NYMEX Light Sweet Crude Oil Future October 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 |
84.15 |
82.61 |
-1.54 |
-1.8% |
81.66 |
High |
84.08 |
82.92 |
-1.16 |
-1.4% |
84.60 |
Low |
84.06 |
82.00 |
-2.06 |
-2.5% |
81.33 |
Close |
84.15 |
82.61 |
-1.54 |
-1.8% |
82.61 |
Range |
0.02 |
0.92 |
0.90 |
4,500.0% |
3.27 |
ATR |
1.55 |
1.59 |
0.04 |
2.8% |
0.00 |
Volume |
5,934 |
3,380 |
-2,554 |
-43.0% |
23,761 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.27 |
84.86 |
83.12 |
|
R3 |
84.35 |
83.94 |
82.86 |
|
R2 |
83.43 |
83.43 |
82.78 |
|
R1 |
83.02 |
83.02 |
82.69 |
83.07 |
PP |
82.51 |
82.51 |
82.51 |
82.54 |
S1 |
82.10 |
82.10 |
82.53 |
82.15 |
S2 |
81.59 |
81.59 |
82.44 |
|
S3 |
80.67 |
81.18 |
82.36 |
|
S4 |
79.75 |
80.26 |
82.10 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.66 |
90.90 |
84.41 |
|
R3 |
89.39 |
87.63 |
83.51 |
|
R2 |
86.12 |
86.12 |
83.21 |
|
R1 |
84.36 |
84.36 |
82.91 |
85.24 |
PP |
82.85 |
82.85 |
82.85 |
83.29 |
S1 |
81.09 |
81.09 |
82.31 |
81.97 |
S2 |
79.58 |
79.58 |
82.01 |
|
S3 |
76.31 |
77.82 |
81.71 |
|
S4 |
73.04 |
74.55 |
80.81 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.83 |
2.618 |
85.33 |
1.618 |
84.41 |
1.000 |
83.84 |
0.618 |
83.49 |
HIGH |
82.92 |
0.618 |
82.57 |
0.500 |
82.46 |
0.382 |
82.35 |
LOW |
82.00 |
0.618 |
81.43 |
1.000 |
81.08 |
1.618 |
80.51 |
2.618 |
79.59 |
4.250 |
78.09 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.56 |
83.30 |
PP |
82.51 |
83.07 |
S1 |
82.46 |
82.84 |
|