NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.40 |
88.68 |
0.28 |
0.3% |
82.24 |
High |
88.52 |
88.89 |
0.37 |
0.4% |
86.67 |
Low |
86.71 |
88.14 |
1.43 |
1.6% |
82.24 |
Close |
88.40 |
88.86 |
0.46 |
0.5% |
86.52 |
Range |
1.81 |
0.75 |
-1.06 |
-58.6% |
4.43 |
ATR |
1.58 |
1.52 |
-0.06 |
-3.7% |
0.00 |
Volume |
12,899 |
8,081 |
-4,818 |
-37.4% |
24,325 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.88 |
90.62 |
89.27 |
|
R3 |
90.13 |
89.87 |
89.07 |
|
R2 |
89.38 |
89.38 |
89.00 |
|
R1 |
89.12 |
89.12 |
88.93 |
89.25 |
PP |
88.63 |
88.63 |
88.63 |
88.70 |
S1 |
88.37 |
88.37 |
88.79 |
88.50 |
S2 |
87.88 |
87.88 |
88.72 |
|
S3 |
87.13 |
87.62 |
88.65 |
|
S4 |
86.38 |
86.87 |
88.45 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.43 |
96.91 |
88.96 |
|
R3 |
94.00 |
92.48 |
87.74 |
|
R2 |
89.57 |
89.57 |
87.33 |
|
R1 |
88.05 |
88.05 |
86.93 |
88.81 |
PP |
85.14 |
85.14 |
85.14 |
85.53 |
S1 |
83.62 |
83.62 |
86.11 |
84.38 |
S2 |
80.71 |
80.71 |
85.71 |
|
S3 |
76.28 |
79.19 |
85.30 |
|
S4 |
71.85 |
74.76 |
84.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.89 |
83.54 |
5.35 |
6.0% |
1.26 |
1.4% |
99% |
True |
False |
8,242 |
10 |
88.89 |
81.52 |
7.37 |
8.3% |
1.17 |
1.3% |
100% |
True |
False |
5,781 |
20 |
88.89 |
80.82 |
8.07 |
9.1% |
1.23 |
1.4% |
100% |
True |
False |
5,399 |
40 |
88.89 |
75.36 |
13.53 |
15.2% |
1.40 |
1.6% |
100% |
True |
False |
4,643 |
60 |
88.89 |
73.17 |
15.72 |
17.7% |
1.29 |
1.5% |
100% |
True |
False |
4,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.08 |
2.618 |
90.85 |
1.618 |
90.10 |
1.000 |
89.64 |
0.618 |
89.35 |
HIGH |
88.89 |
0.618 |
88.60 |
0.500 |
88.52 |
0.382 |
88.43 |
LOW |
88.14 |
0.618 |
87.68 |
1.000 |
87.39 |
1.618 |
86.93 |
2.618 |
86.18 |
4.250 |
84.95 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.75 |
88.18 |
PP |
88.63 |
87.50 |
S1 |
88.52 |
86.82 |
|