NYMEX Light Sweet Crude Oil Future June 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 |
86.26 |
86.14 |
-0.12 |
-0.1% |
85.62 |
| High |
86.52 |
87.02 |
0.50 |
0.6% |
87.59 |
| Low |
85.04 |
84.86 |
-0.18 |
-0.2% |
84.86 |
| Close |
86.03 |
85.63 |
-0.40 |
-0.5% |
85.63 |
| Range |
1.48 |
2.16 |
0.68 |
45.9% |
2.73 |
| ATR |
1.80 |
1.83 |
0.03 |
1.4% |
0.00 |
| Volume |
171,551 |
184,018 |
12,467 |
7.3% |
575,335 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.32 |
91.13 |
86.82 |
|
| R3 |
90.16 |
88.97 |
86.22 |
|
| R2 |
88.00 |
88.00 |
86.03 |
|
| R1 |
86.81 |
86.81 |
85.83 |
86.33 |
| PP |
85.84 |
85.84 |
85.84 |
85.59 |
| S1 |
84.65 |
84.65 |
85.43 |
84.17 |
| S2 |
83.68 |
83.68 |
85.23 |
|
| S3 |
81.52 |
82.49 |
85.04 |
|
| S4 |
79.36 |
80.33 |
84.44 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.22 |
92.65 |
87.13 |
|
| R3 |
91.49 |
89.92 |
86.38 |
|
| R2 |
88.76 |
88.76 |
86.13 |
|
| R1 |
87.19 |
87.19 |
85.88 |
87.98 |
| PP |
86.03 |
86.03 |
86.03 |
86.42 |
| S1 |
84.46 |
84.46 |
85.38 |
85.25 |
| S2 |
83.30 |
83.30 |
85.13 |
|
| S3 |
80.57 |
81.73 |
84.88 |
|
| S4 |
77.84 |
79.00 |
84.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.59 |
84.86 |
2.73 |
3.2% |
1.55 |
1.8% |
28% |
False |
True |
115,067 |
| 10 |
87.59 |
80.03 |
7.56 |
8.8% |
1.67 |
2.0% |
74% |
False |
False |
103,939 |
| 20 |
87.59 |
79.27 |
8.32 |
9.7% |
1.81 |
2.1% |
76% |
False |
False |
88,203 |
| 40 |
87.59 |
74.22 |
13.37 |
15.6% |
1.91 |
2.2% |
85% |
False |
False |
68,433 |
| 60 |
87.59 |
70.75 |
16.84 |
19.7% |
2.03 |
2.4% |
88% |
False |
False |
58,089 |
| 80 |
87.59 |
70.75 |
16.84 |
19.7% |
1.93 |
2.2% |
88% |
False |
False |
48,571 |
| 100 |
87.59 |
70.75 |
16.84 |
19.7% |
1.97 |
2.3% |
88% |
False |
False |
43,231 |
| 120 |
87.59 |
70.75 |
16.84 |
19.7% |
2.00 |
2.3% |
88% |
False |
False |
38,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.20 |
|
2.618 |
92.67 |
|
1.618 |
90.51 |
|
1.000 |
89.18 |
|
0.618 |
88.35 |
|
HIGH |
87.02 |
|
0.618 |
86.19 |
|
0.500 |
85.94 |
|
0.382 |
85.69 |
|
LOW |
84.86 |
|
0.618 |
83.53 |
|
1.000 |
82.70 |
|
1.618 |
81.37 |
|
2.618 |
79.21 |
|
4.250 |
75.68 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.94 |
86.20 |
| PP |
85.84 |
86.01 |
| S1 |
85.73 |
85.82 |
|