NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.19 |
86.52 |
1.33 |
1.6% |
83.25 |
High |
85.27 |
86.67 |
1.40 |
1.6% |
83.58 |
Low |
84.00 |
84.75 |
0.75 |
0.9% |
80.82 |
Close |
85.19 |
86.52 |
1.33 |
1.6% |
81.81 |
Range |
1.27 |
1.92 |
0.65 |
51.2% |
2.76 |
ATR |
1.52 |
1.55 |
0.03 |
1.9% |
0.00 |
Volume |
4,352 |
6,785 |
2,433 |
55.9% |
19,473 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.74 |
91.05 |
87.58 |
|
R3 |
89.82 |
89.13 |
87.05 |
|
R2 |
87.90 |
87.90 |
86.87 |
|
R1 |
87.21 |
87.21 |
86.70 |
87.48 |
PP |
85.98 |
85.98 |
85.98 |
86.12 |
S1 |
85.29 |
85.29 |
86.34 |
85.56 |
S2 |
84.06 |
84.06 |
86.17 |
|
S3 |
82.14 |
83.37 |
85.99 |
|
S4 |
80.22 |
81.45 |
85.46 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.35 |
88.84 |
83.33 |
|
R3 |
87.59 |
86.08 |
82.57 |
|
R2 |
84.83 |
84.83 |
82.32 |
|
R1 |
83.32 |
83.32 |
82.06 |
82.70 |
PP |
82.07 |
82.07 |
82.07 |
81.76 |
S1 |
80.56 |
80.56 |
81.56 |
79.94 |
S2 |
79.31 |
79.31 |
81.30 |
|
S3 |
76.55 |
77.80 |
81.05 |
|
S4 |
73.79 |
75.04 |
80.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.67 |
81.52 |
5.15 |
6.0% |
1.24 |
1.4% |
97% |
True |
False |
5,641 |
10 |
86.67 |
80.82 |
5.85 |
6.8% |
1.26 |
1.5% |
97% |
True |
False |
4,717 |
20 |
86.67 |
80.82 |
5.85 |
6.8% |
1.20 |
1.4% |
97% |
True |
False |
4,826 |
40 |
86.67 |
73.17 |
13.50 |
15.6% |
1.39 |
1.6% |
99% |
True |
False |
4,514 |
60 |
87.10 |
73.17 |
13.93 |
16.1% |
1.28 |
1.5% |
96% |
False |
False |
3,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.83 |
2.618 |
91.70 |
1.618 |
89.78 |
1.000 |
88.59 |
0.618 |
87.86 |
HIGH |
86.67 |
0.618 |
85.94 |
0.500 |
85.71 |
0.382 |
85.48 |
LOW |
84.75 |
0.618 |
83.56 |
1.000 |
82.83 |
1.618 |
81.64 |
2.618 |
79.72 |
4.250 |
76.59 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.25 |
86.05 |
PP |
85.98 |
85.58 |
S1 |
85.71 |
85.11 |
|