |
0.37 |
17.6% |
2.59 |
ATR |
1.94 |
1.98 |
0.04 |
2.0% |
0.00 |
Volume |
19,001 |
18,381 |
-620 |
-3.3% |
106,586 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.44 |
88.52 |
84.01 |
|
R3 |
86.97 |
86.05 |
83.33 |
|
R2 |
84.50 |
84.50 |
83.10 |
|
R1 |
83.58 |
83.58 |
82.88 |
83.89 |
PP |
82.03 |
82.03 |
82.03 |
82.19 |
S1 |
81.11 |
81.11 |
82.42 |
81.42 |
S2 |
79.56 |
79.56 |
82.20 |
|
S3 |
77.09 |
78.64 |
81.97 |
|
S4 |
74.62 |
76.17 |
81.29 |
|
|
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 |
80.15 |
3.99 |
4.8% |
1.98 |
2.4% |
63% |
False |
False |
21,295 |
10 |
84.14 |
80.15 |
3.99 |
4.8% |
1.70 |
2.1% |
63% |
False |
False |
20,381 |
20 |
84.14 |
78.24 |
5.90 |
7.1% |
1.85 |
2.2% |
75% |
False |
False |
15,763 |
40 |
84.14 |
71.64 |
12.50 |
15.1% |
2.04 |
2.5% |
88% |
False |
False |
12,770 |
60 |
86.41 |
71.64 |
14.77 |
17.9% |
1.86 |
2.2% |
75% |
False |
False |
9,933 |
80 |
86.41 |
71.64 |
14.77 |
17.9% |
1.80 |
2.2% |
75% |
False |
False |
8,345 |
100 |
86.41 |
71.64 |
14.77 |
17.9% |
1.80 |
2.2% |
75% |
False |
False |
7,345 |
120 |
86.41 |
70.06 |
16.35 |
19.8% |
1.76 |
2.1% |
77% |
False |
False |
6,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.46 |
2.618 |
89.43 |
1.618 |
86.96 |
1.000 |
85.43 |
0.618 |
84.49 |
HIGH |
82.96 |
0.618 |
82.02 |
0.500 |
81.73 |
0.382 |
81.43 |
LOW |
80.49 |
0.618 |
78.96 |
1.000 |
78.02 |
1.618 |
76.49 |
2.618 |
74.02 |
4.250 |
69.99 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.34 |
82.48 |
PP |
82.03 |
82.31 |
S1 |
81.73 |
82.14 |
|