NYMEX Light Sweet Crude Oil Future July 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 |
83.89 |
83.49 |
-0.40 |
-0.5% |
83.08 |
High |
84.00 |
83.74 |
-0.26 |
-0.3% |
84.14 |
Low |
82.78 |
82.86 |
0.08 |
0.1% |
81.55 |
Close |
83.89 |
83.34 |
-0.55 |
-0.7% |
82.25 |
Range |
1.22 |
0.88 |
-0.34 |
-27.9% |
2.59 |
ATR |
1.93 |
1.87 |
-0.06 |
-3.3% |
0.00 |
Volume |
23,217 |
24,022 |
805 |
3.5% |
106,586 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.95 |
85.53 |
83.82 |
|
R3 |
85.07 |
84.65 |
83.58 |
|
R2 |
84.19 |
84.19 |
83.50 |
|
R1 |
83.77 |
83.77 |
83.42 |
83.54 |
PP |
83.31 |
83.31 |
83.31 |
83.20 |
S1 |
82.89 |
82.89 |
83.26 |
82.66 |
S2 |
82.43 |
82.43 |
83.18 |
|
S3 |
81.55 |
82.01 |
83.10 |
|
S4 |
80.67 |
81.13 |
82.86 |
|
|
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 |
84.13 |
80.15 |
3.98 |
4.8% |
1.81 |
2.2% |
80% |
False |
False |
20,818 |
10 |
84.14 |
80.15 |
3.99 |
4.8% |
1.64 |
2.0% |
80% |
False |
False |
21,686 |
20 |
84.14 |
78.24 |
5.90 |
7.1% |
1.77 |
2.1% |
86% |
False |
False |
17,425 |
40 |
84.14 |
71.64 |
12.50 |
15.0% |
2.01 |
2.4% |
94% |
False |
False |
13,585 |
60 |
86.41 |
71.64 |
14.77 |
17.7% |
1.83 |
2.2% |
79% |
False |
False |
10,593 |
80 |
86.41 |
71.64 |
14.77 |
17.7% |
1.79 |
2.1% |
79% |
False |
False |
8,882 |
100 |
86.41 |
71.64 |
14.77 |
17.7% |
1.78 |
2.1% |
79% |
False |
False |
7,744 |
120 |
86.41 |
70.06 |
16.35 |
19.6% |
1.74 |
2.1% |
81% |
False |
False |
6,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.48 |
2.618 |
86.04 |
1.618 |
85.16 |
1.000 |
84.62 |
0.618 |
84.28 |
HIGH |
83.74 |
0.618 |
83.40 |
0.500 |
83.30 |
0.382 |
83.20 |
LOW |
82.86 |
0.618 |
82.32 |
1.000 |
81.98 |
1.618 |
81.44 |
2.618 |
80.56 |
4.250 |
79.12 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.33 |
82.98 |
PP |
83.31 |
82.61 |
S1 |
83.30 |
82.25 |
|