NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.23 |
88.67 |
0.44 |
0.5% |
81.89 |
High |
88.37 |
88.71 |
0.34 |
0.4% |
86.55 |
Low |
86.88 |
87.78 |
0.90 |
1.0% |
81.89 |
Close |
88.23 |
88.67 |
0.44 |
0.5% |
86.34 |
Range |
1.49 |
0.93 |
-0.56 |
-37.6% |
4.66 |
ATR |
1.70 |
1.65 |
-0.06 |
-3.2% |
0.00 |
Volume |
17,511 |
11,573 |
-5,938 |
-33.9% |
40,315 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.18 |
90.85 |
89.18 |
|
R3 |
90.25 |
89.92 |
88.93 |
|
R2 |
89.32 |
89.32 |
88.84 |
|
R1 |
88.99 |
88.99 |
88.76 |
89.14 |
PP |
88.39 |
88.39 |
88.39 |
88.46 |
S1 |
88.06 |
88.06 |
88.58 |
88.21 |
S2 |
87.46 |
87.46 |
88.50 |
|
S3 |
86.53 |
87.13 |
88.41 |
|
S4 |
85.60 |
86.20 |
88.16 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.91 |
97.28 |
88.90 |
|
R3 |
94.25 |
92.62 |
87.62 |
|
R2 |
89.59 |
89.59 |
87.19 |
|
R1 |
87.96 |
87.96 |
86.77 |
88.78 |
PP |
84.93 |
84.93 |
84.93 |
85.33 |
S1 |
83.30 |
83.30 |
85.91 |
84.12 |
S2 |
80.27 |
80.27 |
85.49 |
|
S3 |
75.61 |
78.64 |
85.06 |
|
S4 |
70.95 |
73.98 |
83.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.71 |
83.25 |
5.46 |
6.2% |
1.24 |
1.4% |
99% |
True |
False |
12,653 |
10 |
88.71 |
81.32 |
7.39 |
8.3% |
1.35 |
1.5% |
99% |
True |
False |
9,891 |
20 |
88.71 |
80.45 |
8.26 |
9.3% |
1.54 |
1.7% |
100% |
True |
False |
9,514 |
40 |
88.71 |
73.53 |
15.18 |
17.1% |
1.66 |
1.9% |
100% |
True |
False |
8,411 |
60 |
88.71 |
72.43 |
16.28 |
18.4% |
1.60 |
1.8% |
100% |
True |
False |
7,027 |
80 |
88.71 |
72.43 |
16.28 |
18.4% |
1.43 |
1.6% |
100% |
True |
False |
5,883 |
100 |
88.71 |
72.43 |
16.28 |
18.4% |
1.38 |
1.6% |
100% |
True |
False |
5,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.66 |
2.618 |
91.14 |
1.618 |
90.21 |
1.000 |
89.64 |
0.618 |
89.28 |
HIGH |
88.71 |
0.618 |
88.35 |
0.500 |
88.25 |
0.382 |
88.14 |
LOW |
87.78 |
0.618 |
87.21 |
1.000 |
86.85 |
1.618 |
86.28 |
2.618 |
85.35 |
4.250 |
83.83 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.53 |
88.01 |
PP |
88.39 |
87.35 |
S1 |
88.25 |
86.69 |
|