NYMEX Light Sweet Crude Oil Future October 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 |
82.24 |
83.54 |
1.30 |
1.6% |
83.25 |
High |
84.35 |
84.09 |
-0.26 |
-0.3% |
83.58 |
Low |
82.24 |
83.54 |
1.30 |
1.6% |
80.82 |
Close |
83.70 |
83.84 |
0.14 |
0.2% |
81.81 |
Range |
2.11 |
0.55 |
-1.56 |
-73.9% |
2.76 |
ATR |
1.60 |
1.52 |
-0.07 |
-4.7% |
0.00 |
Volume |
4,094 |
9,094 |
5,000 |
122.1% |
19,473 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.47 |
85.21 |
84.14 |
|
R3 |
84.92 |
84.66 |
83.99 |
|
R2 |
84.37 |
84.37 |
83.94 |
|
R1 |
84.11 |
84.11 |
83.89 |
84.24 |
PP |
83.82 |
83.82 |
83.82 |
83.89 |
S1 |
83.56 |
83.56 |
83.79 |
83.69 |
S2 |
83.27 |
83.27 |
83.74 |
|
S3 |
82.72 |
83.01 |
83.69 |
|
S4 |
82.17 |
82.46 |
83.54 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.35 |
81.52 |
2.83 |
3.4% |
0.98 |
1.2% |
82% |
False |
False |
4,629 |
10 |
84.60 |
80.82 |
3.78 |
4.5% |
1.06 |
1.3% |
80% |
False |
False |
4,980 |
20 |
85.00 |
80.82 |
4.18 |
5.0% |
1.10 |
1.3% |
72% |
False |
False |
4,790 |
40 |
85.00 |
73.17 |
11.83 |
14.1% |
1.37 |
1.6% |
90% |
False |
False |
4,422 |
60 |
87.29 |
73.17 |
14.12 |
16.8% |
1.27 |
1.5% |
76% |
False |
False |
3,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.43 |
2.618 |
85.53 |
1.618 |
84.98 |
1.000 |
84.64 |
0.618 |
84.43 |
HIGH |
84.09 |
0.618 |
83.88 |
0.500 |
83.82 |
0.382 |
83.75 |
LOW |
83.54 |
0.618 |
83.20 |
1.000 |
82.99 |
1.618 |
82.65 |
2.618 |
82.10 |
4.250 |
81.20 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.83 |
83.54 |
PP |
83.82 |
83.24 |
S1 |
83.82 |
82.94 |
|