NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
84.14 |
87.62 |
3.48 |
4.1% |
81.20 |
| High |
86.02 |
87.83 |
1.81 |
2.1% |
86.02 |
| Low |
84.10 |
86.00 |
1.90 |
2.3% |
81.20 |
| Close |
85.78 |
87.62 |
1.84 |
2.1% |
85.78 |
| Range |
1.92 |
1.83 |
-0.09 |
-4.7% |
4.82 |
| ATR |
1.84 |
1.85 |
0.02 |
0.8% |
0.00 |
| Volume |
42,129 |
38,732 |
-3,397 |
-8.1% |
138,064 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.64 |
91.96 |
88.63 |
|
| R3 |
90.81 |
90.13 |
88.12 |
|
| R2 |
88.98 |
88.98 |
87.96 |
|
| R1 |
88.30 |
88.30 |
87.79 |
88.54 |
| PP |
87.15 |
87.15 |
87.15 |
87.27 |
| S1 |
86.47 |
86.47 |
87.45 |
86.71 |
| S2 |
85.32 |
85.32 |
87.28 |
|
| S3 |
83.49 |
84.64 |
87.12 |
|
| S4 |
81.66 |
82.81 |
86.61 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.79 |
97.11 |
88.43 |
|
| R3 |
93.97 |
92.29 |
87.11 |
|
| R2 |
89.15 |
89.15 |
86.66 |
|
| R1 |
87.47 |
87.47 |
86.22 |
88.31 |
| PP |
84.33 |
84.33 |
84.33 |
84.76 |
| S1 |
82.65 |
82.65 |
85.34 |
83.49 |
| S2 |
79.51 |
79.51 |
84.90 |
|
| S3 |
74.69 |
77.83 |
84.45 |
|
| S4 |
69.87 |
73.01 |
83.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.83 |
81.20 |
6.63 |
7.6% |
1.73 |
2.0% |
97% |
True |
False |
35,359 |
| 10 |
87.83 |
79.70 |
8.13 |
9.3% |
1.73 |
2.0% |
97% |
True |
False |
30,872 |
| 20 |
87.83 |
79.70 |
8.13 |
9.3% |
1.73 |
2.0% |
97% |
True |
False |
26,791 |
| 40 |
87.83 |
71.64 |
16.19 |
18.5% |
1.90 |
2.2% |
99% |
True |
False |
19,850 |
| 60 |
87.83 |
71.64 |
16.19 |
18.5% |
1.90 |
2.2% |
99% |
True |
False |
15,748 |
| 80 |
87.83 |
71.64 |
16.19 |
18.5% |
1.80 |
2.1% |
99% |
True |
False |
12,688 |
| 100 |
87.83 |
71.64 |
16.19 |
18.5% |
1.78 |
2.0% |
99% |
True |
False |
10,785 |
| 120 |
87.83 |
71.64 |
16.19 |
18.5% |
1.75 |
2.0% |
99% |
True |
False |
9,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.61 |
|
2.618 |
92.62 |
|
1.618 |
90.79 |
|
1.000 |
89.66 |
|
0.618 |
88.96 |
|
HIGH |
87.83 |
|
0.618 |
87.13 |
|
0.500 |
86.92 |
|
0.382 |
86.70 |
|
LOW |
86.00 |
|
0.618 |
84.87 |
|
1.000 |
84.17 |
|
1.618 |
83.04 |
|
2.618 |
81.21 |
|
4.250 |
78.22 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.39 |
86.89 |
| PP |
87.15 |
86.16 |
| S1 |
86.92 |
85.44 |
|