NYMEX Light Sweet Crude Oil Future September 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 |
81.86 |
81.89 |
0.03 |
0.0% |
83.02 |
| High |
82.84 |
84.12 |
1.28 |
1.5% |
83.42 |
| Low |
81.32 |
81.89 |
0.57 |
0.7% |
80.45 |
| Close |
81.60 |
83.53 |
1.93 |
2.4% |
81.60 |
| Range |
1.52 |
2.23 |
0.71 |
46.7% |
2.97 |
| ATR |
1.71 |
1.77 |
0.06 |
3.4% |
0.00 |
| Volume |
9,352 |
6,133 |
-3,219 |
-34.4% |
38,367 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.87 |
88.93 |
84.76 |
|
| R3 |
87.64 |
86.70 |
84.14 |
|
| R2 |
85.41 |
85.41 |
83.94 |
|
| R1 |
84.47 |
84.47 |
83.73 |
84.94 |
| PP |
83.18 |
83.18 |
83.18 |
83.42 |
| S1 |
82.24 |
82.24 |
83.33 |
82.71 |
| S2 |
80.95 |
80.95 |
83.12 |
|
| S3 |
78.72 |
80.01 |
82.92 |
|
| S4 |
76.49 |
77.78 |
82.30 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.73 |
89.14 |
83.23 |
|
| R3 |
87.76 |
86.17 |
82.42 |
|
| R2 |
84.79 |
84.79 |
82.14 |
|
| R1 |
83.20 |
83.20 |
81.87 |
82.51 |
| PP |
81.82 |
81.82 |
81.82 |
81.48 |
| S1 |
80.23 |
80.23 |
81.33 |
79.54 |
| S2 |
78.85 |
78.85 |
81.06 |
|
| S3 |
75.88 |
77.26 |
80.78 |
|
| S4 |
72.91 |
74.29 |
79.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.12 |
81.32 |
2.80 |
3.4% |
1.45 |
1.7% |
79% |
True |
False |
7,130 |
| 10 |
84.30 |
80.45 |
3.85 |
4.6% |
1.62 |
1.9% |
80% |
False |
False |
8,035 |
| 20 |
84.73 |
80.28 |
4.45 |
5.3% |
1.60 |
1.9% |
73% |
False |
False |
8,422 |
| 40 |
84.73 |
72.43 |
12.30 |
14.7% |
1.82 |
2.2% |
90% |
False |
False |
7,474 |
| 60 |
87.30 |
72.43 |
14.87 |
17.8% |
1.57 |
1.9% |
75% |
False |
False |
6,190 |
| 80 |
87.30 |
72.43 |
14.87 |
17.8% |
1.42 |
1.7% |
75% |
False |
False |
5,283 |
| 100 |
87.30 |
72.43 |
14.87 |
17.8% |
1.37 |
1.6% |
75% |
False |
False |
4,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.60 |
|
2.618 |
89.96 |
|
1.618 |
87.73 |
|
1.000 |
86.35 |
|
0.618 |
85.50 |
|
HIGH |
84.12 |
|
0.618 |
83.27 |
|
0.500 |
83.01 |
|
0.382 |
82.74 |
|
LOW |
81.89 |
|
0.618 |
80.51 |
|
1.000 |
79.66 |
|
1.618 |
78.28 |
|
2.618 |
76.05 |
|
4.250 |
72.41 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.36 |
83.26 |
| PP |
83.18 |
82.99 |
| S1 |
83.01 |
82.72 |
|