NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
86.76 |
85.64 |
-1.12 |
-1.3% |
80.24 |
High |
87.00 |
85.88 |
-1.12 |
-1.3% |
85.37 |
Low |
85.52 |
84.38 |
-1.14 |
-1.3% |
80.18 |
Close |
85.88 |
85.39 |
-0.49 |
-0.6% |
84.87 |
Range |
1.48 |
1.50 |
0.02 |
1.4% |
5.19 |
ATR |
1.87 |
1.84 |
-0.03 |
-1.4% |
0.00 |
Volume |
290,480 |
379,528 |
89,048 |
30.7% |
1,252,045 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.72 |
89.05 |
86.22 |
|
R3 |
88.22 |
87.55 |
85.80 |
|
R2 |
86.72 |
86.72 |
85.67 |
|
R1 |
86.05 |
86.05 |
85.53 |
85.64 |
PP |
85.22 |
85.22 |
85.22 |
85.01 |
S1 |
84.55 |
84.55 |
85.25 |
84.14 |
S2 |
83.72 |
83.72 |
85.12 |
|
S3 |
82.22 |
83.05 |
84.98 |
|
S4 |
80.72 |
81.55 |
84.57 |
|
|
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 |
83.21 |
3.88 |
4.5% |
1.59 |
1.9% |
56% |
False |
False |
257,215 |
10 |
87.09 |
79.54 |
7.55 |
8.8% |
1.63 |
1.9% |
77% |
False |
False |
277,019 |
20 |
87.09 |
78.86 |
8.23 |
9.6% |
1.79 |
2.1% |
79% |
False |
False |
243,708 |
40 |
87.09 |
73.43 |
13.66 |
16.0% |
1.98 |
2.3% |
88% |
False |
False |
161,432 |
60 |
87.09 |
70.28 |
16.81 |
19.7% |
2.08 |
2.4% |
90% |
False |
False |
120,394 |
80 |
87.09 |
70.28 |
16.81 |
19.7% |
1.94 |
2.3% |
90% |
False |
False |
93,372 |
100 |
87.09 |
70.28 |
16.81 |
19.7% |
1.95 |
2.3% |
90% |
False |
False |
76,531 |
120 |
87.09 |
70.28 |
16.81 |
19.7% |
1.91 |
2.2% |
90% |
False |
False |
64,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.26 |
2.618 |
89.81 |
1.618 |
88.31 |
1.000 |
87.38 |
0.618 |
86.81 |
HIGH |
85.88 |
0.618 |
85.31 |
0.500 |
85.13 |
0.382 |
84.95 |
LOW |
84.38 |
0.618 |
83.45 |
1.000 |
82.88 |
1.618 |
81.95 |
2.618 |
80.45 |
4.250 |
78.01 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.30 |
85.74 |
PP |
85.22 |
85.62 |
S1 |
85.13 |
85.51 |
|