NYMEX Light Sweet Crude Oil Future June 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 |
87.28 |
86.26 |
-1.02 |
-1.2% |
80.84 |
High |
87.53 |
86.52 |
-1.01 |
-1.2% |
85.61 |
Low |
86.18 |
85.04 |
-1.14 |
-1.3% |
80.71 |
Close |
86.51 |
86.03 |
-0.48 |
-0.6% |
85.34 |
Range |
1.35 |
1.48 |
0.13 |
9.6% |
4.90 |
ATR |
1.83 |
1.80 |
-0.02 |
-1.4% |
0.00 |
Volume |
122,327 |
171,551 |
49,224 |
40.2% |
360,376 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.30 |
89.65 |
86.84 |
|
R3 |
88.82 |
88.17 |
86.44 |
|
R2 |
87.34 |
87.34 |
86.30 |
|
R1 |
86.69 |
86.69 |
86.17 |
86.28 |
PP |
85.86 |
85.86 |
85.86 |
85.66 |
S1 |
85.21 |
85.21 |
85.89 |
84.80 |
S2 |
84.38 |
84.38 |
85.76 |
|
S3 |
82.90 |
83.73 |
85.62 |
|
S4 |
81.42 |
82.25 |
85.22 |
|
|
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 |
83.61 |
3.98 |
4.6% |
1.52 |
1.8% |
61% |
False |
False |
101,412 |
10 |
87.59 |
80.03 |
7.56 |
8.8% |
1.59 |
1.8% |
79% |
False |
False |
94,284 |
20 |
87.59 |
79.27 |
8.32 |
9.7% |
1.75 |
2.0% |
81% |
False |
False |
83,840 |
40 |
87.59 |
73.95 |
13.64 |
15.9% |
1.91 |
2.2% |
89% |
False |
False |
65,007 |
60 |
87.59 |
70.75 |
16.84 |
19.6% |
2.03 |
2.4% |
91% |
False |
False |
55,284 |
80 |
87.59 |
70.75 |
16.84 |
19.6% |
1.92 |
2.2% |
91% |
False |
False |
46,666 |
100 |
87.59 |
70.75 |
16.84 |
19.6% |
1.97 |
2.3% |
91% |
False |
False |
41,515 |
120 |
87.59 |
70.75 |
16.84 |
19.6% |
2.00 |
2.3% |
91% |
False |
False |
37,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.81 |
2.618 |
90.39 |
1.618 |
88.91 |
1.000 |
88.00 |
0.618 |
87.43 |
HIGH |
86.52 |
0.618 |
85.95 |
0.500 |
85.78 |
0.382 |
85.61 |
LOW |
85.04 |
0.618 |
84.13 |
1.000 |
83.56 |
1.618 |
82.65 |
2.618 |
81.17 |
4.250 |
78.75 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.95 |
86.32 |
PP |
85.86 |
86.22 |
S1 |
85.78 |
86.13 |
|