NYMEX Light Sweet Crude Oil Future August 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 |
83.55 |
83.50 |
-0.05 |
-0.1% |
83.00 |
High |
83.71 |
84.42 |
0.71 |
0.8% |
84.50 |
Low |
82.91 |
82.20 |
-0.71 |
-0.9% |
81.99 |
Close |
83.55 |
82.58 |
-0.97 |
-1.2% |
82.58 |
Range |
0.80 |
2.22 |
1.42 |
177.5% |
2.51 |
ATR |
1.74 |
1.77 |
0.03 |
2.0% |
0.00 |
Volume |
7,522 |
12,991 |
5,469 |
72.7% |
50,948 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.73 |
88.37 |
83.80 |
|
R3 |
87.51 |
86.15 |
83.19 |
|
R2 |
85.29 |
85.29 |
82.99 |
|
R1 |
83.93 |
83.93 |
82.78 |
83.50 |
PP |
83.07 |
83.07 |
83.07 |
82.85 |
S1 |
81.71 |
81.71 |
82.38 |
81.28 |
S2 |
80.85 |
80.85 |
82.17 |
|
S3 |
78.63 |
79.49 |
81.97 |
|
S4 |
76.41 |
77.27 |
81.36 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.55 |
89.08 |
83.96 |
|
R3 |
88.04 |
86.57 |
83.27 |
|
R2 |
85.53 |
85.53 |
83.04 |
|
R1 |
84.06 |
84.06 |
82.81 |
83.54 |
PP |
83.02 |
83.02 |
83.02 |
82.77 |
S1 |
81.55 |
81.55 |
82.35 |
81.03 |
S2 |
80.51 |
80.51 |
82.12 |
|
S3 |
78.00 |
79.04 |
81.89 |
|
S4 |
75.49 |
76.53 |
81.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.50 |
81.99 |
2.51 |
3.0% |
1.55 |
1.9% |
24% |
False |
False |
10,189 |
10 |
84.50 |
79.56 |
4.94 |
6.0% |
1.61 |
1.9% |
61% |
False |
False |
9,859 |
20 |
84.50 |
75.42 |
9.08 |
11.0% |
1.71 |
2.1% |
79% |
False |
False |
8,101 |
40 |
84.50 |
72.04 |
12.46 |
15.1% |
1.73 |
2.1% |
85% |
False |
False |
6,849 |
60 |
86.58 |
72.04 |
14.54 |
17.6% |
1.46 |
1.8% |
72% |
False |
False |
5,175 |
80 |
86.58 |
72.04 |
14.54 |
17.6% |
1.32 |
1.6% |
72% |
False |
False |
4,501 |
100 |
86.58 |
72.04 |
14.54 |
17.6% |
1.24 |
1.5% |
72% |
False |
False |
4,031 |
120 |
86.58 |
70.69 |
15.89 |
19.2% |
1.15 |
1.4% |
75% |
False |
False |
3,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.86 |
2.618 |
90.23 |
1.618 |
88.01 |
1.000 |
86.64 |
0.618 |
85.79 |
HIGH |
84.42 |
0.618 |
83.57 |
0.500 |
83.31 |
0.382 |
83.05 |
LOW |
82.20 |
0.618 |
80.83 |
1.000 |
79.98 |
1.618 |
78.61 |
2.618 |
76.39 |
4.250 |
72.77 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.31 |
83.35 |
PP |
83.07 |
83.09 |
S1 |
82.82 |
82.84 |
|