NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.81 |
88.09 |
-0.72 |
-0.8% |
82.24 |
High |
89.07 |
88.24 |
-0.83 |
-0.9% |
86.67 |
Low |
88.10 |
87.17 |
-0.93 |
-1.1% |
82.24 |
Close |
88.36 |
88.09 |
-0.27 |
-0.3% |
86.52 |
Range |
0.97 |
1.07 |
0.10 |
10.3% |
4.43 |
ATR |
1.48 |
1.46 |
-0.02 |
-1.4% |
0.00 |
Volume |
10,896 |
13,713 |
2,817 |
25.9% |
24,325 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.04 |
90.64 |
88.68 |
|
R3 |
89.97 |
89.57 |
88.38 |
|
R2 |
88.90 |
88.90 |
88.29 |
|
R1 |
88.50 |
88.50 |
88.19 |
88.63 |
PP |
87.83 |
87.83 |
87.83 |
87.90 |
S1 |
87.43 |
87.43 |
87.99 |
87.56 |
S2 |
86.76 |
86.76 |
87.89 |
|
S3 |
85.69 |
86.36 |
87.80 |
|
S4 |
84.62 |
85.29 |
87.50 |
|
|
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 |
89.07 |
84.75 |
4.32 |
4.9% |
1.30 |
1.5% |
77% |
False |
False |
10,474 |
10 |
89.07 |
81.52 |
7.55 |
8.6% |
1.20 |
1.4% |
87% |
False |
False |
7,731 |
20 |
89.07 |
80.82 |
8.25 |
9.4% |
1.19 |
1.3% |
88% |
False |
False |
6,046 |
40 |
89.07 |
75.97 |
13.10 |
14.9% |
1.37 |
1.6% |
93% |
False |
False |
5,083 |
60 |
89.07 |
73.17 |
15.90 |
18.0% |
1.29 |
1.5% |
94% |
False |
False |
4,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.79 |
2.618 |
91.04 |
1.618 |
89.97 |
1.000 |
89.31 |
0.618 |
88.90 |
HIGH |
88.24 |
0.618 |
87.83 |
0.500 |
87.71 |
0.382 |
87.58 |
LOW |
87.17 |
0.618 |
86.51 |
1.000 |
86.10 |
1.618 |
85.44 |
2.618 |
84.37 |
4.250 |
82.62 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.96 |
88.12 |
PP |
87.83 |
88.11 |
S1 |
87.71 |
88.10 |
|