NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.81 |
81.44 |
-0.37 |
-0.5% |
81.13 |
| High |
82.52 |
82.70 |
0.18 |
0.2% |
84.16 |
| Low |
81.14 |
81.44 |
0.30 |
0.4% |
80.51 |
| Close |
81.81 |
81.83 |
0.02 |
0.0% |
82.12 |
| Range |
1.38 |
1.26 |
-0.12 |
-8.7% |
3.65 |
| ATR |
1.80 |
1.76 |
-0.04 |
-2.1% |
0.00 |
| Volume |
11,220 |
11,635 |
415 |
3.7% |
56,384 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.77 |
85.06 |
82.52 |
|
| R3 |
84.51 |
83.80 |
82.18 |
|
| R2 |
83.25 |
83.25 |
82.06 |
|
| R1 |
82.54 |
82.54 |
81.95 |
82.90 |
| PP |
81.99 |
81.99 |
81.99 |
82.17 |
| S1 |
81.28 |
81.28 |
81.71 |
81.64 |
| S2 |
80.73 |
80.73 |
81.60 |
|
| S3 |
79.47 |
80.02 |
81.48 |
|
| S4 |
78.21 |
78.76 |
81.14 |
|
|
| 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 |
83.52 |
80.12 |
3.40 |
4.2% |
1.75 |
2.1% |
50% |
False |
False |
12,440 |
| 10 |
84.42 |
80.12 |
4.30 |
5.3% |
1.69 |
2.1% |
40% |
False |
False |
11,170 |
| 20 |
84.50 |
79.53 |
4.97 |
6.1% |
1.62 |
2.0% |
46% |
False |
False |
10,146 |
| 40 |
84.50 |
72.04 |
12.46 |
15.2% |
1.84 |
2.2% |
79% |
False |
False |
8,329 |
| 60 |
86.58 |
72.04 |
14.54 |
17.8% |
1.57 |
1.9% |
67% |
False |
False |
6,581 |
| 80 |
86.58 |
72.04 |
14.54 |
17.8% |
1.44 |
1.8% |
67% |
False |
False |
5,529 |
| 100 |
86.58 |
72.04 |
14.54 |
17.8% |
1.29 |
1.6% |
67% |
False |
False |
4,843 |
| 120 |
86.58 |
72.04 |
14.54 |
17.8% |
1.21 |
1.5% |
67% |
False |
False |
4,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.06 |
|
2.618 |
86.00 |
|
1.618 |
84.74 |
|
1.000 |
83.96 |
|
0.618 |
83.48 |
|
HIGH |
82.70 |
|
0.618 |
82.22 |
|
0.500 |
82.07 |
|
0.382 |
81.92 |
|
LOW |
81.44 |
|
0.618 |
80.66 |
|
1.000 |
80.18 |
|
1.618 |
79.40 |
|
2.618 |
78.14 |
|
4.250 |
76.09 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.07 |
82.17 |
| PP |
81.99 |
82.06 |
| S1 |
81.91 |
81.94 |
|