NYMEX Light Sweet Crude Oil Future November 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 |
83.46 |
83.63 |
0.17 |
0.2% |
81.90 |
| High |
83.57 |
83.62 |
0.05 |
0.1% |
84.57 |
| Low |
80.89 |
82.79 |
1.90 |
2.3% |
81.28 |
| Close |
83.46 |
83.63 |
0.17 |
0.2% |
82.80 |
| Range |
2.68 |
0.83 |
-1.85 |
-69.0% |
3.29 |
| ATR |
1.50 |
1.46 |
-0.05 |
-3.2% |
0.00 |
| Volume |
4,573 |
2,510 |
-2,063 |
-45.1% |
19,761 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.84 |
85.56 |
84.09 |
|
| R3 |
85.01 |
84.73 |
83.86 |
|
| R2 |
84.18 |
84.18 |
83.78 |
|
| R1 |
83.90 |
83.90 |
83.71 |
84.05 |
| PP |
83.35 |
83.35 |
83.35 |
83.42 |
| S1 |
83.07 |
83.07 |
83.55 |
83.22 |
| S2 |
82.52 |
82.52 |
83.48 |
|
| S3 |
81.69 |
82.24 |
83.40 |
|
| S4 |
80.86 |
81.41 |
83.17 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.75 |
91.07 |
84.61 |
|
| R3 |
89.46 |
87.78 |
83.70 |
|
| R2 |
86.17 |
86.17 |
83.40 |
|
| R1 |
84.49 |
84.49 |
83.10 |
85.33 |
| PP |
82.88 |
82.88 |
82.88 |
83.31 |
| S1 |
81.20 |
81.20 |
82.50 |
82.04 |
| S2 |
79.59 |
79.59 |
82.20 |
|
| S3 |
76.30 |
77.91 |
81.90 |
|
| S4 |
73.01 |
74.62 |
80.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.15 |
|
2.618 |
85.79 |
|
1.618 |
84.96 |
|
1.000 |
84.45 |
|
0.618 |
84.13 |
|
HIGH |
83.62 |
|
0.618 |
83.30 |
|
0.500 |
83.21 |
|
0.382 |
83.11 |
|
LOW |
82.79 |
|
0.618 |
82.28 |
|
1.000 |
81.96 |
|
1.618 |
81.45 |
|
2.618 |
80.62 |
|
4.250 |
79.26 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.49 |
83.26 |
| PP |
83.35 |
82.89 |
| S1 |
83.21 |
82.53 |
|