NYMEX Light Sweet Crude Oil Future September 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 |
88.57 |
87.78 |
-0.79 |
-0.9% |
81.89 |
High |
88.80 |
88.05 |
-0.75 |
-0.8% |
86.55 |
Low |
87.77 |
86.92 |
-0.85 |
-1.0% |
81.89 |
Close |
88.08 |
87.78 |
-0.30 |
-0.3% |
86.34 |
Range |
1.03 |
1.13 |
0.10 |
9.7% |
4.66 |
ATR |
1.61 |
1.57 |
-0.03 |
-2.0% |
0.00 |
Volume |
21,197 |
30,191 |
8,994 |
42.4% |
40,315 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.97 |
90.51 |
88.40 |
|
R3 |
89.84 |
89.38 |
88.09 |
|
R2 |
88.71 |
88.71 |
87.99 |
|
R1 |
88.25 |
88.25 |
87.88 |
88.35 |
PP |
87.58 |
87.58 |
87.58 |
87.63 |
S1 |
87.12 |
87.12 |
87.68 |
87.22 |
S2 |
86.45 |
86.45 |
87.57 |
|
S3 |
85.32 |
85.99 |
87.47 |
|
S4 |
84.19 |
84.86 |
87.16 |
|
|
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 |
88.80 |
84.66 |
4.14 |
4.7% |
1.29 |
1.5% |
75% |
False |
False |
18,755 |
10 |
88.80 |
81.32 |
7.48 |
8.5% |
1.34 |
1.5% |
86% |
False |
False |
13,700 |
20 |
88.80 |
80.45 |
8.35 |
9.5% |
1.48 |
1.7% |
88% |
False |
False |
11,091 |
40 |
88.80 |
75.42 |
13.38 |
15.2% |
1.62 |
1.8% |
92% |
False |
False |
9,142 |
60 |
88.80 |
72.43 |
16.37 |
18.6% |
1.60 |
1.8% |
94% |
False |
False |
7,804 |
80 |
88.80 |
72.43 |
16.37 |
18.6% |
1.41 |
1.6% |
94% |
False |
False |
6,405 |
100 |
88.80 |
72.43 |
16.37 |
18.6% |
1.38 |
1.6% |
94% |
False |
False |
5,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.85 |
2.618 |
91.01 |
1.618 |
89.88 |
1.000 |
89.18 |
0.618 |
88.75 |
HIGH |
88.05 |
0.618 |
87.62 |
0.500 |
87.49 |
0.382 |
87.35 |
LOW |
86.92 |
0.618 |
86.22 |
1.000 |
85.79 |
1.618 |
85.09 |
2.618 |
83.96 |
4.250 |
82.12 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.68 |
87.86 |
PP |
87.58 |
87.83 |
S1 |
87.49 |
87.81 |
|