NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
84.13 |
84.18 |
0.05 |
0.1% |
80.75 |
High |
85.00 |
84.28 |
-0.72 |
-0.8% |
84.10 |
Low |
83.10 |
83.43 |
0.33 |
0.4% |
80.15 |
Close |
84.13 |
84.18 |
0.05 |
0.1% |
83.77 |
Range |
1.90 |
0.85 |
-1.05 |
-55.3% |
3.95 |
ATR |
1.64 |
1.58 |
-0.06 |
-3.4% |
0.00 |
Volume |
7,300 |
3,632 |
-3,668 |
-50.2% |
25,950 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.51 |
86.20 |
84.65 |
|
R3 |
85.66 |
85.35 |
84.41 |
|
R2 |
84.81 |
84.81 |
84.34 |
|
R1 |
84.50 |
84.50 |
84.26 |
84.61 |
PP |
83.96 |
83.96 |
83.96 |
84.02 |
S1 |
83.65 |
83.65 |
84.10 |
83.76 |
S2 |
83.11 |
83.11 |
84.02 |
|
S3 |
82.26 |
82.80 |
83.95 |
|
S4 |
81.41 |
81.95 |
83.71 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.52 |
93.10 |
85.94 |
|
R3 |
90.57 |
89.15 |
84.86 |
|
R2 |
86.62 |
86.62 |
84.49 |
|
R1 |
85.20 |
85.20 |
84.13 |
85.91 |
PP |
82.67 |
82.67 |
82.67 |
83.03 |
S1 |
81.25 |
81.25 |
83.41 |
81.96 |
S2 |
78.72 |
78.72 |
83.05 |
|
S3 |
74.77 |
77.30 |
82.68 |
|
S4 |
70.82 |
73.35 |
81.60 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.89 |
2.618 |
86.51 |
1.618 |
85.66 |
1.000 |
85.13 |
0.618 |
84.81 |
HIGH |
84.28 |
0.618 |
83.96 |
0.500 |
83.86 |
0.382 |
83.75 |
LOW |
83.43 |
0.618 |
82.90 |
1.000 |
82.58 |
1.618 |
82.05 |
2.618 |
81.20 |
4.250 |
79.82 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
84.07 |
84.12 |
PP |
83.96 |
84.06 |
S1 |
83.86 |
84.00 |
|