NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.31 |
86.74 |
1.43 |
1.7% |
80.24 |
High |
86.90 |
87.09 |
0.19 |
0.2% |
85.37 |
Low |
85.06 |
86.13 |
1.07 |
1.3% |
80.18 |
Close |
86.62 |
86.84 |
0.22 |
0.3% |
84.87 |
Range |
1.84 |
0.96 |
-0.88 |
-47.8% |
5.19 |
ATR |
1.97 |
1.90 |
-0.07 |
-3.7% |
0.00 |
Volume |
0 |
244,106 |
244,106 |
|
1,252,045 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.57 |
89.16 |
87.37 |
|
R3 |
88.61 |
88.20 |
87.10 |
|
R2 |
87.65 |
87.65 |
87.02 |
|
R1 |
87.24 |
87.24 |
86.93 |
87.45 |
PP |
86.69 |
86.69 |
86.69 |
86.79 |
S1 |
86.28 |
86.28 |
86.75 |
86.49 |
S2 |
85.73 |
85.73 |
86.66 |
|
S3 |
84.77 |
85.32 |
86.58 |
|
S4 |
83.81 |
84.36 |
86.31 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.04 |
97.15 |
87.72 |
|
R3 |
93.85 |
91.96 |
86.30 |
|
R2 |
88.66 |
88.66 |
85.82 |
|
R1 |
86.77 |
86.77 |
85.35 |
87.72 |
PP |
83.47 |
83.47 |
83.47 |
83.95 |
S1 |
81.58 |
81.58 |
84.39 |
82.53 |
S2 |
78.28 |
78.28 |
83.92 |
|
S3 |
73.09 |
76.39 |
83.44 |
|
S4 |
67.90 |
71.20 |
82.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.09 |
81.77 |
5.32 |
6.1% |
1.51 |
1.7% |
95% |
True |
False |
234,308 |
10 |
87.09 |
79.54 |
7.55 |
8.7% |
1.65 |
1.9% |
97% |
True |
False |
271,327 |
20 |
87.09 |
78.86 |
8.23 |
9.5% |
1.84 |
2.1% |
97% |
True |
False |
223,585 |
40 |
87.09 |
71.57 |
15.52 |
17.9% |
2.01 |
2.3% |
98% |
True |
False |
148,584 |
60 |
87.09 |
70.28 |
16.81 |
19.4% |
2.08 |
2.4% |
99% |
True |
False |
109,954 |
80 |
87.09 |
70.28 |
16.81 |
19.4% |
1.97 |
2.3% |
99% |
True |
False |
85,386 |
100 |
87.09 |
70.28 |
16.81 |
19.4% |
1.95 |
2.2% |
99% |
True |
False |
69,942 |
120 |
87.09 |
70.28 |
16.81 |
19.4% |
1.90 |
2.2% |
99% |
True |
False |
59,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.17 |
2.618 |
89.60 |
1.618 |
88.64 |
1.000 |
88.05 |
0.618 |
87.68 |
HIGH |
87.09 |
0.618 |
86.72 |
0.500 |
86.61 |
0.382 |
86.50 |
LOW |
86.13 |
0.618 |
85.54 |
1.000 |
85.17 |
1.618 |
84.58 |
2.618 |
83.62 |
4.250 |
82.05 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.76 |
86.28 |
PP |
86.69 |
85.71 |
S1 |
86.61 |
85.15 |
|