NYMEX Light Sweet Crude Oil Future July 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 |
87.75 |
87.94 |
0.19 |
0.2% |
81.20 |
High |
88.06 |
88.08 |
0.02 |
0.0% |
86.02 |
Low |
87.13 |
86.85 |
-0.28 |
-0.3% |
81.20 |
Close |
87.94 |
87.17 |
-0.77 |
-0.9% |
85.78 |
Range |
0.93 |
1.23 |
0.30 |
32.3% |
4.82 |
ATR |
1.79 |
1.75 |
-0.04 |
-2.2% |
0.00 |
Volume |
31,446 |
45,275 |
13,829 |
44.0% |
138,064 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.06 |
90.34 |
87.85 |
|
R3 |
89.83 |
89.11 |
87.51 |
|
R2 |
88.60 |
88.60 |
87.40 |
|
R1 |
87.88 |
87.88 |
87.28 |
87.63 |
PP |
87.37 |
87.37 |
87.37 |
87.24 |
S1 |
86.65 |
86.65 |
87.06 |
86.40 |
S2 |
86.14 |
86.14 |
86.94 |
|
S3 |
84.91 |
85.42 |
86.83 |
|
S4 |
83.68 |
84.19 |
86.49 |
|
|
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 |
88.08 |
83.04 |
5.04 |
5.8% |
1.50 |
1.7% |
82% |
True |
False |
37,639 |
10 |
88.08 |
80.50 |
7.58 |
8.7% |
1.54 |
1.8% |
88% |
True |
False |
33,670 |
20 |
88.08 |
79.70 |
8.38 |
9.6% |
1.69 |
1.9% |
89% |
True |
False |
28,752 |
40 |
88.08 |
74.04 |
14.04 |
16.1% |
1.82 |
2.1% |
94% |
True |
False |
20,965 |
60 |
88.08 |
71.64 |
16.44 |
18.9% |
1.90 |
2.2% |
94% |
True |
False |
16,860 |
80 |
88.08 |
71.64 |
16.44 |
18.9% |
1.76 |
2.0% |
94% |
True |
False |
13,525 |
100 |
88.08 |
71.64 |
16.44 |
18.9% |
1.76 |
2.0% |
94% |
True |
False |
11,480 |
120 |
88.08 |
71.64 |
16.44 |
18.9% |
1.75 |
2.0% |
94% |
True |
False |
10,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.31 |
2.618 |
91.30 |
1.618 |
90.07 |
1.000 |
89.31 |
0.618 |
88.84 |
HIGH |
88.08 |
0.618 |
87.61 |
0.500 |
87.47 |
0.382 |
87.32 |
LOW |
86.85 |
0.618 |
86.09 |
1.000 |
85.62 |
1.618 |
84.86 |
2.618 |
83.63 |
4.250 |
81.62 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.47 |
87.13 |
PP |
87.37 |
87.08 |
S1 |
87.27 |
87.04 |
|