NYMEX Light Sweet Crude Oil Future September 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 |
87.78 |
87.80 |
0.02 |
0.0% |
88.23 |
High |
88.05 |
88.79 |
0.74 |
0.8% |
88.80 |
Low |
86.92 |
87.09 |
0.17 |
0.2% |
86.88 |
Close |
87.78 |
87.80 |
0.02 |
0.0% |
87.80 |
Range |
1.13 |
1.70 |
0.57 |
50.4% |
1.92 |
ATR |
1.57 |
1.58 |
0.01 |
0.6% |
0.00 |
Volume |
30,191 |
24,596 |
-5,595 |
-18.5% |
105,068 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.99 |
92.10 |
88.74 |
|
R3 |
91.29 |
90.40 |
88.27 |
|
R2 |
89.59 |
89.59 |
88.11 |
|
R1 |
88.70 |
88.70 |
87.96 |
88.65 |
PP |
87.89 |
87.89 |
87.89 |
87.87 |
S1 |
87.00 |
87.00 |
87.64 |
86.95 |
S2 |
86.19 |
86.19 |
87.49 |
|
S3 |
84.49 |
85.30 |
87.33 |
|
S4 |
82.79 |
83.60 |
86.87 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.59 |
92.61 |
88.86 |
|
R3 |
91.67 |
90.69 |
88.33 |
|
R2 |
89.75 |
89.75 |
88.15 |
|
R1 |
88.77 |
88.77 |
87.98 |
88.30 |
PP |
87.83 |
87.83 |
87.83 |
87.59 |
S1 |
86.85 |
86.85 |
87.62 |
86.38 |
S2 |
85.91 |
85.91 |
87.45 |
|
S3 |
83.99 |
84.93 |
87.27 |
|
S4 |
82.07 |
83.01 |
86.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.80 |
86.88 |
1.92 |
2.2% |
1.26 |
1.4% |
48% |
False |
False |
21,013 |
10 |
88.80 |
81.32 |
7.48 |
8.5% |
1.38 |
1.6% |
87% |
False |
False |
15,473 |
20 |
88.80 |
80.45 |
8.35 |
9.5% |
1.52 |
1.7% |
88% |
False |
False |
11,904 |
40 |
88.80 |
75.78 |
13.02 |
14.8% |
1.61 |
1.8% |
92% |
False |
False |
9,576 |
60 |
88.80 |
72.43 |
16.37 |
18.6% |
1.60 |
1.8% |
94% |
False |
False |
8,169 |
80 |
88.80 |
72.43 |
16.37 |
18.6% |
1.42 |
1.6% |
94% |
False |
False |
6,687 |
100 |
88.80 |
72.43 |
16.37 |
18.6% |
1.38 |
1.6% |
94% |
False |
False |
5,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.02 |
2.618 |
93.24 |
1.618 |
91.54 |
1.000 |
90.49 |
0.618 |
89.84 |
HIGH |
88.79 |
0.618 |
88.14 |
0.500 |
87.94 |
0.382 |
87.74 |
LOW |
87.09 |
0.618 |
86.04 |
1.000 |
85.39 |
1.618 |
84.34 |
2.618 |
82.64 |
4.250 |
79.87 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.94 |
87.86 |
PP |
87.89 |
87.84 |
S1 |
87.85 |
87.82 |
|