NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
83.39 |
81.90 |
-1.49 |
-1.8% |
84.54 |
High |
84.88 |
82.30 |
-2.58 |
-3.0% |
85.35 |
Low |
83.37 |
81.28 |
-2.09 |
-2.5% |
83.08 |
Close |
83.39 |
81.90 |
-1.49 |
-1.8% |
83.39 |
Range |
1.51 |
1.02 |
-0.49 |
-32.5% |
2.27 |
ATR |
1.36 |
1.41 |
0.05 |
4.0% |
0.00 |
Volume |
3,863 |
4,838 |
975 |
25.2% |
20,481 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.89 |
84.41 |
82.46 |
|
R3 |
83.87 |
83.39 |
82.18 |
|
R2 |
82.85 |
82.85 |
82.09 |
|
R1 |
82.37 |
82.37 |
81.99 |
82.41 |
PP |
81.83 |
81.83 |
81.83 |
81.85 |
S1 |
81.35 |
81.35 |
81.81 |
81.39 |
S2 |
80.81 |
80.81 |
81.71 |
|
S3 |
79.79 |
80.33 |
81.62 |
|
S4 |
78.77 |
79.31 |
81.34 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.75 |
89.34 |
84.64 |
|
R3 |
88.48 |
87.07 |
84.01 |
|
R2 |
86.21 |
86.21 |
83.81 |
|
R1 |
84.80 |
84.80 |
83.60 |
84.37 |
PP |
83.94 |
83.94 |
83.94 |
83.73 |
S1 |
82.53 |
82.53 |
83.18 |
82.10 |
S2 |
81.67 |
81.67 |
82.97 |
|
S3 |
79.40 |
80.26 |
82.77 |
|
S4 |
77.13 |
77.99 |
82.14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.64 |
2.618 |
84.97 |
1.618 |
83.95 |
1.000 |
83.32 |
0.618 |
82.93 |
HIGH |
82.30 |
0.618 |
81.91 |
0.500 |
81.79 |
0.382 |
81.67 |
LOW |
81.28 |
0.618 |
80.65 |
1.000 |
80.26 |
1.618 |
79.63 |
2.618 |
78.61 |
4.250 |
76.95 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.86 |
83.08 |
PP |
81.83 |
82.69 |
S1 |
81.79 |
82.29 |
|