NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.58 |
82.40 |
0.82 |
1.0% |
81.13 |
| High |
82.88 |
83.20 |
0.32 |
0.4% |
84.16 |
| Low |
80.12 |
82.00 |
1.88 |
2.3% |
80.51 |
| Close |
82.74 |
82.96 |
0.22 |
0.3% |
82.12 |
| Range |
2.76 |
1.20 |
-1.56 |
-56.5% |
3.65 |
| ATR |
1.84 |
1.80 |
-0.05 |
-2.5% |
0.00 |
| Volume |
11,371 |
8,100 |
-3,271 |
-28.8% |
56,384 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.32 |
85.84 |
83.62 |
|
| R3 |
85.12 |
84.64 |
83.29 |
|
| R2 |
83.92 |
83.92 |
83.18 |
|
| R1 |
83.44 |
83.44 |
83.07 |
83.68 |
| PP |
82.72 |
82.72 |
82.72 |
82.84 |
| S1 |
82.24 |
82.24 |
82.85 |
82.48 |
| S2 |
81.52 |
81.52 |
82.74 |
|
| S3 |
80.32 |
81.04 |
82.63 |
|
| S4 |
79.12 |
79.84 |
82.30 |
|
|
| 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% |
1.57 |
1.9% |
70% |
False |
False |
12,179 |
| 10 |
84.50 |
80.12 |
4.38 |
5.3% |
1.69 |
2.0% |
65% |
False |
False |
10,859 |
| 20 |
84.50 |
78.62 |
5.88 |
7.1% |
1.73 |
2.1% |
74% |
False |
False |
9,875 |
| 40 |
84.50 |
72.04 |
12.46 |
15.0% |
1.80 |
2.2% |
88% |
False |
False |
8,018 |
| 60 |
86.58 |
72.04 |
14.54 |
17.5% |
1.55 |
1.9% |
75% |
False |
False |
6,235 |
| 80 |
86.58 |
72.04 |
14.54 |
17.5% |
1.43 |
1.7% |
75% |
False |
False |
5,284 |
| 100 |
86.58 |
72.04 |
14.54 |
17.5% |
1.28 |
1.5% |
75% |
False |
False |
4,643 |
| 120 |
86.58 |
71.29 |
15.29 |
18.4% |
1.21 |
1.5% |
76% |
False |
False |
4,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.30 |
|
2.618 |
86.34 |
|
1.618 |
85.14 |
|
1.000 |
84.40 |
|
0.618 |
83.94 |
|
HIGH |
83.20 |
|
0.618 |
82.74 |
|
0.500 |
82.60 |
|
0.382 |
82.46 |
|
LOW |
82.00 |
|
0.618 |
81.26 |
|
1.000 |
80.80 |
|
1.618 |
80.06 |
|
2.618 |
78.86 |
|
4.250 |
76.90 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.84 |
82.58 |
| PP |
82.72 |
82.20 |
| S1 |
82.60 |
81.82 |
|