NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.29 |
87.28 |
-0.01 |
0.0% |
80.84 |
High |
87.59 |
87.53 |
-0.06 |
-0.1% |
85.61 |
Low |
86.63 |
86.18 |
-0.45 |
-0.5% |
80.71 |
Close |
87.39 |
86.51 |
-0.88 |
-1.0% |
85.34 |
Range |
0.96 |
1.35 |
0.39 |
40.6% |
4.90 |
ATR |
1.86 |
1.83 |
-0.04 |
-2.0% |
0.00 |
Volume |
97,439 |
122,327 |
24,888 |
25.5% |
360,376 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.79 |
90.00 |
87.25 |
|
R3 |
89.44 |
88.65 |
86.88 |
|
R2 |
88.09 |
88.09 |
86.76 |
|
R1 |
87.30 |
87.30 |
86.63 |
87.02 |
PP |
86.74 |
86.74 |
86.74 |
86.60 |
S1 |
85.95 |
85.95 |
86.39 |
85.67 |
S2 |
85.39 |
85.39 |
86.26 |
|
S3 |
84.04 |
84.60 |
86.14 |
|
S4 |
82.69 |
83.25 |
85.77 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.59 |
96.86 |
88.04 |
|
R3 |
93.69 |
91.96 |
86.69 |
|
R2 |
88.79 |
88.79 |
86.24 |
|
R1 |
87.06 |
87.06 |
85.79 |
87.93 |
PP |
83.89 |
83.89 |
83.89 |
84.32 |
S1 |
82.16 |
82.16 |
84.89 |
83.03 |
S2 |
78.99 |
78.99 |
84.44 |
|
S3 |
74.09 |
77.26 |
83.99 |
|
S4 |
69.19 |
72.36 |
82.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.59 |
82.63 |
4.96 |
5.7% |
1.55 |
1.8% |
78% |
False |
False |
83,263 |
10 |
87.59 |
80.03 |
7.56 |
8.7% |
1.61 |
1.9% |
86% |
False |
False |
83,706 |
20 |
87.59 |
79.27 |
8.32 |
9.6% |
1.79 |
2.1% |
87% |
False |
False |
78,071 |
40 |
87.59 |
72.72 |
14.87 |
17.2% |
1.94 |
2.2% |
93% |
False |
False |
61,625 |
60 |
87.59 |
70.75 |
16.84 |
19.5% |
2.04 |
2.4% |
94% |
False |
False |
52,986 |
80 |
87.59 |
70.75 |
16.84 |
19.5% |
1.92 |
2.2% |
94% |
False |
False |
44,911 |
100 |
87.59 |
70.75 |
16.84 |
19.5% |
1.97 |
2.3% |
94% |
False |
False |
39,958 |
120 |
87.59 |
70.75 |
16.84 |
19.5% |
2.00 |
2.3% |
94% |
False |
False |
35,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.27 |
2.618 |
91.06 |
1.618 |
89.71 |
1.000 |
88.88 |
0.618 |
88.36 |
HIGH |
87.53 |
0.618 |
87.01 |
0.500 |
86.86 |
0.382 |
86.70 |
LOW |
86.18 |
0.618 |
85.35 |
1.000 |
84.83 |
1.618 |
84.00 |
2.618 |
82.65 |
4.250 |
80.44 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.86 |
86.58 |
PP |
86.74 |
86.55 |
S1 |
86.63 |
86.53 |
|