NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.00 |
80.70 |
-1.30 |
-1.6% |
81.86 |
| High |
82.00 |
81.92 |
-0.08 |
-0.1% |
83.70 |
| Low |
80.30 |
80.58 |
0.28 |
0.3% |
79.77 |
| Close |
81.01 |
80.99 |
-0.02 |
0.0% |
81.36 |
| Range |
1.70 |
1.34 |
-0.36 |
-21.2% |
3.93 |
| ATR |
2.02 |
1.97 |
-0.05 |
-2.4% |
0.00 |
| Volume |
65,774 |
87,468 |
21,694 |
33.0% |
351,477 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.18 |
84.43 |
81.73 |
|
| R3 |
83.84 |
83.09 |
81.36 |
|
| R2 |
82.50 |
82.50 |
81.24 |
|
| R1 |
81.75 |
81.75 |
81.11 |
82.13 |
| PP |
81.16 |
81.16 |
81.16 |
81.35 |
| S1 |
80.41 |
80.41 |
80.87 |
80.79 |
| S2 |
79.82 |
79.82 |
80.74 |
|
| S3 |
78.48 |
79.07 |
80.62 |
|
| S4 |
77.14 |
77.73 |
80.25 |
|
|
| 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 |
82.84 |
79.27 |
3.57 |
4.4% |
1.91 |
2.4% |
48% |
False |
False |
79,060 |
| 10 |
83.80 |
79.27 |
4.53 |
5.6% |
1.95 |
2.4% |
38% |
False |
False |
72,466 |
| 20 |
83.80 |
78.65 |
5.15 |
6.4% |
1.87 |
2.3% |
45% |
False |
False |
63,994 |
| 40 |
83.80 |
70.75 |
13.05 |
16.1% |
2.15 |
2.7% |
78% |
False |
False |
52,826 |
| 60 |
85.95 |
70.75 |
15.20 |
18.8% |
1.99 |
2.5% |
67% |
False |
False |
44,388 |
| 80 |
85.95 |
70.75 |
15.20 |
18.8% |
1.98 |
2.4% |
67% |
False |
False |
38,780 |
| 100 |
85.95 |
70.75 |
15.20 |
18.8% |
2.02 |
2.5% |
67% |
False |
False |
34,225 |
| 120 |
85.95 |
70.75 |
15.20 |
18.8% |
2.01 |
2.5% |
67% |
False |
False |
30,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.62 |
|
2.618 |
85.43 |
|
1.618 |
84.09 |
|
1.000 |
83.26 |
|
0.618 |
82.75 |
|
HIGH |
81.92 |
|
0.618 |
81.41 |
|
0.500 |
81.25 |
|
0.382 |
81.09 |
|
LOW |
80.58 |
|
0.618 |
79.75 |
|
1.000 |
79.24 |
|
1.618 |
78.41 |
|
2.618 |
77.07 |
|
4.250 |
74.89 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.25 |
81.42 |
| PP |
81.16 |
81.28 |
| S1 |
81.08 |
81.13 |
|