NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
83.87 |
84.01 |
0.14 |
0.2% |
83.46 |
| High |
84.30 |
84.26 |
-0.04 |
0.0% |
83.62 |
| Low |
82.39 |
83.80 |
1.41 |
1.7% |
80.89 |
| Close |
83.87 |
84.01 |
0.14 |
0.2% |
82.00 |
| Range |
1.91 |
0.46 |
-1.45 |
-75.9% |
2.73 |
| ATR |
1.48 |
1.41 |
-0.07 |
-4.9% |
0.00 |
| Volume |
3,999 |
7,442 |
3,443 |
86.1% |
18,212 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.40 |
85.17 |
84.26 |
|
| R3 |
84.94 |
84.71 |
84.14 |
|
| R2 |
84.48 |
84.48 |
84.09 |
|
| R1 |
84.25 |
84.25 |
84.05 |
84.24 |
| PP |
84.02 |
84.02 |
84.02 |
84.02 |
| S1 |
83.79 |
83.79 |
83.97 |
83.78 |
| S2 |
83.56 |
83.56 |
83.93 |
|
| S3 |
83.10 |
83.33 |
83.88 |
|
| S4 |
82.64 |
82.87 |
83.76 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.36 |
88.91 |
83.50 |
|
| R3 |
87.63 |
86.18 |
82.75 |
|
| R2 |
84.90 |
84.90 |
82.50 |
|
| R1 |
83.45 |
83.45 |
82.25 |
82.81 |
| PP |
82.17 |
82.17 |
82.17 |
81.85 |
| S1 |
80.72 |
80.72 |
81.75 |
80.08 |
| S2 |
79.44 |
79.44 |
81.50 |
|
| S3 |
76.71 |
77.99 |
81.25 |
|
| S4 |
73.98 |
75.26 |
80.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.22 |
|
2.618 |
85.46 |
|
1.618 |
85.00 |
|
1.000 |
84.72 |
|
0.618 |
84.54 |
|
HIGH |
84.26 |
|
0.618 |
84.08 |
|
0.500 |
84.03 |
|
0.382 |
83.98 |
|
LOW |
83.80 |
|
0.618 |
83.52 |
|
1.000 |
83.34 |
|
1.618 |
83.06 |
|
2.618 |
82.60 |
|
4.250 |
81.85 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.03 |
83.72 |
| PP |
84.02 |
83.42 |
| S1 |
84.02 |
83.13 |
|