NYMEX Light Sweet Crude Oil Future August 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 |
83.32 |
81.58 |
-1.74 |
-2.1% |
81.13 |
| High |
83.52 |
82.88 |
-0.64 |
-0.8% |
84.16 |
| Low |
81.39 |
80.12 |
-1.27 |
-1.6% |
80.51 |
| Close |
82.12 |
82.74 |
0.62 |
0.8% |
82.12 |
| Range |
2.13 |
2.76 |
0.63 |
29.6% |
3.65 |
| ATR |
1.77 |
1.84 |
0.07 |
4.0% |
0.00 |
| Volume |
19,877 |
11,371 |
-8,506 |
-42.8% |
56,384 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.19 |
89.23 |
84.26 |
|
| R3 |
87.43 |
86.47 |
83.50 |
|
| R2 |
84.67 |
84.67 |
83.25 |
|
| R1 |
83.71 |
83.71 |
82.99 |
84.19 |
| PP |
81.91 |
81.91 |
81.91 |
82.16 |
| S1 |
80.95 |
80.95 |
82.49 |
81.43 |
| S2 |
79.15 |
79.15 |
82.23 |
|
| S3 |
76.39 |
78.19 |
81.98 |
|
| S4 |
73.63 |
75.43 |
81.22 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.21 |
91.32 |
84.13 |
|
| R3 |
89.56 |
87.67 |
83.12 |
|
| R2 |
85.91 |
85.91 |
82.79 |
|
| R1 |
84.02 |
84.02 |
82.45 |
84.97 |
| PP |
82.26 |
82.26 |
82.26 |
82.74 |
| S1 |
80.37 |
80.37 |
81.79 |
81.32 |
| S2 |
78.61 |
78.61 |
81.45 |
|
| S3 |
74.96 |
76.72 |
81.12 |
|
| S4 |
71.31 |
73.07 |
80.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.16 |
80.12 |
4.04 |
4.9% |
1.80 |
2.2% |
65% |
False |
True |
11,682 |
| 10 |
84.50 |
80.12 |
4.38 |
5.3% |
1.72 |
2.1% |
60% |
False |
True |
10,961 |
| 20 |
84.50 |
78.62 |
5.88 |
7.1% |
1.72 |
2.1% |
70% |
False |
False |
9,988 |
| 40 |
84.50 |
72.04 |
12.46 |
15.1% |
1.80 |
2.2% |
86% |
False |
False |
7,990 |
| 60 |
86.58 |
72.04 |
14.54 |
17.6% |
1.57 |
1.9% |
74% |
False |
False |
6,121 |
| 80 |
86.58 |
72.04 |
14.54 |
17.6% |
1.42 |
1.7% |
74% |
False |
False |
5,225 |
| 100 |
86.58 |
72.04 |
14.54 |
17.6% |
1.29 |
1.6% |
74% |
False |
False |
4,587 |
| 120 |
86.58 |
71.29 |
15.29 |
18.5% |
1.20 |
1.5% |
75% |
False |
False |
4,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.61 |
|
2.618 |
90.11 |
|
1.618 |
87.35 |
|
1.000 |
85.64 |
|
0.618 |
84.59 |
|
HIGH |
82.88 |
|
0.618 |
81.83 |
|
0.500 |
81.50 |
|
0.382 |
81.17 |
|
LOW |
80.12 |
|
0.618 |
78.41 |
|
1.000 |
77.36 |
|
1.618 |
75.65 |
|
2.618 |
72.89 |
|
4.250 |
68.39 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.33 |
82.50 |
| PP |
81.91 |
82.25 |
| S1 |
81.50 |
82.01 |
|