NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
82.93 |
82.33 |
-0.60 |
-0.7% |
81.66 |
High |
83.58 |
82.63 |
-0.95 |
-1.1% |
84.60 |
Low |
82.51 |
81.92 |
-0.59 |
-0.7% |
81.33 |
Close |
83.44 |
82.33 |
-1.11 |
-1.3% |
82.61 |
Range |
1.07 |
0.71 |
-0.36 |
-33.6% |
3.27 |
ATR |
1.62 |
1.61 |
-0.01 |
-0.4% |
0.00 |
Volume |
2,548 |
2,562 |
14 |
0.5% |
23,761 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.42 |
84.09 |
82.72 |
|
R3 |
83.71 |
83.38 |
82.53 |
|
R2 |
83.00 |
83.00 |
82.46 |
|
R1 |
82.67 |
82.67 |
82.40 |
82.69 |
PP |
82.29 |
82.29 |
82.29 |
82.30 |
S1 |
81.96 |
81.96 |
82.26 |
81.98 |
S2 |
81.58 |
81.58 |
82.20 |
|
S3 |
80.87 |
81.25 |
82.13 |
|
S4 |
80.16 |
80.54 |
81.94 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.66 |
90.90 |
84.41 |
|
R3 |
89.39 |
87.63 |
83.51 |
|
R2 |
86.12 |
86.12 |
83.21 |
|
R1 |
84.36 |
84.36 |
82.91 |
85.24 |
PP |
82.85 |
82.85 |
82.85 |
83.29 |
S1 |
81.09 |
81.09 |
82.31 |
81.97 |
S2 |
79.58 |
79.58 |
82.01 |
|
S3 |
76.31 |
77.82 |
81.71 |
|
S4 |
73.04 |
74.55 |
80.81 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.65 |
2.618 |
84.49 |
1.618 |
83.78 |
1.000 |
83.34 |
0.618 |
83.07 |
HIGH |
82.63 |
0.618 |
82.36 |
0.500 |
82.28 |
0.382 |
82.19 |
LOW |
81.92 |
0.618 |
81.48 |
1.000 |
81.21 |
1.618 |
80.77 |
2.618 |
80.06 |
4.250 |
78.90 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
82.31 |
82.29 |
PP |
82.29 |
82.24 |
S1 |
82.28 |
82.20 |
|