NYMEX Light Sweet Crude Oil Future May 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 |
80.86 |
81.81 |
0.95 |
1.2% |
81.51 |
| High |
81.76 |
82.20 |
0.44 |
0.5% |
83.36 |
| Low |
78.86 |
80.85 |
1.99 |
2.5% |
79.41 |
| Close |
81.60 |
81.91 |
0.31 |
0.4% |
80.97 |
| Range |
2.90 |
1.35 |
-1.55 |
-53.4% |
3.95 |
| ATR |
2.12 |
2.06 |
-0.05 |
-2.6% |
0.00 |
| Volume |
327,502 |
351,220 |
23,718 |
7.2% |
822,370 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.70 |
85.16 |
82.65 |
|
| R3 |
84.35 |
83.81 |
82.28 |
|
| R2 |
83.00 |
83.00 |
82.16 |
|
| R1 |
82.46 |
82.46 |
82.03 |
82.73 |
| PP |
81.65 |
81.65 |
81.65 |
81.79 |
| S1 |
81.11 |
81.11 |
81.79 |
81.38 |
| S2 |
80.30 |
80.30 |
81.66 |
|
| S3 |
78.95 |
79.76 |
81.54 |
|
| S4 |
77.60 |
78.41 |
81.17 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.10 |
90.98 |
83.14 |
|
| R3 |
89.15 |
87.03 |
82.06 |
|
| R2 |
85.20 |
85.20 |
81.69 |
|
| R1 |
83.08 |
83.08 |
81.33 |
82.17 |
| PP |
81.25 |
81.25 |
81.25 |
80.79 |
| S1 |
79.13 |
79.13 |
80.61 |
78.22 |
| S2 |
77.30 |
77.30 |
80.25 |
|
| S3 |
73.35 |
75.18 |
79.88 |
|
| S4 |
69.40 |
71.23 |
78.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.36 |
78.86 |
4.50 |
5.5% |
1.83 |
2.2% |
68% |
False |
False |
245,552 |
| 10 |
83.47 |
78.86 |
4.61 |
5.6% |
1.99 |
2.4% |
66% |
False |
False |
198,982 |
| 20 |
83.47 |
77.44 |
6.03 |
7.4% |
2.03 |
2.5% |
74% |
False |
False |
144,397 |
| 40 |
83.47 |
70.28 |
13.19 |
16.1% |
2.22 |
2.7% |
88% |
False |
False |
98,340 |
| 60 |
85.43 |
70.28 |
15.15 |
18.5% |
2.04 |
2.5% |
77% |
False |
False |
72,375 |
| 80 |
85.43 |
70.28 |
15.15 |
18.5% |
2.02 |
2.5% |
77% |
False |
False |
57,207 |
| 100 |
85.43 |
70.28 |
15.15 |
18.5% |
1.98 |
2.4% |
77% |
False |
False |
46,814 |
| 120 |
85.43 |
69.30 |
16.13 |
19.7% |
1.87 |
2.3% |
78% |
False |
False |
39,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.94 |
|
2.618 |
85.73 |
|
1.618 |
84.38 |
|
1.000 |
83.55 |
|
0.618 |
83.03 |
|
HIGH |
82.20 |
|
0.618 |
81.68 |
|
0.500 |
81.53 |
|
0.382 |
81.37 |
|
LOW |
80.85 |
|
0.618 |
80.02 |
|
1.000 |
79.50 |
|
1.618 |
78.67 |
|
2.618 |
77.32 |
|
4.250 |
75.11 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.78 |
81.50 |
| PP |
81.65 |
81.08 |
| S1 |
81.53 |
80.67 |
|