NYMEX Light Sweet Crude Oil Future May 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 |
80.24 |
82.50 |
2.26 |
2.8% |
80.86 |
High |
82.78 |
82.74 |
-0.04 |
0.0% |
82.20 |
Low |
80.18 |
81.77 |
1.59 |
2.0% |
78.86 |
Close |
82.17 |
82.37 |
0.20 |
0.2% |
80.00 |
Range |
2.60 |
0.97 |
-1.63 |
-62.7% |
3.34 |
ATR |
2.05 |
1.98 |
-0.08 |
-3.8% |
0.00 |
Volume |
324,607 |
311,042 |
-13,565 |
-4.2% |
1,544,629 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.20 |
84.76 |
82.90 |
|
R3 |
84.23 |
83.79 |
82.64 |
|
R2 |
83.26 |
83.26 |
82.55 |
|
R1 |
82.82 |
82.82 |
82.46 |
82.56 |
PP |
82.29 |
82.29 |
82.29 |
82.16 |
S1 |
81.85 |
81.85 |
82.28 |
81.59 |
S2 |
81.32 |
81.32 |
82.19 |
|
S3 |
80.35 |
80.88 |
82.10 |
|
S4 |
79.38 |
79.91 |
81.84 |
|
|
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% |
1.71 |
2.1% |
87% |
False |
False |
300,311 |
10 |
83.36 |
78.86 |
4.50 |
5.5% |
1.77 |
2.1% |
78% |
False |
False |
272,931 |
20 |
83.47 |
78.86 |
4.61 |
5.6% |
1.82 |
2.2% |
76% |
False |
False |
198,188 |
40 |
83.47 |
70.28 |
13.19 |
16.0% |
2.19 |
2.7% |
92% |
False |
False |
131,703 |
60 |
85.43 |
70.28 |
15.15 |
18.4% |
2.08 |
2.5% |
80% |
False |
False |
96,742 |
80 |
85.43 |
70.28 |
15.15 |
18.4% |
1.98 |
2.4% |
80% |
False |
False |
75,336 |
100 |
85.43 |
70.28 |
15.15 |
18.4% |
1.95 |
2.4% |
80% |
False |
False |
61,595 |
120 |
85.43 |
70.28 |
15.15 |
18.4% |
1.89 |
2.3% |
80% |
False |
False |
52,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.86 |
2.618 |
85.28 |
1.618 |
84.31 |
1.000 |
83.71 |
0.618 |
83.34 |
HIGH |
82.74 |
0.618 |
82.37 |
0.500 |
82.26 |
0.382 |
82.14 |
LOW |
81.77 |
0.618 |
81.17 |
1.000 |
80.80 |
1.618 |
80.20 |
2.618 |
79.23 |
4.250 |
77.65 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.33 |
81.97 |
PP |
82.29 |
81.56 |
S1 |
82.26 |
81.16 |
|