NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.50 |
82.50 |
0.00 |
0.0% |
80.86 |
| High |
82.74 |
83.85 |
1.11 |
1.3% |
82.20 |
| Low |
81.77 |
82.22 |
0.45 |
0.6% |
78.86 |
| Close |
82.37 |
83.76 |
1.39 |
1.7% |
80.00 |
| Range |
0.97 |
1.63 |
0.66 |
68.0% |
3.34 |
| ATR |
1.98 |
1.95 |
-0.02 |
-1.3% |
0.00 |
| Volume |
311,042 |
244,435 |
-66,607 |
-21.4% |
1,544,629 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.17 |
87.59 |
84.66 |
|
| R3 |
86.54 |
85.96 |
84.21 |
|
| R2 |
84.91 |
84.91 |
84.06 |
|
| R1 |
84.33 |
84.33 |
83.91 |
84.62 |
| PP |
83.28 |
83.28 |
83.28 |
83.42 |
| S1 |
82.70 |
82.70 |
83.61 |
82.99 |
| S2 |
81.65 |
81.65 |
83.46 |
|
| S3 |
80.02 |
81.07 |
83.31 |
|
| S4 |
78.39 |
79.44 |
82.86 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.37 |
88.53 |
81.84 |
|
| R3 |
87.03 |
85.19 |
80.92 |
|
| R2 |
83.69 |
83.69 |
80.61 |
|
| R1 |
81.85 |
81.85 |
80.31 |
81.10 |
| PP |
80.35 |
80.35 |
80.35 |
79.98 |
| S1 |
78.51 |
78.51 |
79.69 |
77.76 |
| S2 |
77.01 |
77.01 |
79.39 |
|
| S3 |
73.67 |
75.17 |
79.08 |
|
| S4 |
70.33 |
71.83 |
78.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.85 |
79.54 |
4.31 |
5.1% |
1.68 |
2.0% |
98% |
True |
False |
296,823 |
| 10 |
83.85 |
78.86 |
4.99 |
6.0% |
1.79 |
2.1% |
98% |
True |
False |
280,726 |
| 20 |
83.85 |
78.86 |
4.99 |
6.0% |
1.82 |
2.2% |
98% |
True |
False |
206,644 |
| 40 |
83.85 |
70.28 |
13.57 |
16.2% |
2.15 |
2.6% |
99% |
True |
False |
137,179 |
| 60 |
85.43 |
70.28 |
15.15 |
18.1% |
2.07 |
2.5% |
89% |
False |
False |
100,667 |
| 80 |
85.43 |
70.28 |
15.15 |
18.1% |
1.98 |
2.4% |
89% |
False |
False |
78,236 |
| 100 |
85.43 |
70.28 |
15.15 |
18.1% |
1.95 |
2.3% |
89% |
False |
False |
63,981 |
| 120 |
85.43 |
70.28 |
15.15 |
18.1% |
1.89 |
2.3% |
89% |
False |
False |
54,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.78 |
|
2.618 |
88.12 |
|
1.618 |
86.49 |
|
1.000 |
85.48 |
|
0.618 |
84.86 |
|
HIGH |
83.85 |
|
0.618 |
83.23 |
|
0.500 |
83.04 |
|
0.382 |
82.84 |
|
LOW |
82.22 |
|
0.618 |
81.21 |
|
1.000 |
80.59 |
|
1.618 |
79.58 |
|
2.618 |
77.95 |
|
4.250 |
75.29 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.52 |
83.18 |
| PP |
83.28 |
82.60 |
| S1 |
83.04 |
82.02 |
|