NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.74 |
86.76 |
0.02 |
0.0% |
80.24 |
| High |
87.09 |
87.00 |
-0.09 |
-0.1% |
85.37 |
| Low |
86.13 |
85.52 |
-0.61 |
-0.7% |
80.18 |
| Close |
86.84 |
85.88 |
-0.96 |
-1.1% |
84.87 |
| Range |
0.96 |
1.48 |
0.52 |
54.2% |
5.19 |
| ATR |
1.90 |
1.87 |
-0.03 |
-1.6% |
0.00 |
| Volume |
244,106 |
290,480 |
46,374 |
19.0% |
1,252,045 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.57 |
89.71 |
86.69 |
|
| R3 |
89.09 |
88.23 |
86.29 |
|
| R2 |
87.61 |
87.61 |
86.15 |
|
| R1 |
86.75 |
86.75 |
86.02 |
86.44 |
| PP |
86.13 |
86.13 |
86.13 |
85.98 |
| S1 |
85.27 |
85.27 |
85.74 |
84.96 |
| S2 |
84.65 |
84.65 |
85.61 |
|
| S3 |
83.17 |
83.79 |
85.47 |
|
| S4 |
81.69 |
82.31 |
85.07 |
|
|
| 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 |
87.09 |
82.22 |
4.87 |
5.7% |
1.61 |
1.9% |
75% |
False |
False |
230,196 |
| 10 |
87.09 |
79.54 |
7.55 |
8.8% |
1.66 |
1.9% |
84% |
False |
False |
265,253 |
| 20 |
87.09 |
78.86 |
8.23 |
9.6% |
1.83 |
2.1% |
85% |
False |
False |
232,118 |
| 40 |
87.09 |
72.20 |
14.89 |
17.3% |
2.01 |
2.3% |
92% |
False |
False |
153,516 |
| 60 |
87.09 |
70.28 |
16.81 |
19.6% |
2.09 |
2.4% |
93% |
False |
False |
114,481 |
| 80 |
87.09 |
70.28 |
16.81 |
19.6% |
1.94 |
2.3% |
93% |
False |
False |
88,821 |
| 100 |
87.09 |
70.28 |
16.81 |
19.6% |
1.94 |
2.3% |
93% |
False |
False |
72,799 |
| 120 |
87.09 |
70.28 |
16.81 |
19.6% |
1.90 |
2.2% |
93% |
False |
False |
61,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.29 |
|
2.618 |
90.87 |
|
1.618 |
89.39 |
|
1.000 |
88.48 |
|
0.618 |
87.91 |
|
HIGH |
87.00 |
|
0.618 |
86.43 |
|
0.500 |
86.26 |
|
0.382 |
86.09 |
|
LOW |
85.52 |
|
0.618 |
84.61 |
|
1.000 |
84.04 |
|
1.618 |
83.13 |
|
2.618 |
81.65 |
|
4.250 |
79.23 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.26 |
86.08 |
| PP |
86.13 |
86.01 |
| S1 |
86.01 |
85.95 |
|