NYMEX Light Sweet Crude Oil Future December 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 |
82.50 |
84.08 |
1.58 |
1.9% |
82.68 |
High |
84.71 |
84.44 |
-0.27 |
-0.3% |
84.08 |
Low |
82.50 |
83.71 |
1.21 |
1.5% |
81.13 |
Close |
84.05 |
84.20 |
0.15 |
0.2% |
82.21 |
Range |
2.21 |
0.73 |
-1.48 |
-67.0% |
2.95 |
ATR |
|
|
|
|
|
Volume |
25,371 |
41,718 |
16,347 |
64.4% |
148,714 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.31 |
85.98 |
84.60 |
|
R3 |
85.58 |
85.25 |
84.40 |
|
R2 |
84.85 |
84.85 |
84.33 |
|
R1 |
84.52 |
84.52 |
84.27 |
84.69 |
PP |
84.12 |
84.12 |
84.12 |
84.20 |
S1 |
83.79 |
83.79 |
84.13 |
83.96 |
S2 |
83.39 |
83.39 |
84.07 |
|
S3 |
82.66 |
83.06 |
84.00 |
|
S4 |
81.93 |
82.33 |
83.80 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.32 |
89.72 |
83.83 |
|
R3 |
88.37 |
86.77 |
83.02 |
|
R2 |
85.42 |
85.42 |
82.75 |
|
R1 |
83.82 |
83.82 |
82.48 |
83.15 |
PP |
82.47 |
82.47 |
82.47 |
82.14 |
S1 |
80.87 |
80.87 |
81.94 |
80.20 |
S2 |
79.52 |
79.52 |
81.67 |
|
S3 |
76.57 |
77.92 |
81.40 |
|
S4 |
73.62 |
74.97 |
80.59 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.54 |
2.618 |
86.35 |
1.618 |
85.62 |
1.000 |
85.17 |
0.618 |
84.89 |
HIGH |
84.44 |
0.618 |
84.16 |
0.500 |
84.08 |
0.382 |
83.99 |
LOW |
83.71 |
0.618 |
83.26 |
1.000 |
82.98 |
1.618 |
82.53 |
2.618 |
81.80 |
4.250 |
80.61 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
84.16 |
83.89 |
PP |
84.12 |
83.57 |
S1 |
84.08 |
83.26 |
|