NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.52 |
82.56 |
1.04 |
1.3% |
82.22 |
High |
82.50 |
82.92 |
0.42 |
0.5% |
84.00 |
Low |
79.70 |
81.65 |
1.95 |
2.4% |
80.15 |
Close |
82.38 |
82.63 |
0.25 |
0.3% |
81.77 |
Range |
2.80 |
1.27 |
-1.53 |
-54.6% |
3.85 |
ATR |
1.96 |
1.91 |
-0.05 |
-2.5% |
0.00 |
Volume |
23,490 |
25,253 |
1,763 |
7.5% |
120,506 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.21 |
85.69 |
83.33 |
|
R3 |
84.94 |
84.42 |
82.98 |
|
R2 |
83.67 |
83.67 |
82.86 |
|
R1 |
83.15 |
83.15 |
82.75 |
83.41 |
PP |
82.40 |
82.40 |
82.40 |
82.53 |
S1 |
81.88 |
81.88 |
82.51 |
82.14 |
S2 |
81.13 |
81.13 |
82.40 |
|
S3 |
79.86 |
80.61 |
82.28 |
|
S4 |
78.59 |
79.34 |
81.93 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.52 |
91.50 |
83.89 |
|
R3 |
89.67 |
87.65 |
82.83 |
|
R2 |
85.82 |
85.82 |
82.48 |
|
R1 |
83.80 |
83.80 |
82.12 |
82.89 |
PP |
81.97 |
81.97 |
81.97 |
81.52 |
S1 |
79.95 |
79.95 |
81.42 |
79.04 |
S2 |
78.12 |
78.12 |
81.06 |
|
S3 |
74.27 |
76.10 |
80.71 |
|
S4 |
70.42 |
72.25 |
79.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.00 |
79.70 |
4.30 |
5.2% |
1.69 |
2.0% |
68% |
False |
False |
26,373 |
10 |
84.14 |
79.70 |
4.44 |
5.4% |
1.83 |
2.2% |
66% |
False |
False |
23,834 |
20 |
84.14 |
78.24 |
5.90 |
7.1% |
1.86 |
2.2% |
74% |
False |
False |
20,022 |
40 |
84.14 |
71.64 |
12.50 |
15.1% |
2.01 |
2.4% |
88% |
False |
False |
15,161 |
60 |
86.41 |
71.64 |
14.77 |
17.9% |
1.84 |
2.2% |
74% |
False |
False |
11,852 |
80 |
86.41 |
71.64 |
14.77 |
17.9% |
1.82 |
2.2% |
74% |
False |
False |
9,856 |
100 |
86.41 |
71.64 |
14.77 |
17.9% |
1.78 |
2.2% |
74% |
False |
False |
8,496 |
120 |
86.41 |
70.46 |
15.95 |
19.3% |
1.77 |
2.1% |
76% |
False |
False |
7,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.32 |
2.618 |
86.24 |
1.618 |
84.97 |
1.000 |
84.19 |
0.618 |
83.70 |
HIGH |
82.92 |
0.618 |
82.43 |
0.500 |
82.29 |
0.382 |
82.14 |
LOW |
81.65 |
0.618 |
80.87 |
1.000 |
80.38 |
1.618 |
79.60 |
2.618 |
78.33 |
4.250 |
76.25 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.52 |
82.25 |
PP |
82.40 |
81.86 |
S1 |
82.29 |
81.48 |
|