NYMEX Light Sweet Crude Oil Future June 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 |
82.80 |
82.90 |
0.10 |
0.1% |
81.31 |
| High |
83.14 |
84.27 |
1.13 |
1.4% |
82.54 |
| Low |
82.18 |
82.63 |
0.45 |
0.5% |
79.27 |
| Close |
82.77 |
84.18 |
1.41 |
1.7% |
80.47 |
| Range |
0.96 |
1.64 |
0.68 |
70.8% |
3.27 |
| ATR |
1.94 |
1.92 |
-0.02 |
-1.1% |
0.00 |
| Volume |
87,226 |
80,805 |
-6,421 |
-7.4% |
415,262 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.61 |
88.04 |
85.08 |
|
| R3 |
86.97 |
86.40 |
84.63 |
|
| R2 |
85.33 |
85.33 |
84.48 |
|
| R1 |
84.76 |
84.76 |
84.33 |
85.05 |
| PP |
83.69 |
83.69 |
83.69 |
83.84 |
| S1 |
83.12 |
83.12 |
84.03 |
83.41 |
| S2 |
82.05 |
82.05 |
83.88 |
|
| S3 |
80.41 |
81.48 |
83.73 |
|
| S4 |
78.77 |
79.84 |
83.28 |
|
|
| 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 |
84.27 |
80.03 |
4.24 |
5.0% |
1.66 |
2.0% |
98% |
True |
False |
87,155 |
| 10 |
84.27 |
79.27 |
5.00 |
5.9% |
1.76 |
2.1% |
98% |
True |
False |
81,558 |
| 20 |
84.27 |
79.27 |
5.00 |
5.9% |
1.78 |
2.1% |
98% |
True |
False |
72,590 |
| 40 |
84.27 |
70.75 |
13.52 |
16.1% |
2.09 |
2.5% |
99% |
True |
False |
58,502 |
| 60 |
85.95 |
70.75 |
15.20 |
18.1% |
2.03 |
2.4% |
88% |
False |
False |
49,351 |
| 80 |
85.95 |
70.75 |
15.20 |
18.1% |
1.97 |
2.3% |
88% |
False |
False |
42,107 |
| 100 |
85.95 |
70.75 |
15.20 |
18.1% |
2.00 |
2.4% |
88% |
False |
False |
37,162 |
| 120 |
85.95 |
70.75 |
15.20 |
18.1% |
2.01 |
2.4% |
88% |
False |
False |
33,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.24 |
|
2.618 |
88.56 |
|
1.618 |
86.92 |
|
1.000 |
85.91 |
|
0.618 |
85.28 |
|
HIGH |
84.27 |
|
0.618 |
83.64 |
|
0.500 |
83.45 |
|
0.382 |
83.26 |
|
LOW |
82.63 |
|
0.618 |
81.62 |
|
1.000 |
80.99 |
|
1.618 |
79.98 |
|
2.618 |
78.34 |
|
4.250 |
75.66 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.94 |
83.62 |
| PP |
83.69 |
83.05 |
| S1 |
83.45 |
82.49 |
|