NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
80.54 |
80.84 |
0.30 |
0.4% |
81.31 |
| High |
81.90 |
83.18 |
1.28 |
1.6% |
82.54 |
| Low |
80.03 |
80.71 |
0.68 |
0.8% |
79.27 |
| Close |
80.47 |
82.59 |
2.12 |
2.6% |
80.47 |
| Range |
1.87 |
2.47 |
0.60 |
32.1% |
3.27 |
| ATR |
1.96 |
2.02 |
0.05 |
2.7% |
0.00 |
| Volume |
103,681 |
76,598 |
-27,083 |
-26.1% |
415,262 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.57 |
88.55 |
83.95 |
|
| R3 |
87.10 |
86.08 |
83.27 |
|
| R2 |
84.63 |
84.63 |
83.04 |
|
| R1 |
83.61 |
83.61 |
82.82 |
84.12 |
| PP |
82.16 |
82.16 |
82.16 |
82.42 |
| S1 |
81.14 |
81.14 |
82.36 |
81.65 |
| S2 |
79.69 |
79.69 |
82.14 |
|
| S3 |
77.22 |
78.67 |
81.91 |
|
| S4 |
74.75 |
76.20 |
81.23 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.57 |
88.79 |
82.27 |
|
| R3 |
87.30 |
85.52 |
81.37 |
|
| R2 |
84.03 |
84.03 |
81.07 |
|
| R1 |
82.25 |
82.25 |
80.77 |
81.51 |
| PP |
80.76 |
80.76 |
80.76 |
80.39 |
| S1 |
78.98 |
78.98 |
80.17 |
78.24 |
| S2 |
77.49 |
77.49 |
79.87 |
|
| S3 |
74.22 |
75.71 |
79.57 |
|
| S4 |
70.95 |
72.44 |
78.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.18 |
80.03 |
3.15 |
3.8% |
1.74 |
2.1% |
81% |
True |
False |
84,153 |
| 10 |
83.70 |
79.27 |
4.43 |
5.4% |
1.91 |
2.3% |
75% |
False |
False |
77,324 |
| 20 |
83.80 |
79.11 |
4.69 |
5.7% |
1.87 |
2.3% |
74% |
False |
False |
68,620 |
| 40 |
83.80 |
70.75 |
13.05 |
15.8% |
2.16 |
2.6% |
91% |
False |
False |
55,683 |
| 60 |
85.95 |
70.75 |
15.20 |
18.4% |
2.03 |
2.5% |
78% |
False |
False |
47,017 |
| 80 |
85.95 |
70.75 |
15.20 |
18.4% |
1.98 |
2.4% |
78% |
False |
False |
40,620 |
| 100 |
85.95 |
70.75 |
15.20 |
18.4% |
2.01 |
2.4% |
78% |
False |
False |
35,757 |
| 120 |
85.95 |
70.75 |
15.20 |
18.4% |
2.01 |
2.4% |
78% |
False |
False |
32,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.68 |
|
2.618 |
89.65 |
|
1.618 |
87.18 |
|
1.000 |
85.65 |
|
0.618 |
84.71 |
|
HIGH |
83.18 |
|
0.618 |
82.24 |
|
0.500 |
81.95 |
|
0.382 |
81.65 |
|
LOW |
80.71 |
|
0.618 |
79.18 |
|
1.000 |
78.24 |
|
1.618 |
76.71 |
|
2.618 |
74.24 |
|
4.250 |
70.21 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.38 |
82.26 |
| PP |
82.16 |
81.93 |
| S1 |
81.95 |
81.61 |
|