NYMEX Light Sweet Crude Oil Future October 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 |
88.09 |
89.02 |
0.93 |
1.1% |
88.40 |
High |
88.24 |
89.09 |
0.85 |
1.0% |
89.09 |
Low |
87.17 |
87.52 |
0.35 |
0.4% |
86.71 |
Close |
88.09 |
88.20 |
0.11 |
0.1% |
88.20 |
Range |
1.07 |
1.57 |
0.50 |
46.7% |
2.38 |
ATR |
1.46 |
1.47 |
0.01 |
0.5% |
0.00 |
Volume |
13,713 |
12,813 |
-900 |
-6.6% |
58,402 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.98 |
92.16 |
89.06 |
|
R3 |
91.41 |
90.59 |
88.63 |
|
R2 |
89.84 |
89.84 |
88.49 |
|
R1 |
89.02 |
89.02 |
88.34 |
88.65 |
PP |
88.27 |
88.27 |
88.27 |
88.08 |
S1 |
87.45 |
87.45 |
88.06 |
87.08 |
S2 |
86.70 |
86.70 |
87.91 |
|
S3 |
85.13 |
85.88 |
87.77 |
|
S4 |
83.56 |
84.31 |
87.34 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.14 |
94.05 |
89.51 |
|
R3 |
92.76 |
91.67 |
88.85 |
|
R2 |
90.38 |
90.38 |
88.64 |
|
R1 |
89.29 |
89.29 |
88.42 |
88.65 |
PP |
88.00 |
88.00 |
88.00 |
87.68 |
S1 |
86.91 |
86.91 |
87.98 |
86.27 |
S2 |
85.62 |
85.62 |
87.76 |
|
S3 |
83.24 |
84.53 |
87.55 |
|
S4 |
80.86 |
82.15 |
86.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.09 |
86.71 |
2.38 |
2.7% |
1.23 |
1.4% |
63% |
True |
False |
11,680 |
10 |
89.09 |
81.52 |
7.57 |
8.6% |
1.24 |
1.4% |
88% |
True |
False |
8,661 |
20 |
89.09 |
80.82 |
8.27 |
9.4% |
1.22 |
1.4% |
89% |
True |
False |
6,505 |
40 |
89.09 |
75.97 |
13.12 |
14.9% |
1.36 |
1.5% |
93% |
True |
False |
5,333 |
60 |
89.09 |
73.17 |
15.92 |
18.0% |
1.29 |
1.5% |
94% |
True |
False |
4,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.76 |
2.618 |
93.20 |
1.618 |
91.63 |
1.000 |
90.66 |
0.618 |
90.06 |
HIGH |
89.09 |
0.618 |
88.49 |
0.500 |
88.31 |
0.382 |
88.12 |
LOW |
87.52 |
0.618 |
86.55 |
1.000 |
85.95 |
1.618 |
84.98 |
2.618 |
83.41 |
4.250 |
80.85 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.31 |
88.18 |
PP |
88.27 |
88.15 |
S1 |
88.24 |
88.13 |
|