NYMEX Light Sweet Crude Oil Future December 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 |
84.21 |
85.18 |
0.97 |
1.2% |
82.68 |
| High |
85.58 |
87.00 |
1.42 |
1.7% |
84.08 |
| Low |
84.10 |
85.02 |
0.92 |
1.1% |
81.13 |
| Close |
85.51 |
86.84 |
1.33 |
1.6% |
82.21 |
| Range |
1.48 |
1.98 |
0.50 |
33.8% |
2.95 |
| ATR |
0.00 |
1.71 |
1.71 |
|
0.00 |
| Volume |
20,634 |
48,960 |
28,326 |
137.3% |
148,714 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.23 |
91.51 |
87.93 |
|
| R3 |
90.25 |
89.53 |
87.38 |
|
| R2 |
88.27 |
88.27 |
87.20 |
|
| R1 |
87.55 |
87.55 |
87.02 |
87.91 |
| PP |
86.29 |
86.29 |
86.29 |
86.47 |
| S1 |
85.57 |
85.57 |
86.66 |
85.93 |
| S2 |
84.31 |
84.31 |
86.48 |
|
| S3 |
82.33 |
83.59 |
86.30 |
|
| S4 |
80.35 |
81.61 |
85.75 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.32 |
89.72 |
83.83 |
|
| R3 |
88.37 |
86.77 |
83.02 |
|
| R2 |
85.42 |
85.42 |
82.75 |
|
| R1 |
83.82 |
83.82 |
82.48 |
83.15 |
| PP |
82.47 |
82.47 |
82.47 |
82.14 |
| S1 |
80.87 |
80.87 |
81.94 |
80.20 |
| S2 |
79.52 |
79.52 |
81.67 |
|
| S3 |
76.57 |
77.92 |
81.40 |
|
| S4 |
73.62 |
74.97 |
80.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.42 |
|
2.618 |
92.18 |
|
1.618 |
90.20 |
|
1.000 |
88.98 |
|
0.618 |
88.22 |
|
HIGH |
87.00 |
|
0.618 |
86.24 |
|
0.500 |
86.01 |
|
0.382 |
85.78 |
|
LOW |
85.02 |
|
0.618 |
83.80 |
|
1.000 |
83.04 |
|
1.618 |
81.82 |
|
2.618 |
79.84 |
|
4.250 |
76.61 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.56 |
86.35 |
| PP |
86.29 |
85.85 |
| S1 |
86.01 |
85.36 |
|