NYMEX Light Sweet Crude Oil Future May 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 |
83.36 |
85.31 |
1.95 |
2.3% |
80.24 |
| High |
85.37 |
86.90 |
1.53 |
1.8% |
85.37 |
| Low |
83.21 |
85.06 |
1.85 |
2.2% |
80.18 |
| Close |
84.87 |
86.62 |
1.75 |
2.1% |
84.87 |
| Range |
2.16 |
1.84 |
-0.32 |
-14.8% |
5.19 |
| ATR |
1.97 |
1.97 |
0.00 |
0.2% |
0.00 |
| Volume |
371,961 |
0 |
-371,961 |
-100.0% |
1,252,045 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.71 |
91.01 |
87.63 |
|
| R3 |
89.87 |
89.17 |
87.13 |
|
| R2 |
88.03 |
88.03 |
86.96 |
|
| R1 |
87.33 |
87.33 |
86.79 |
87.68 |
| PP |
86.19 |
86.19 |
86.19 |
86.37 |
| S1 |
85.49 |
85.49 |
86.45 |
85.84 |
| S2 |
84.35 |
84.35 |
86.28 |
|
| S3 |
82.51 |
83.65 |
86.11 |
|
| S4 |
80.67 |
81.81 |
85.61 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.04 |
97.15 |
87.72 |
|
| R3 |
93.85 |
91.96 |
86.30 |
|
| R2 |
88.66 |
88.66 |
85.82 |
|
| R1 |
86.77 |
86.77 |
85.35 |
87.72 |
| PP |
83.47 |
83.47 |
83.47 |
83.95 |
| S1 |
81.58 |
81.58 |
84.39 |
82.53 |
| S2 |
78.28 |
78.28 |
83.92 |
|
| S3 |
73.09 |
76.39 |
83.44 |
|
| S4 |
67.90 |
71.20 |
82.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.90 |
80.18 |
6.72 |
7.8% |
1.84 |
2.1% |
96% |
True |
False |
250,409 |
| 10 |
86.90 |
78.86 |
8.04 |
9.3% |
1.84 |
2.1% |
97% |
True |
False |
279,667 |
| 20 |
86.90 |
78.86 |
8.04 |
9.3% |
1.87 |
2.2% |
97% |
True |
False |
216,313 |
| 40 |
86.90 |
70.28 |
16.62 |
19.2% |
2.10 |
2.4% |
98% |
True |
False |
144,311 |
| 60 |
86.90 |
70.28 |
16.62 |
19.2% |
2.08 |
2.4% |
98% |
True |
False |
106,348 |
| 80 |
86.90 |
70.28 |
16.62 |
19.2% |
1.98 |
2.3% |
98% |
True |
False |
82,521 |
| 100 |
86.90 |
70.28 |
16.62 |
19.2% |
1.96 |
2.3% |
98% |
True |
False |
67,555 |
| 120 |
86.90 |
70.28 |
16.62 |
19.2% |
1.90 |
2.2% |
98% |
True |
False |
57,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.72 |
|
2.618 |
91.72 |
|
1.618 |
89.88 |
|
1.000 |
88.74 |
|
0.618 |
88.04 |
|
HIGH |
86.90 |
|
0.618 |
86.20 |
|
0.500 |
85.98 |
|
0.382 |
85.76 |
|
LOW |
85.06 |
|
0.618 |
83.92 |
|
1.000 |
83.22 |
|
1.618 |
82.08 |
|
2.618 |
80.24 |
|
4.250 |
77.24 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.41 |
85.93 |
| PP |
86.19 |
85.25 |
| S1 |
85.98 |
84.56 |
|