NYMEX Light Sweet Crude Oil Future August 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 |
81.70 |
81.72 |
0.02 |
0.0% |
81.58 |
High |
82.54 |
83.89 |
1.35 |
1.6% |
83.20 |
Low |
81.00 |
81.72 |
0.72 |
0.9% |
80.12 |
Close |
81.33 |
83.32 |
1.99 |
2.4% |
81.33 |
Range |
1.54 |
2.17 |
0.63 |
40.9% |
3.08 |
ATR |
1.74 |
1.80 |
0.06 |
3.3% |
0.00 |
Volume |
15,405 |
9,597 |
-5,808 |
-37.7% |
57,731 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.49 |
88.57 |
84.51 |
|
R3 |
87.32 |
86.40 |
83.92 |
|
R2 |
85.15 |
85.15 |
83.72 |
|
R1 |
84.23 |
84.23 |
83.52 |
84.69 |
PP |
82.98 |
82.98 |
82.98 |
83.21 |
S1 |
82.06 |
82.06 |
83.12 |
82.52 |
S2 |
80.81 |
80.81 |
82.92 |
|
S3 |
78.64 |
79.89 |
82.72 |
|
S4 |
76.47 |
77.72 |
82.13 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.79 |
89.14 |
83.02 |
|
R3 |
87.71 |
86.06 |
82.18 |
|
R2 |
84.63 |
84.63 |
81.89 |
|
R1 |
82.98 |
82.98 |
81.61 |
82.27 |
PP |
81.55 |
81.55 |
81.55 |
81.19 |
S1 |
79.90 |
79.90 |
81.05 |
79.19 |
S2 |
78.47 |
78.47 |
80.77 |
|
S3 |
75.39 |
76.82 |
80.48 |
|
S4 |
72.31 |
73.74 |
79.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.89 |
81.00 |
2.89 |
3.5% |
1.51 |
1.8% |
80% |
True |
False |
11,191 |
10 |
84.16 |
80.12 |
4.04 |
4.8% |
1.66 |
2.0% |
79% |
False |
False |
11,436 |
20 |
84.50 |
80.09 |
4.41 |
5.3% |
1.61 |
1.9% |
73% |
False |
False |
10,654 |
40 |
84.50 |
72.04 |
12.46 |
15.0% |
1.85 |
2.2% |
91% |
False |
False |
8,691 |
60 |
86.58 |
72.04 |
14.54 |
17.5% |
1.61 |
1.9% |
78% |
False |
False |
6,976 |
80 |
86.58 |
72.04 |
14.54 |
17.5% |
1.45 |
1.7% |
78% |
False |
False |
5,737 |
100 |
86.58 |
72.04 |
14.54 |
17.5% |
1.30 |
1.6% |
78% |
False |
False |
5,051 |
120 |
86.58 |
72.04 |
14.54 |
17.5% |
1.23 |
1.5% |
78% |
False |
False |
4,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.11 |
2.618 |
89.57 |
1.618 |
87.40 |
1.000 |
86.06 |
0.618 |
85.23 |
HIGH |
83.89 |
0.618 |
83.06 |
0.500 |
82.81 |
0.382 |
82.55 |
LOW |
81.72 |
0.618 |
80.38 |
1.000 |
79.55 |
1.618 |
78.21 |
2.618 |
76.04 |
4.250 |
72.50 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.15 |
83.03 |
PP |
82.98 |
82.74 |
S1 |
82.81 |
82.45 |
|