NYMEX Light Sweet Crude Oil Future October 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 |
81.84 |
82.24 |
0.40 |
0.5% |
83.25 |
High |
81.85 |
84.35 |
2.50 |
3.1% |
83.58 |
Low |
81.52 |
82.24 |
0.72 |
0.9% |
80.82 |
Close |
81.81 |
83.70 |
1.89 |
2.3% |
81.81 |
Range |
0.33 |
2.11 |
1.78 |
539.4% |
2.76 |
ATR |
1.53 |
1.60 |
0.07 |
4.7% |
0.00 |
Volume |
3,884 |
4,094 |
210 |
5.4% |
19,473 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.76 |
88.84 |
84.86 |
|
R3 |
87.65 |
86.73 |
84.28 |
|
R2 |
85.54 |
85.54 |
84.09 |
|
R1 |
84.62 |
84.62 |
83.89 |
85.08 |
PP |
83.43 |
83.43 |
83.43 |
83.66 |
S1 |
82.51 |
82.51 |
83.51 |
82.97 |
S2 |
81.32 |
81.32 |
83.31 |
|
S3 |
79.21 |
80.40 |
83.12 |
|
S4 |
77.10 |
78.29 |
82.54 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.35 |
88.84 |
83.33 |
|
R3 |
87.59 |
86.08 |
82.57 |
|
R2 |
84.83 |
84.83 |
82.32 |
|
R1 |
83.32 |
83.32 |
82.06 |
82.70 |
PP |
82.07 |
82.07 |
82.07 |
81.76 |
S1 |
80.56 |
80.56 |
81.56 |
79.94 |
S2 |
79.31 |
79.31 |
81.30 |
|
S3 |
76.55 |
77.80 |
81.05 |
|
S4 |
73.79 |
75.04 |
80.29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.32 |
2.618 |
89.87 |
1.618 |
87.76 |
1.000 |
86.46 |
0.618 |
85.65 |
HIGH |
84.35 |
0.618 |
83.54 |
0.500 |
83.30 |
0.382 |
83.05 |
LOW |
82.24 |
0.618 |
80.94 |
1.000 |
80.13 |
1.618 |
78.83 |
2.618 |
76.72 |
4.250 |
73.27 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.57 |
83.45 |
PP |
83.43 |
83.19 |
S1 |
83.30 |
82.94 |
|