NYMEX Light Sweet Crude Oil Future July 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 |
81.00 |
81.20 |
0.20 |
0.2% |
81.52 |
| High |
82.34 |
83.59 |
1.25 |
1.5% |
82.92 |
| Low |
80.50 |
81.20 |
0.70 |
0.9% |
79.70 |
| Close |
80.96 |
83.02 |
2.06 |
2.5% |
80.96 |
| Range |
1.84 |
2.39 |
0.55 |
29.9% |
3.22 |
| ATR |
1.86 |
1.92 |
0.05 |
2.9% |
0.00 |
| Volume |
31,972 |
25,098 |
-6,874 |
-21.5% |
131,933 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.77 |
88.79 |
84.33 |
|
| R3 |
87.38 |
86.40 |
83.68 |
|
| R2 |
84.99 |
84.99 |
83.46 |
|
| R1 |
84.01 |
84.01 |
83.24 |
84.50 |
| PP |
82.60 |
82.60 |
82.60 |
82.85 |
| S1 |
81.62 |
81.62 |
82.80 |
82.11 |
| S2 |
80.21 |
80.21 |
82.58 |
|
| S3 |
77.82 |
79.23 |
82.36 |
|
| S4 |
75.43 |
76.84 |
81.71 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.85 |
89.13 |
82.73 |
|
| R3 |
87.63 |
85.91 |
81.85 |
|
| R2 |
84.41 |
84.41 |
81.55 |
|
| R1 |
82.69 |
82.69 |
81.26 |
81.94 |
| PP |
81.19 |
81.19 |
81.19 |
80.82 |
| S1 |
79.47 |
79.47 |
80.66 |
78.72 |
| S2 |
77.97 |
77.97 |
80.37 |
|
| S3 |
74.75 |
76.25 |
80.07 |
|
| S4 |
71.53 |
73.03 |
79.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.59 |
80.50 |
3.09 |
3.7% |
1.65 |
2.0% |
82% |
True |
False |
26,708 |
| 10 |
84.00 |
79.70 |
4.30 |
5.2% |
1.79 |
2.2% |
77% |
False |
False |
25,853 |
| 20 |
84.14 |
79.59 |
4.55 |
5.5% |
1.74 |
2.1% |
75% |
False |
False |
22,878 |
| 40 |
84.14 |
71.64 |
12.50 |
15.1% |
2.01 |
2.4% |
91% |
False |
False |
16,981 |
| 60 |
86.41 |
71.64 |
14.77 |
17.8% |
1.87 |
2.3% |
77% |
False |
False |
13,500 |
| 80 |
86.41 |
71.64 |
14.77 |
17.8% |
1.81 |
2.2% |
77% |
False |
False |
10,988 |
| 100 |
86.41 |
71.64 |
14.77 |
17.8% |
1.78 |
2.1% |
77% |
False |
False |
9,399 |
| 120 |
86.41 |
71.64 |
14.77 |
17.8% |
1.76 |
2.1% |
77% |
False |
False |
8,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.75 |
|
2.618 |
89.85 |
|
1.618 |
87.46 |
|
1.000 |
85.98 |
|
0.618 |
85.07 |
|
HIGH |
83.59 |
|
0.618 |
82.68 |
|
0.500 |
82.40 |
|
0.382 |
82.11 |
|
LOW |
81.20 |
|
0.618 |
79.72 |
|
1.000 |
78.81 |
|
1.618 |
77.33 |
|
2.618 |
74.94 |
|
4.250 |
71.04 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.81 |
82.70 |
| PP |
82.60 |
82.37 |
| S1 |
82.40 |
82.05 |
|