NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
82.75 |
82.50 |
-0.25 |
-0.3% |
82.68 |
| High |
83.55 |
84.71 |
1.16 |
1.4% |
84.08 |
| Low |
81.80 |
82.50 |
0.70 |
0.9% |
81.13 |
| Close |
82.21 |
84.05 |
1.84 |
2.2% |
82.21 |
| Range |
1.75 |
2.21 |
0.46 |
26.3% |
2.95 |
| ATR |
|
|
|
|
|
| Volume |
42,317 |
25,371 |
-16,946 |
-40.0% |
148,714 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.38 |
89.43 |
85.27 |
|
| R3 |
88.17 |
87.22 |
84.66 |
|
| R2 |
85.96 |
85.96 |
84.46 |
|
| R1 |
85.01 |
85.01 |
84.25 |
85.49 |
| PP |
83.75 |
83.75 |
83.75 |
83.99 |
| S1 |
82.80 |
82.80 |
83.85 |
83.28 |
| S2 |
81.54 |
81.54 |
83.64 |
|
| S3 |
79.33 |
80.59 |
83.44 |
|
| S4 |
77.12 |
78.38 |
82.83 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.32 |
89.72 |
83.83 |
|
| R3 |
88.37 |
86.77 |
83.02 |
|
| R2 |
85.42 |
85.42 |
82.75 |
|
| R1 |
83.82 |
83.82 |
82.48 |
83.15 |
| PP |
82.47 |
82.47 |
82.47 |
82.14 |
| S1 |
80.87 |
80.87 |
81.94 |
80.20 |
| S2 |
79.52 |
79.52 |
81.67 |
|
| S3 |
76.57 |
77.92 |
81.40 |
|
| S4 |
73.62 |
74.97 |
80.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.10 |
|
2.618 |
90.50 |
|
1.618 |
88.29 |
|
1.000 |
86.92 |
|
0.618 |
86.08 |
|
HIGH |
84.71 |
|
0.618 |
83.87 |
|
0.500 |
83.61 |
|
0.382 |
83.34 |
|
LOW |
82.50 |
|
0.618 |
81.13 |
|
1.000 |
80.29 |
|
1.618 |
78.92 |
|
2.618 |
76.71 |
|
4.250 |
73.11 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.90 |
83.79 |
| PP |
83.75 |
83.52 |
| S1 |
83.61 |
83.26 |
|