NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
82.80 |
83.46 |
0.66 |
0.8% |
81.90 |
High |
84.16 |
83.57 |
-0.59 |
-0.7% |
84.57 |
Low |
82.12 |
80.89 |
-1.23 |
-1.5% |
81.28 |
Close |
82.80 |
83.46 |
0.66 |
0.8% |
82.80 |
Range |
2.04 |
2.68 |
0.64 |
31.4% |
3.29 |
ATR |
1.41 |
1.50 |
0.09 |
6.4% |
0.00 |
Volume |
3,438 |
4,573 |
1,135 |
33.0% |
19,761 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.68 |
89.75 |
84.93 |
|
R3 |
88.00 |
87.07 |
84.20 |
|
R2 |
85.32 |
85.32 |
83.95 |
|
R1 |
84.39 |
84.39 |
83.71 |
84.80 |
PP |
82.64 |
82.64 |
82.64 |
82.85 |
S1 |
81.71 |
81.71 |
83.21 |
82.12 |
S2 |
79.96 |
79.96 |
82.97 |
|
S3 |
77.28 |
79.03 |
82.72 |
|
S4 |
74.60 |
76.35 |
81.99 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.75 |
91.07 |
84.61 |
|
R3 |
89.46 |
87.78 |
83.70 |
|
R2 |
86.17 |
86.17 |
83.40 |
|
R1 |
84.49 |
84.49 |
83.10 |
85.33 |
PP |
82.88 |
82.88 |
82.88 |
83.31 |
S1 |
81.20 |
81.20 |
82.50 |
82.04 |
S2 |
79.59 |
79.59 |
82.20 |
|
S3 |
76.30 |
77.91 |
81.90 |
|
S4 |
73.01 |
74.62 |
80.99 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.96 |
2.618 |
90.59 |
1.618 |
87.91 |
1.000 |
86.25 |
0.618 |
85.23 |
HIGH |
83.57 |
0.618 |
82.55 |
0.500 |
82.23 |
0.382 |
81.91 |
LOW |
80.89 |
0.618 |
79.23 |
1.000 |
78.21 |
1.618 |
76.55 |
2.618 |
73.87 |
4.250 |
69.50 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
83.05 |
83.22 |
PP |
82.64 |
82.97 |
S1 |
82.23 |
82.73 |
|