NYMEX Light Sweet Crude Oil Future May 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 |
82.50 |
83.36 |
0.86 |
1.0% |
80.86 |
| High |
83.85 |
85.37 |
1.52 |
1.8% |
82.20 |
| Low |
82.22 |
83.21 |
0.99 |
1.2% |
78.86 |
| Close |
83.76 |
84.87 |
1.11 |
1.3% |
80.00 |
| Range |
1.63 |
2.16 |
0.53 |
32.5% |
3.34 |
| ATR |
1.95 |
1.97 |
0.01 |
0.8% |
0.00 |
| Volume |
244,435 |
371,961 |
127,526 |
52.2% |
1,544,629 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.96 |
90.08 |
86.06 |
|
| R3 |
88.80 |
87.92 |
85.46 |
|
| R2 |
86.64 |
86.64 |
85.27 |
|
| R1 |
85.76 |
85.76 |
85.07 |
86.20 |
| PP |
84.48 |
84.48 |
84.48 |
84.71 |
| S1 |
83.60 |
83.60 |
84.67 |
84.04 |
| S2 |
82.32 |
82.32 |
84.47 |
|
| S3 |
80.16 |
81.44 |
84.28 |
|
| S4 |
78.00 |
79.28 |
83.68 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.37 |
88.53 |
81.84 |
|
| R3 |
87.03 |
85.19 |
80.92 |
|
| R2 |
83.69 |
83.69 |
80.61 |
|
| R1 |
81.85 |
81.85 |
80.31 |
81.10 |
| PP |
80.35 |
80.35 |
80.35 |
79.98 |
| S1 |
78.51 |
78.51 |
79.69 |
77.76 |
| S2 |
77.01 |
77.01 |
79.39 |
|
| S3 |
73.67 |
75.17 |
79.08 |
|
| S4 |
70.33 |
71.83 |
78.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.37 |
79.54 |
5.83 |
6.9% |
1.86 |
2.2% |
91% |
True |
False |
309,663 |
| 10 |
85.37 |
78.86 |
6.51 |
7.7% |
1.89 |
2.2% |
92% |
True |
False |
299,459 |
| 20 |
85.37 |
78.86 |
6.51 |
7.7% |
1.86 |
2.2% |
92% |
True |
False |
221,424 |
| 40 |
85.37 |
70.28 |
15.09 |
17.8% |
2.17 |
2.6% |
97% |
True |
False |
145,521 |
| 60 |
85.43 |
70.28 |
15.15 |
17.9% |
2.09 |
2.5% |
96% |
False |
False |
106,608 |
| 80 |
85.43 |
70.28 |
15.15 |
17.9% |
1.98 |
2.3% |
96% |
False |
False |
82,711 |
| 100 |
85.43 |
70.28 |
15.15 |
17.9% |
1.97 |
2.3% |
96% |
False |
False |
67,621 |
| 120 |
85.43 |
70.28 |
15.15 |
17.9% |
1.89 |
2.2% |
96% |
False |
False |
57,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.55 |
|
2.618 |
91.02 |
|
1.618 |
88.86 |
|
1.000 |
87.53 |
|
0.618 |
86.70 |
|
HIGH |
85.37 |
|
0.618 |
84.54 |
|
0.500 |
84.29 |
|
0.382 |
84.04 |
|
LOW |
83.21 |
|
0.618 |
81.88 |
|
1.000 |
81.05 |
|
1.618 |
79.72 |
|
2.618 |
77.56 |
|
4.250 |
74.03 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.68 |
84.44 |
| PP |
84.48 |
84.00 |
| S1 |
84.29 |
83.57 |
|