NYMEX Light Sweet Crude Oil Future July 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 |
86.95 |
86.97 |
0.02 |
0.0% |
87.62 |
| High |
87.14 |
87.77 |
0.63 |
0.7% |
88.08 |
| Low |
85.75 |
85.77 |
0.02 |
0.0% |
85.75 |
| Close |
86.75 |
86.52 |
-0.23 |
-0.3% |
86.52 |
| Range |
1.39 |
2.00 |
0.61 |
43.9% |
2.33 |
| ATR |
1.72 |
1.74 |
0.02 |
1.1% |
0.00 |
| Volume |
66,497 |
75,166 |
8,669 |
13.0% |
257,116 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.69 |
91.60 |
87.62 |
|
| R3 |
90.69 |
89.60 |
87.07 |
|
| R2 |
88.69 |
88.69 |
86.89 |
|
| R1 |
87.60 |
87.60 |
86.70 |
87.15 |
| PP |
86.69 |
86.69 |
86.69 |
86.46 |
| S1 |
85.60 |
85.60 |
86.34 |
85.15 |
| S2 |
84.69 |
84.69 |
86.15 |
|
| S3 |
82.69 |
83.60 |
85.97 |
|
| S4 |
80.69 |
81.60 |
85.42 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.77 |
92.48 |
87.80 |
|
| R3 |
91.44 |
90.15 |
87.16 |
|
| R2 |
89.11 |
89.11 |
86.95 |
|
| R1 |
87.82 |
87.82 |
86.73 |
87.30 |
| PP |
86.78 |
86.78 |
86.78 |
86.53 |
| S1 |
85.49 |
85.49 |
86.31 |
84.97 |
| S2 |
84.45 |
84.45 |
86.09 |
|
| S3 |
82.12 |
83.16 |
85.88 |
|
| S4 |
79.79 |
80.83 |
85.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.08 |
85.75 |
2.33 |
2.7% |
1.48 |
1.7% |
33% |
False |
False |
51,423 |
| 10 |
88.08 |
80.50 |
7.58 |
8.8% |
1.61 |
1.9% |
79% |
False |
False |
42,715 |
| 20 |
88.08 |
79.70 |
8.38 |
9.7% |
1.71 |
2.0% |
81% |
False |
False |
33,354 |
| 40 |
88.08 |
74.65 |
13.43 |
15.5% |
1.80 |
2.1% |
88% |
False |
False |
23,899 |
| 60 |
88.08 |
71.64 |
16.44 |
19.0% |
1.89 |
2.2% |
91% |
False |
False |
19,026 |
| 80 |
88.08 |
71.64 |
16.44 |
19.0% |
1.77 |
2.0% |
91% |
False |
False |
15,207 |
| 100 |
88.08 |
71.64 |
16.44 |
19.0% |
1.76 |
2.0% |
91% |
False |
False |
12,851 |
| 120 |
88.08 |
71.64 |
16.44 |
19.0% |
1.76 |
2.0% |
91% |
False |
False |
11,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.27 |
|
2.618 |
93.01 |
|
1.618 |
91.01 |
|
1.000 |
89.77 |
|
0.618 |
89.01 |
|
HIGH |
87.77 |
|
0.618 |
87.01 |
|
0.500 |
86.77 |
|
0.382 |
86.53 |
|
LOW |
85.77 |
|
0.618 |
84.53 |
|
1.000 |
83.77 |
|
1.618 |
82.53 |
|
2.618 |
80.53 |
|
4.250 |
77.27 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.77 |
86.92 |
| PP |
86.69 |
86.78 |
| S1 |
86.60 |
86.65 |
|