NYMEX Light Sweet Crude Oil Future July 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 |
83.26 |
83.18 |
-0.08 |
-0.1% |
81.52 |
| High |
83.53 |
84.65 |
1.12 |
1.3% |
82.92 |
| Low |
82.61 |
83.04 |
0.43 |
0.5% |
79.70 |
| Close |
83.17 |
84.57 |
1.40 |
1.7% |
80.96 |
| Range |
0.92 |
1.61 |
0.69 |
75.0% |
3.22 |
| ATR |
1.85 |
1.83 |
-0.02 |
-0.9% |
0.00 |
| Volume |
40,221 |
30,616 |
-9,605 |
-23.9% |
131,933 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.92 |
88.35 |
85.46 |
|
| R3 |
87.31 |
86.74 |
85.01 |
|
| R2 |
85.70 |
85.70 |
84.87 |
|
| R1 |
85.13 |
85.13 |
84.72 |
85.42 |
| PP |
84.09 |
84.09 |
84.09 |
84.23 |
| S1 |
83.52 |
83.52 |
84.42 |
83.81 |
| S2 |
82.48 |
82.48 |
84.27 |
|
| S3 |
80.87 |
81.91 |
84.13 |
|
| S4 |
79.26 |
80.30 |
83.68 |
|
|
| 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 |
84.65 |
80.50 |
4.15 |
4.9% |
1.60 |
1.9% |
98% |
True |
False |
30,964 |
| 10 |
84.65 |
79.70 |
4.95 |
5.9% |
1.67 |
2.0% |
98% |
True |
False |
28,777 |
| 20 |
84.65 |
79.70 |
4.95 |
5.9% |
1.66 |
2.0% |
98% |
True |
False |
25,034 |
| 40 |
84.65 |
71.64 |
13.01 |
15.4% |
1.95 |
2.3% |
99% |
True |
False |
18,369 |
| 60 |
86.41 |
71.64 |
14.77 |
17.5% |
1.89 |
2.2% |
88% |
False |
False |
14,576 |
| 80 |
86.41 |
71.64 |
14.77 |
17.5% |
1.80 |
2.1% |
88% |
False |
False |
11,797 |
| 100 |
86.41 |
71.64 |
14.77 |
17.5% |
1.76 |
2.1% |
88% |
False |
False |
10,034 |
| 120 |
86.41 |
71.64 |
14.77 |
17.5% |
1.75 |
2.1% |
88% |
False |
False |
8,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.49 |
|
2.618 |
88.86 |
|
1.618 |
87.25 |
|
1.000 |
86.26 |
|
0.618 |
85.64 |
|
HIGH |
84.65 |
|
0.618 |
84.03 |
|
0.500 |
83.85 |
|
0.382 |
83.66 |
|
LOW |
83.04 |
|
0.618 |
82.05 |
|
1.000 |
81.43 |
|
1.618 |
80.44 |
|
2.618 |
78.83 |
|
4.250 |
76.20 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.33 |
84.02 |
| PP |
84.09 |
83.47 |
| S1 |
83.85 |
82.93 |
|