NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.90 |
83.54 |
1.64 |
2.0% |
84.54 |
| High |
82.30 |
83.60 |
1.30 |
1.6% |
85.35 |
| Low |
81.28 |
82.95 |
1.67 |
2.1% |
83.08 |
| Close |
81.90 |
83.54 |
1.64 |
2.0% |
83.39 |
| Range |
1.02 |
0.65 |
-0.37 |
-36.3% |
2.27 |
| ATR |
1.41 |
1.43 |
0.02 |
1.5% |
0.00 |
| Volume |
4,838 |
1,963 |
-2,875 |
-59.4% |
20,481 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.31 |
85.08 |
83.90 |
|
| R3 |
84.66 |
84.43 |
83.72 |
|
| R2 |
84.01 |
84.01 |
83.66 |
|
| R1 |
83.78 |
83.78 |
83.60 |
83.87 |
| PP |
83.36 |
83.36 |
83.36 |
83.41 |
| S1 |
83.13 |
83.13 |
83.48 |
83.22 |
| S2 |
82.71 |
82.71 |
83.42 |
|
| S3 |
82.06 |
82.48 |
83.36 |
|
| S4 |
81.41 |
81.83 |
83.18 |
|
|
| 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 |
86.36 |
|
2.618 |
85.30 |
|
1.618 |
84.65 |
|
1.000 |
84.25 |
|
0.618 |
84.00 |
|
HIGH |
83.60 |
|
0.618 |
83.35 |
|
0.500 |
83.28 |
|
0.382 |
83.20 |
|
LOW |
82.95 |
|
0.618 |
82.55 |
|
1.000 |
82.30 |
|
1.618 |
81.90 |
|
2.618 |
81.25 |
|
4.250 |
80.19 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.45 |
83.39 |
| PP |
83.36 |
83.23 |
| S1 |
83.28 |
83.08 |
|