NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
83.18 |
84.14 |
0.96 |
1.2% |
81.52 |
High |
84.65 |
86.02 |
1.37 |
1.6% |
82.92 |
Low |
83.04 |
84.10 |
1.06 |
1.3% |
79.70 |
Close |
84.57 |
85.78 |
1.21 |
1.4% |
80.96 |
Range |
1.61 |
1.92 |
0.31 |
19.3% |
3.22 |
ATR |
1.83 |
1.84 |
0.01 |
0.4% |
0.00 |
Volume |
30,616 |
42,129 |
11,513 |
37.6% |
131,933 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.06 |
90.34 |
86.84 |
|
R3 |
89.14 |
88.42 |
86.31 |
|
R2 |
87.22 |
87.22 |
86.13 |
|
R1 |
86.50 |
86.50 |
85.96 |
86.86 |
PP |
85.30 |
85.30 |
85.30 |
85.48 |
S1 |
84.58 |
84.58 |
85.60 |
84.94 |
S2 |
83.38 |
83.38 |
85.43 |
|
S3 |
81.46 |
82.66 |
85.25 |
|
S4 |
79.54 |
80.74 |
84.72 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.85 |
89.13 |
82.73 |
|
R3 |
87.63 |
85.91 |
81.85 |
|
R2 |
84.41 |
84.41 |
81.55 |
|
R1 |
82.69 |
82.69 |
81.26 |
81.94 |
PP |
81.19 |
81.19 |
81.19 |
80.82 |
S1 |
79.47 |
79.47 |
80.66 |
78.72 |
S2 |
77.97 |
77.97 |
80.37 |
|
S3 |
74.75 |
76.25 |
80.07 |
|
S4 |
71.53 |
73.03 |
79.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.02 |
80.50 |
5.52 |
6.4% |
1.74 |
2.0% |
96% |
True |
False |
34,007 |
10 |
86.02 |
79.70 |
6.32 |
7.4% |
1.77 |
2.1% |
96% |
True |
False |
30,588 |
20 |
86.02 |
79.70 |
6.32 |
7.4% |
1.71 |
2.0% |
96% |
True |
False |
26,137 |
40 |
86.02 |
71.64 |
14.38 |
16.8% |
1.96 |
2.3% |
98% |
True |
False |
19,113 |
60 |
86.41 |
71.64 |
14.77 |
17.2% |
1.91 |
2.2% |
96% |
False |
False |
15,185 |
80 |
86.41 |
71.64 |
14.77 |
17.2% |
1.79 |
2.1% |
96% |
False |
False |
12,261 |
100 |
86.41 |
71.64 |
14.77 |
17.2% |
1.78 |
2.1% |
96% |
False |
False |
10,421 |
120 |
86.41 |
71.64 |
14.77 |
17.2% |
1.74 |
2.0% |
96% |
False |
False |
9,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.18 |
2.618 |
91.05 |
1.618 |
89.13 |
1.000 |
87.94 |
0.618 |
87.21 |
HIGH |
86.02 |
0.618 |
85.29 |
0.500 |
85.06 |
0.382 |
84.83 |
LOW |
84.10 |
0.618 |
82.91 |
1.000 |
82.18 |
1.618 |
80.99 |
2.618 |
79.07 |
4.250 |
75.94 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.54 |
85.29 |
PP |
85.30 |
84.80 |
S1 |
85.06 |
84.32 |
|