NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
84.08 |
84.21 |
0.13 |
0.2% |
82.68 |
| High |
84.44 |
85.58 |
1.14 |
1.4% |
84.08 |
| Low |
83.71 |
84.10 |
0.39 |
0.5% |
81.13 |
| Close |
84.20 |
85.51 |
1.31 |
1.6% |
82.21 |
| Range |
0.73 |
1.48 |
0.75 |
102.7% |
2.95 |
| ATR |
|
|
|
|
|
| Volume |
41,718 |
20,634 |
-21,084 |
-50.5% |
148,714 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.50 |
88.99 |
86.32 |
|
| R3 |
88.02 |
87.51 |
85.92 |
|
| R2 |
86.54 |
86.54 |
85.78 |
|
| R1 |
86.03 |
86.03 |
85.65 |
86.29 |
| PP |
85.06 |
85.06 |
85.06 |
85.19 |
| S1 |
84.55 |
84.55 |
85.37 |
84.81 |
| S2 |
83.58 |
83.58 |
85.24 |
|
| S3 |
82.10 |
83.07 |
85.10 |
|
| S4 |
80.62 |
81.59 |
84.70 |
|
|
| 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 |
91.87 |
|
2.618 |
89.45 |
|
1.618 |
87.97 |
|
1.000 |
87.06 |
|
0.618 |
86.49 |
|
HIGH |
85.58 |
|
0.618 |
85.01 |
|
0.500 |
84.84 |
|
0.382 |
84.67 |
|
LOW |
84.10 |
|
0.618 |
83.19 |
|
1.000 |
82.62 |
|
1.618 |
81.71 |
|
2.618 |
80.23 |
|
4.250 |
77.81 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.29 |
85.02 |
| PP |
85.06 |
84.53 |
| S1 |
84.84 |
84.04 |
|