NYMEX Light Sweet Crude Oil Future July 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 |
87.94 |
86.95 |
-0.99 |
-1.1% |
81.20 |
High |
88.08 |
87.14 |
-0.94 |
-1.1% |
86.02 |
Low |
86.85 |
85.75 |
-1.10 |
-1.3% |
81.20 |
Close |
87.17 |
86.75 |
-0.42 |
-0.5% |
85.78 |
Range |
1.23 |
1.39 |
0.16 |
13.0% |
4.82 |
ATR |
1.75 |
1.72 |
-0.02 |
-1.3% |
0.00 |
Volume |
45,275 |
66,497 |
21,222 |
46.9% |
138,064 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.72 |
90.12 |
87.51 |
|
R3 |
89.33 |
88.73 |
87.13 |
|
R2 |
87.94 |
87.94 |
87.00 |
|
R1 |
87.34 |
87.34 |
86.88 |
86.95 |
PP |
86.55 |
86.55 |
86.55 |
86.35 |
S1 |
85.95 |
85.95 |
86.62 |
85.56 |
S2 |
85.16 |
85.16 |
86.50 |
|
S3 |
83.77 |
84.56 |
86.37 |
|
S4 |
82.38 |
83.17 |
85.99 |
|
|
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 |
84.10 |
3.98 |
4.6% |
1.46 |
1.7% |
67% |
False |
False |
44,815 |
10 |
88.08 |
80.50 |
7.58 |
8.7% |
1.53 |
1.8% |
82% |
False |
False |
37,890 |
20 |
88.08 |
79.70 |
8.38 |
9.7% |
1.65 |
1.9% |
84% |
False |
False |
31,015 |
40 |
88.08 |
74.57 |
13.51 |
15.6% |
1.80 |
2.1% |
90% |
False |
False |
22,410 |
60 |
88.08 |
71.64 |
16.44 |
19.0% |
1.90 |
2.2% |
92% |
False |
False |
17,857 |
80 |
88.08 |
71.64 |
16.44 |
19.0% |
1.76 |
2.0% |
92% |
False |
False |
14,324 |
100 |
88.08 |
71.64 |
16.44 |
19.0% |
1.76 |
2.0% |
92% |
False |
False |
12,121 |
120 |
88.08 |
71.64 |
16.44 |
19.0% |
1.76 |
2.0% |
92% |
False |
False |
10,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.05 |
2.618 |
90.78 |
1.618 |
89.39 |
1.000 |
88.53 |
0.618 |
88.00 |
HIGH |
87.14 |
0.618 |
86.61 |
0.500 |
86.45 |
0.382 |
86.28 |
LOW |
85.75 |
0.618 |
84.89 |
1.000 |
84.36 |
1.618 |
83.50 |
2.618 |
82.11 |
4.250 |
79.84 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.65 |
86.92 |
PP |
86.55 |
86.86 |
S1 |
86.45 |
86.81 |
|