NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.64 |
85.56 |
-0.08 |
-0.1% |
85.31 |
High |
85.88 |
86.37 |
0.49 |
0.6% |
87.09 |
Low |
84.38 |
84.12 |
-0.26 |
-0.3% |
84.12 |
Close |
85.39 |
84.92 |
-0.47 |
-0.6% |
84.92 |
Range |
1.50 |
2.25 |
0.75 |
50.0% |
2.97 |
ATR |
1.84 |
1.87 |
0.03 |
1.6% |
0.00 |
Volume |
379,528 |
389,596 |
10,068 |
2.7% |
1,303,710 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.89 |
90.65 |
86.16 |
|
R3 |
89.64 |
88.40 |
85.54 |
|
R2 |
87.39 |
87.39 |
85.33 |
|
R1 |
86.15 |
86.15 |
85.13 |
85.65 |
PP |
85.14 |
85.14 |
85.14 |
84.88 |
S1 |
83.90 |
83.90 |
84.71 |
83.40 |
S2 |
82.89 |
82.89 |
84.51 |
|
S3 |
80.64 |
81.65 |
84.30 |
|
S4 |
78.39 |
79.40 |
83.68 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.29 |
92.57 |
86.55 |
|
R3 |
91.32 |
89.60 |
85.74 |
|
R2 |
88.35 |
88.35 |
85.46 |
|
R1 |
86.63 |
86.63 |
85.19 |
86.01 |
PP |
85.38 |
85.38 |
85.38 |
85.06 |
S1 |
83.66 |
83.66 |
84.65 |
83.04 |
S2 |
82.41 |
82.41 |
84.38 |
|
S3 |
79.44 |
80.69 |
84.10 |
|
S4 |
76.47 |
77.72 |
83.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.09 |
84.12 |
2.97 |
3.5% |
1.61 |
1.9% |
27% |
False |
True |
260,742 |
10 |
87.09 |
79.54 |
7.55 |
8.9% |
1.73 |
2.0% |
71% |
False |
False |
285,202 |
20 |
87.09 |
78.86 |
8.23 |
9.7% |
1.85 |
2.2% |
74% |
False |
False |
254,122 |
40 |
87.09 |
73.62 |
13.47 |
15.9% |
1.98 |
2.3% |
84% |
False |
False |
169,393 |
60 |
87.09 |
70.28 |
16.81 |
19.8% |
2.08 |
2.4% |
87% |
False |
False |
126,643 |
80 |
87.09 |
70.28 |
16.81 |
19.8% |
1.95 |
2.3% |
87% |
False |
False |
98,073 |
100 |
87.09 |
70.28 |
16.81 |
19.8% |
1.95 |
2.3% |
87% |
False |
False |
80,386 |
120 |
87.09 |
70.28 |
16.81 |
19.8% |
1.91 |
2.3% |
87% |
False |
False |
67,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.93 |
2.618 |
92.26 |
1.618 |
90.01 |
1.000 |
88.62 |
0.618 |
87.76 |
HIGH |
86.37 |
0.618 |
85.51 |
0.500 |
85.25 |
0.382 |
84.98 |
LOW |
84.12 |
0.618 |
82.73 |
1.000 |
81.87 |
1.618 |
80.48 |
2.618 |
78.23 |
4.250 |
74.56 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.25 |
85.56 |
PP |
85.14 |
85.35 |
S1 |
85.03 |
85.13 |
|