NYMEX Light Sweet Crude Oil Future May 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 |
80.13 |
80.24 |
0.11 |
0.1% |
80.86 |
High |
81.46 |
82.78 |
1.32 |
1.6% |
82.20 |
Low |
79.54 |
80.18 |
0.64 |
0.8% |
78.86 |
Close |
80.00 |
82.17 |
2.17 |
2.7% |
80.00 |
Range |
1.92 |
2.60 |
0.68 |
35.4% |
3.34 |
ATR |
2.00 |
2.05 |
0.06 |
2.8% |
0.00 |
Volume |
296,271 |
324,607 |
28,336 |
9.6% |
1,544,629 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.51 |
88.44 |
83.60 |
|
R3 |
86.91 |
85.84 |
82.89 |
|
R2 |
84.31 |
84.31 |
82.65 |
|
R1 |
83.24 |
83.24 |
82.41 |
83.78 |
PP |
81.71 |
81.71 |
81.71 |
81.98 |
S1 |
80.64 |
80.64 |
81.93 |
81.18 |
S2 |
79.11 |
79.11 |
81.69 |
|
S3 |
76.51 |
78.04 |
81.46 |
|
S4 |
73.91 |
75.44 |
80.74 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.37 |
88.53 |
81.84 |
|
R3 |
87.03 |
85.19 |
80.92 |
|
R2 |
83.69 |
83.69 |
80.61 |
|
R1 |
81.85 |
81.85 |
80.31 |
81.10 |
PP |
80.35 |
80.35 |
80.35 |
79.98 |
S1 |
78.51 |
78.51 |
79.69 |
77.76 |
S2 |
77.01 |
77.01 |
79.39 |
|
S3 |
73.67 |
75.17 |
79.08 |
|
S4 |
70.33 |
71.83 |
78.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.78 |
79.54 |
3.24 |
3.9% |
1.78 |
2.2% |
81% |
True |
False |
308,346 |
10 |
83.36 |
78.86 |
4.50 |
5.5% |
1.94 |
2.4% |
74% |
False |
False |
256,012 |
20 |
83.47 |
78.67 |
4.80 |
5.8% |
1.91 |
2.3% |
73% |
False |
False |
186,885 |
40 |
83.47 |
70.28 |
13.19 |
16.1% |
2.23 |
2.7% |
90% |
False |
False |
124,715 |
60 |
85.43 |
70.28 |
15.15 |
18.4% |
2.08 |
2.5% |
78% |
False |
False |
91,719 |
80 |
85.43 |
70.28 |
15.15 |
18.4% |
1.99 |
2.4% |
78% |
False |
False |
71,594 |
100 |
85.43 |
70.28 |
15.15 |
18.4% |
1.97 |
2.4% |
78% |
False |
False |
58,529 |
120 |
85.43 |
70.28 |
15.15 |
18.4% |
1.89 |
2.3% |
78% |
False |
False |
49,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.83 |
2.618 |
89.59 |
1.618 |
86.99 |
1.000 |
85.38 |
0.618 |
84.39 |
HIGH |
82.78 |
0.618 |
81.79 |
0.500 |
81.48 |
0.382 |
81.17 |
LOW |
80.18 |
0.618 |
78.57 |
1.000 |
77.58 |
1.618 |
75.97 |
2.618 |
73.37 |
4.250 |
69.13 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.94 |
81.83 |
PP |
81.71 |
81.50 |
S1 |
81.48 |
81.16 |
|