NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.31 |
82.19 |
0.88 |
1.1% |
81.86 |
| High |
82.18 |
82.54 |
0.36 |
0.4% |
83.70 |
| Low |
79.27 |
81.23 |
1.96 |
2.5% |
79.77 |
| Close |
81.97 |
82.25 |
0.28 |
0.3% |
81.36 |
| Range |
2.91 |
1.31 |
-1.60 |
-55.0% |
3.93 |
| ATR |
2.08 |
2.03 |
-0.06 |
-2.6% |
0.00 |
| Volume |
71,094 |
87,245 |
16,151 |
22.7% |
351,477 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.94 |
85.40 |
82.97 |
|
| R3 |
84.63 |
84.09 |
82.61 |
|
| R2 |
83.32 |
83.32 |
82.49 |
|
| R1 |
82.78 |
82.78 |
82.37 |
83.05 |
| PP |
82.01 |
82.01 |
82.01 |
82.14 |
| S1 |
81.47 |
81.47 |
82.13 |
81.74 |
| S2 |
80.70 |
80.70 |
82.01 |
|
| S3 |
79.39 |
80.16 |
81.89 |
|
| S4 |
78.08 |
78.85 |
81.53 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.40 |
91.31 |
83.52 |
|
| R3 |
89.47 |
87.38 |
82.44 |
|
| R2 |
85.54 |
85.54 |
82.08 |
|
| R1 |
83.45 |
83.45 |
81.72 |
82.53 |
| PP |
81.61 |
81.61 |
81.61 |
81.15 |
| S1 |
79.52 |
79.52 |
81.00 |
78.60 |
| S2 |
77.68 |
77.68 |
80.64 |
|
| S3 |
73.75 |
75.59 |
80.28 |
|
| S4 |
69.82 |
71.66 |
79.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.70 |
79.27 |
4.43 |
5.4% |
1.80 |
2.2% |
67% |
False |
False |
77,814 |
| 10 |
83.80 |
79.27 |
4.53 |
5.5% |
1.97 |
2.4% |
66% |
False |
False |
72,436 |
| 20 |
83.80 |
77.84 |
5.96 |
7.2% |
1.98 |
2.4% |
74% |
False |
False |
60,816 |
| 40 |
83.80 |
70.75 |
13.05 |
15.9% |
2.16 |
2.6% |
88% |
False |
False |
50,605 |
| 60 |
85.95 |
70.75 |
15.20 |
18.5% |
1.99 |
2.4% |
76% |
False |
False |
42,348 |
| 80 |
85.95 |
70.75 |
15.20 |
18.5% |
2.02 |
2.5% |
76% |
False |
False |
37,610 |
| 100 |
85.95 |
70.75 |
15.20 |
18.5% |
2.04 |
2.5% |
76% |
False |
False |
33,001 |
| 120 |
85.95 |
70.13 |
15.82 |
19.2% |
2.03 |
2.5% |
77% |
False |
False |
29,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.11 |
|
2.618 |
85.97 |
|
1.618 |
84.66 |
|
1.000 |
83.85 |
|
0.618 |
83.35 |
|
HIGH |
82.54 |
|
0.618 |
82.04 |
|
0.500 |
81.89 |
|
0.382 |
81.73 |
|
LOW |
81.23 |
|
0.618 |
80.42 |
|
1.000 |
79.92 |
|
1.618 |
79.11 |
|
2.618 |
77.80 |
|
4.250 |
75.66 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.13 |
81.85 |
| PP |
82.01 |
81.45 |
| S1 |
81.89 |
81.06 |
|