NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
82.17 |
80.93 |
-1.24 |
-1.5% |
81.13 |
High |
82.17 |
81.49 |
-0.68 |
-0.8% |
83.09 |
Low |
79.86 |
78.57 |
-1.29 |
-1.6% |
79.13 |
Close |
80.68 |
81.25 |
0.57 |
0.7% |
80.68 |
Range |
2.31 |
2.92 |
0.61 |
26.4% |
3.96 |
ATR |
2.08 |
2.14 |
0.06 |
2.9% |
0.00 |
Volume |
208,343 |
150,682 |
-57,661 |
-27.7% |
1,394,064 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.20 |
88.14 |
82.86 |
|
R3 |
86.28 |
85.22 |
82.05 |
|
R2 |
83.36 |
83.36 |
81.79 |
|
R1 |
82.30 |
82.30 |
81.52 |
82.83 |
PP |
80.44 |
80.44 |
80.44 |
80.70 |
S1 |
79.38 |
79.38 |
80.98 |
79.91 |
S2 |
77.52 |
77.52 |
80.71 |
|
S3 |
74.60 |
76.46 |
80.45 |
|
S4 |
71.68 |
73.54 |
79.64 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.85 |
90.72 |
82.86 |
|
R3 |
88.89 |
86.76 |
81.77 |
|
R2 |
84.93 |
84.93 |
81.41 |
|
R1 |
82.80 |
82.80 |
81.04 |
81.89 |
PP |
80.97 |
80.97 |
80.97 |
80.51 |
S1 |
78.84 |
78.84 |
80.32 |
77.93 |
S2 |
77.01 |
77.01 |
79.95 |
|
S3 |
73.05 |
74.88 |
79.59 |
|
S4 |
69.09 |
70.92 |
78.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.09 |
78.57 |
4.52 |
5.6% |
2.10 |
2.6% |
59% |
False |
True |
241,509 |
10 |
83.16 |
78.57 |
4.59 |
5.6% |
2.03 |
2.5% |
58% |
False |
True |
288,153 |
20 |
83.16 |
77.05 |
6.11 |
7.5% |
2.09 |
2.6% |
69% |
False |
False |
293,880 |
40 |
83.16 |
69.80 |
13.36 |
16.4% |
2.26 |
2.8% |
86% |
False |
False |
216,545 |
60 |
84.96 |
69.80 |
15.16 |
18.7% |
2.11 |
2.6% |
76% |
False |
False |
157,948 |
80 |
84.96 |
69.80 |
15.16 |
18.7% |
2.10 |
2.6% |
76% |
False |
False |
123,497 |
100 |
84.96 |
69.80 |
15.16 |
18.7% |
2.09 |
2.6% |
76% |
False |
False |
100,128 |
120 |
84.96 |
68.94 |
16.02 |
19.7% |
2.03 |
2.5% |
77% |
False |
False |
84,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.90 |
2.618 |
89.13 |
1.618 |
86.21 |
1.000 |
84.41 |
0.618 |
83.29 |
HIGH |
81.49 |
0.618 |
80.37 |
0.500 |
80.03 |
0.382 |
79.69 |
LOW |
78.57 |
0.618 |
76.77 |
1.000 |
75.65 |
1.618 |
73.85 |
2.618 |
70.93 |
4.250 |
66.16 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.84 |
81.07 |
PP |
80.44 |
80.89 |
S1 |
80.03 |
80.71 |
|