NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.18 |
87.25 |
2.07 |
2.4% |
82.50 |
| High |
87.00 |
88.84 |
1.84 |
2.1% |
87.00 |
| Low |
85.02 |
86.99 |
1.97 |
2.3% |
82.50 |
| Close |
86.84 |
88.68 |
1.84 |
2.1% |
86.84 |
| Range |
1.98 |
1.85 |
-0.13 |
-6.6% |
4.50 |
| ATR |
1.71 |
1.73 |
0.02 |
1.2% |
0.00 |
| Volume |
48,960 |
33,307 |
-15,653 |
-32.0% |
136,683 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.72 |
93.05 |
89.70 |
|
| R3 |
91.87 |
91.20 |
89.19 |
|
| R2 |
90.02 |
90.02 |
89.02 |
|
| R1 |
89.35 |
89.35 |
88.85 |
89.69 |
| PP |
88.17 |
88.17 |
88.17 |
88.34 |
| S1 |
87.50 |
87.50 |
88.51 |
87.84 |
| S2 |
86.32 |
86.32 |
88.34 |
|
| S3 |
84.47 |
85.65 |
88.17 |
|
| S4 |
82.62 |
83.80 |
87.66 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.95 |
97.39 |
89.32 |
|
| R3 |
94.45 |
92.89 |
88.08 |
|
| R2 |
89.95 |
89.95 |
87.67 |
|
| R1 |
88.39 |
88.39 |
87.25 |
89.17 |
| PP |
85.45 |
85.45 |
85.45 |
85.84 |
| S1 |
83.89 |
83.89 |
86.43 |
84.67 |
| S2 |
80.95 |
80.95 |
86.02 |
|
| S3 |
76.45 |
79.39 |
85.60 |
|
| S4 |
71.95 |
74.89 |
84.37 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.70 |
|
2.618 |
93.68 |
|
1.618 |
91.83 |
|
1.000 |
90.69 |
|
0.618 |
89.98 |
|
HIGH |
88.84 |
|
0.618 |
88.13 |
|
0.500 |
87.92 |
|
0.382 |
87.70 |
|
LOW |
86.99 |
|
0.618 |
85.85 |
|
1.000 |
85.14 |
|
1.618 |
84.00 |
|
2.618 |
82.15 |
|
4.250 |
79.13 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.43 |
87.94 |
| PP |
88.17 |
87.21 |
| S1 |
87.92 |
86.47 |
|