NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
83.52 |
83.32 |
-0.20 |
-0.2% |
81.13 |
High |
83.90 |
83.52 |
-0.38 |
-0.5% |
84.16 |
Low |
83.21 |
81.39 |
-1.82 |
-2.2% |
80.51 |
Close |
83.68 |
82.12 |
-1.56 |
-1.9% |
82.12 |
Range |
0.69 |
2.13 |
1.44 |
208.7% |
3.65 |
ATR |
1.73 |
1.77 |
0.04 |
2.3% |
0.00 |
Volume |
10,581 |
19,877 |
9,296 |
87.9% |
56,384 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.73 |
87.56 |
83.29 |
|
R3 |
86.60 |
85.43 |
82.71 |
|
R2 |
84.47 |
84.47 |
82.51 |
|
R1 |
83.30 |
83.30 |
82.32 |
82.82 |
PP |
82.34 |
82.34 |
82.34 |
82.11 |
S1 |
81.17 |
81.17 |
81.92 |
80.69 |
S2 |
80.21 |
80.21 |
81.73 |
|
S3 |
78.08 |
79.04 |
81.53 |
|
S4 |
75.95 |
76.91 |
80.95 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.21 |
91.32 |
84.13 |
|
R3 |
89.56 |
87.67 |
83.12 |
|
R2 |
85.91 |
85.91 |
82.79 |
|
R1 |
84.02 |
84.02 |
82.45 |
84.97 |
PP |
82.26 |
82.26 |
82.26 |
82.74 |
S1 |
80.37 |
80.37 |
81.79 |
81.32 |
S2 |
78.61 |
78.61 |
81.45 |
|
S3 |
74.96 |
76.72 |
81.12 |
|
S4 |
71.31 |
73.07 |
80.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.16 |
80.51 |
3.65 |
4.4% |
1.61 |
2.0% |
44% |
False |
False |
11,276 |
10 |
84.50 |
80.51 |
3.99 |
4.9% |
1.58 |
1.9% |
40% |
False |
False |
10,733 |
20 |
84.50 |
78.62 |
5.88 |
7.2% |
1.62 |
2.0% |
60% |
False |
False |
9,854 |
40 |
84.50 |
72.04 |
12.46 |
15.2% |
1.78 |
2.2% |
81% |
False |
False |
7,776 |
60 |
86.58 |
72.04 |
14.54 |
17.7% |
1.54 |
1.9% |
69% |
False |
False |
5,950 |
80 |
86.58 |
72.04 |
14.54 |
17.7% |
1.39 |
1.7% |
69% |
False |
False |
5,098 |
100 |
86.58 |
72.04 |
14.54 |
17.7% |
1.27 |
1.5% |
69% |
False |
False |
4,482 |
120 |
86.58 |
70.69 |
15.89 |
19.3% |
1.18 |
1.4% |
72% |
False |
False |
4,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.57 |
2.618 |
89.10 |
1.618 |
86.97 |
1.000 |
85.65 |
0.618 |
84.84 |
HIGH |
83.52 |
0.618 |
82.71 |
0.500 |
82.46 |
0.382 |
82.20 |
LOW |
81.39 |
0.618 |
80.07 |
1.000 |
79.26 |
1.618 |
77.94 |
2.618 |
75.81 |
4.250 |
72.34 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.46 |
82.78 |
PP |
82.34 |
82.56 |
S1 |
82.23 |
82.34 |
|