NYMEX Light Sweet Crude Oil Future August 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 |
87.43 |
87.62 |
0.19 |
0.2% |
87.98 |
High |
87.67 |
88.28 |
0.61 |
0.7% |
88.55 |
Low |
86.34 |
86.53 |
0.19 |
0.2% |
86.34 |
Close |
87.34 |
87.25 |
-0.09 |
-0.1% |
87.25 |
Range |
1.33 |
1.75 |
0.42 |
31.6% |
2.21 |
ATR |
1.64 |
1.65 |
0.01 |
0.5% |
0.00 |
Volume |
41,051 |
32,284 |
-8,767 |
-21.4% |
136,469 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.60 |
91.68 |
88.21 |
|
R3 |
90.85 |
89.93 |
87.73 |
|
R2 |
89.10 |
89.10 |
87.57 |
|
R1 |
88.18 |
88.18 |
87.41 |
87.77 |
PP |
87.35 |
87.35 |
87.35 |
87.15 |
S1 |
86.43 |
86.43 |
87.09 |
86.02 |
S2 |
85.60 |
85.60 |
86.93 |
|
S3 |
83.85 |
84.68 |
86.77 |
|
S4 |
82.10 |
82.93 |
86.29 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.01 |
92.84 |
88.47 |
|
R3 |
91.80 |
90.63 |
87.86 |
|
R2 |
89.59 |
89.59 |
87.66 |
|
R1 |
88.42 |
88.42 |
87.45 |
87.90 |
PP |
87.38 |
87.38 |
87.38 |
87.12 |
S1 |
86.21 |
86.21 |
87.05 |
85.69 |
S2 |
85.17 |
85.17 |
86.84 |
|
S3 |
82.96 |
84.00 |
86.64 |
|
S4 |
80.75 |
81.79 |
86.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.55 |
86.34 |
2.21 |
2.5% |
1.39 |
1.6% |
41% |
False |
False |
27,293 |
10 |
88.55 |
81.00 |
7.55 |
8.7% |
1.50 |
1.7% |
83% |
False |
False |
20,435 |
20 |
88.55 |
80.12 |
8.43 |
9.7% |
1.59 |
1.8% |
85% |
False |
False |
15,802 |
40 |
88.55 |
75.42 |
13.13 |
15.0% |
1.65 |
1.9% |
90% |
False |
False |
11,717 |
60 |
88.55 |
72.04 |
16.51 |
18.9% |
1.68 |
1.9% |
92% |
False |
False |
9,707 |
80 |
88.55 |
72.04 |
16.51 |
18.9% |
1.47 |
1.7% |
92% |
False |
False |
7,690 |
100 |
88.55 |
72.04 |
16.51 |
18.9% |
1.36 |
1.6% |
92% |
False |
False |
6,646 |
120 |
88.55 |
72.04 |
16.51 |
18.9% |
1.29 |
1.5% |
92% |
False |
False |
5,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.72 |
2.618 |
92.86 |
1.618 |
91.11 |
1.000 |
90.03 |
0.618 |
89.36 |
HIGH |
88.28 |
0.618 |
87.61 |
0.500 |
87.41 |
0.382 |
87.20 |
LOW |
86.53 |
0.618 |
85.45 |
1.000 |
84.78 |
1.618 |
83.70 |
2.618 |
81.95 |
4.250 |
79.09 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.41 |
87.45 |
PP |
87.35 |
87.38 |
S1 |
87.30 |
87.32 |
|