NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
81.44 |
81.70 |
0.26 |
0.3% |
81.58 |
| High |
82.70 |
82.54 |
-0.16 |
-0.2% |
83.20 |
| Low |
81.44 |
81.00 |
-0.44 |
-0.5% |
80.12 |
| Close |
81.83 |
81.33 |
-0.50 |
-0.6% |
81.33 |
| Range |
1.26 |
1.54 |
0.28 |
22.2% |
3.08 |
| ATR |
1.76 |
1.74 |
-0.02 |
-0.9% |
0.00 |
| Volume |
11,635 |
15,405 |
3,770 |
32.4% |
57,731 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.24 |
85.33 |
82.18 |
|
| R3 |
84.70 |
83.79 |
81.75 |
|
| R2 |
83.16 |
83.16 |
81.61 |
|
| R1 |
82.25 |
82.25 |
81.47 |
81.94 |
| PP |
81.62 |
81.62 |
81.62 |
81.47 |
| S1 |
80.71 |
80.71 |
81.19 |
80.40 |
| S2 |
80.08 |
80.08 |
81.05 |
|
| S3 |
78.54 |
79.17 |
80.91 |
|
| S4 |
77.00 |
77.63 |
80.48 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.79 |
89.14 |
83.02 |
|
| R3 |
87.71 |
86.06 |
82.18 |
|
| R2 |
84.63 |
84.63 |
81.89 |
|
| R1 |
82.98 |
82.98 |
81.61 |
82.27 |
| PP |
81.55 |
81.55 |
81.55 |
81.19 |
| S1 |
79.90 |
79.90 |
81.05 |
79.19 |
| S2 |
78.47 |
78.47 |
80.77 |
|
| S3 |
75.39 |
76.82 |
80.48 |
|
| S4 |
72.31 |
73.74 |
79.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.20 |
80.12 |
3.08 |
3.8% |
1.63 |
2.0% |
39% |
False |
False |
11,546 |
| 10 |
84.16 |
80.12 |
4.04 |
5.0% |
1.62 |
2.0% |
30% |
False |
False |
11,411 |
| 20 |
84.50 |
79.56 |
4.94 |
6.1% |
1.61 |
2.0% |
36% |
False |
False |
10,635 |
| 40 |
84.50 |
72.04 |
12.46 |
15.3% |
1.85 |
2.3% |
75% |
False |
False |
8,592 |
| 60 |
86.58 |
72.04 |
14.54 |
17.9% |
1.59 |
1.9% |
64% |
False |
False |
6,827 |
| 80 |
86.58 |
72.04 |
14.54 |
17.9% |
1.44 |
1.8% |
64% |
False |
False |
5,663 |
| 100 |
86.58 |
72.04 |
14.54 |
17.9% |
1.29 |
1.6% |
64% |
False |
False |
4,979 |
| 120 |
86.58 |
72.04 |
14.54 |
17.9% |
1.22 |
1.5% |
64% |
False |
False |
4,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.09 |
|
2.618 |
86.57 |
|
1.618 |
85.03 |
|
1.000 |
84.08 |
|
0.618 |
83.49 |
|
HIGH |
82.54 |
|
0.618 |
81.95 |
|
0.500 |
81.77 |
|
0.382 |
81.59 |
|
LOW |
81.00 |
|
0.618 |
80.05 |
|
1.000 |
79.46 |
|
1.618 |
78.51 |
|
2.618 |
76.97 |
|
4.250 |
74.46 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.77 |
81.85 |
| PP |
81.62 |
81.68 |
| S1 |
81.48 |
81.50 |
|