NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.88 |
88.22 |
0.34 |
0.4% |
81.72 |
High |
88.45 |
88.55 |
0.10 |
0.1% |
86.34 |
Low |
87.50 |
87.37 |
-0.13 |
-0.1% |
81.72 |
Close |
88.37 |
87.69 |
-0.68 |
-0.8% |
86.11 |
Range |
0.95 |
1.18 |
0.23 |
24.2% |
4.62 |
ATR |
1.70 |
1.66 |
-0.04 |
-2.2% |
0.00 |
Volume |
20,119 |
26,854 |
6,735 |
33.5% |
52,480 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.41 |
90.73 |
88.34 |
|
R3 |
90.23 |
89.55 |
88.01 |
|
R2 |
89.05 |
89.05 |
87.91 |
|
R1 |
88.37 |
88.37 |
87.80 |
88.12 |
PP |
87.87 |
87.87 |
87.87 |
87.75 |
S1 |
87.19 |
87.19 |
87.58 |
86.94 |
S2 |
86.69 |
86.69 |
87.47 |
|
S3 |
85.51 |
86.01 |
87.37 |
|
S4 |
84.33 |
84.83 |
87.04 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.58 |
96.97 |
88.65 |
|
R3 |
93.96 |
92.35 |
87.38 |
|
R2 |
89.34 |
89.34 |
86.96 |
|
R1 |
87.73 |
87.73 |
86.53 |
88.54 |
PP |
84.72 |
84.72 |
84.72 |
85.13 |
S1 |
83.11 |
83.11 |
85.69 |
83.92 |
S2 |
80.10 |
80.10 |
85.26 |
|
S3 |
75.48 |
78.49 |
84.84 |
|
S4 |
70.86 |
73.87 |
83.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.55 |
83.33 |
5.22 |
6.0% |
1.45 |
1.7% |
84% |
True |
False |
18,056 |
10 |
88.55 |
81.00 |
7.55 |
8.6% |
1.45 |
1.7% |
89% |
True |
False |
15,387 |
20 |
88.55 |
80.12 |
8.43 |
9.6% |
1.57 |
1.8% |
90% |
True |
False |
13,123 |
40 |
88.55 |
73.85 |
14.70 |
16.8% |
1.68 |
1.9% |
94% |
True |
False |
10,221 |
60 |
88.55 |
72.04 |
16.51 |
18.8% |
1.67 |
1.9% |
95% |
True |
False |
8,557 |
80 |
88.55 |
72.04 |
16.51 |
18.8% |
1.45 |
1.7% |
95% |
True |
False |
6,817 |
100 |
88.55 |
72.04 |
16.51 |
18.8% |
1.33 |
1.5% |
95% |
True |
False |
5,970 |
120 |
88.55 |
72.04 |
16.51 |
18.8% |
1.26 |
1.4% |
95% |
True |
False |
5,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.57 |
2.618 |
91.64 |
1.618 |
90.46 |
1.000 |
89.73 |
0.618 |
89.28 |
HIGH |
88.55 |
0.618 |
88.10 |
0.500 |
87.96 |
0.382 |
87.82 |
LOW |
87.37 |
0.618 |
86.64 |
1.000 |
86.19 |
1.618 |
85.46 |
2.618 |
84.28 |
4.250 |
82.36 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.96 |
87.62 |
PP |
87.87 |
87.56 |
S1 |
87.78 |
87.49 |
|