NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
83.14 |
81.52 |
-1.62 |
-1.9% |
82.22 |
| High |
83.26 |
82.50 |
-0.76 |
-0.9% |
84.00 |
| Low |
81.00 |
79.70 |
-1.30 |
-1.6% |
80.15 |
| Close |
81.77 |
82.38 |
0.61 |
0.7% |
81.77 |
| Range |
2.26 |
2.80 |
0.54 |
23.9% |
3.85 |
| ATR |
1.90 |
1.96 |
0.06 |
3.4% |
0.00 |
| Volume |
35,885 |
23,490 |
-12,395 |
-34.5% |
120,506 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.93 |
88.95 |
83.92 |
|
| R3 |
87.13 |
86.15 |
83.15 |
|
| R2 |
84.33 |
84.33 |
82.89 |
|
| R1 |
83.35 |
83.35 |
82.64 |
83.84 |
| PP |
81.53 |
81.53 |
81.53 |
81.77 |
| S1 |
80.55 |
80.55 |
82.12 |
81.04 |
| S2 |
78.73 |
78.73 |
81.87 |
|
| S3 |
75.93 |
77.75 |
81.61 |
|
| S4 |
73.13 |
74.95 |
80.84 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.52 |
91.50 |
83.89 |
|
| R3 |
89.67 |
87.65 |
82.83 |
|
| R2 |
85.82 |
85.82 |
82.48 |
|
| R1 |
83.80 |
83.80 |
82.12 |
82.89 |
| PP |
81.97 |
81.97 |
81.97 |
81.52 |
| S1 |
79.95 |
79.95 |
81.42 |
79.04 |
| S2 |
78.12 |
78.12 |
81.06 |
|
| S3 |
74.27 |
76.10 |
80.71 |
|
| S4 |
70.42 |
72.25 |
79.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.00 |
79.70 |
4.30 |
5.2% |
1.93 |
2.3% |
62% |
False |
True |
24,999 |
| 10 |
84.14 |
79.70 |
4.44 |
5.4% |
1.86 |
2.3% |
60% |
False |
True |
23,501 |
| 20 |
84.14 |
78.24 |
5.90 |
7.2% |
1.88 |
2.3% |
70% |
False |
False |
19,420 |
| 40 |
84.14 |
71.64 |
12.50 |
15.2% |
2.01 |
2.4% |
86% |
False |
False |
14,768 |
| 60 |
86.41 |
71.64 |
14.77 |
17.9% |
1.85 |
2.2% |
73% |
False |
False |
11,472 |
| 80 |
86.41 |
71.64 |
14.77 |
17.9% |
1.82 |
2.2% |
73% |
False |
False |
9,568 |
| 100 |
86.41 |
71.64 |
14.77 |
17.9% |
1.79 |
2.2% |
73% |
False |
False |
8,272 |
| 120 |
86.41 |
70.45 |
15.96 |
19.4% |
1.77 |
2.1% |
75% |
False |
False |
7,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.40 |
|
2.618 |
89.83 |
|
1.618 |
87.03 |
|
1.000 |
85.30 |
|
0.618 |
84.23 |
|
HIGH |
82.50 |
|
0.618 |
81.43 |
|
0.500 |
81.10 |
|
0.382 |
80.77 |
|
LOW |
79.70 |
|
0.618 |
77.97 |
|
1.000 |
76.90 |
|
1.618 |
75.17 |
|
2.618 |
72.37 |
|
4.250 |
67.80 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.95 |
82.16 |
| PP |
81.53 |
81.94 |
| S1 |
81.10 |
81.72 |
|