NYMEX Light Sweet Crude Oil Future June 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 |
83.83 |
85.62 |
1.79 |
2.1% |
80.84 |
| High |
85.61 |
87.38 |
1.77 |
2.1% |
85.61 |
| Low |
83.61 |
85.56 |
1.95 |
2.3% |
80.71 |
| Close |
85.34 |
87.13 |
1.79 |
2.1% |
85.34 |
| Range |
2.00 |
1.82 |
-0.18 |
-9.0% |
4.90 |
| ATR |
1.93 |
1.93 |
0.01 |
0.4% |
0.00 |
| Volume |
115,747 |
0 |
-115,747 |
-100.0% |
360,376 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.15 |
91.46 |
88.13 |
|
| R3 |
90.33 |
89.64 |
87.63 |
|
| R2 |
88.51 |
88.51 |
87.46 |
|
| R1 |
87.82 |
87.82 |
87.30 |
88.17 |
| PP |
86.69 |
86.69 |
86.69 |
86.86 |
| S1 |
86.00 |
86.00 |
86.96 |
86.35 |
| S2 |
84.87 |
84.87 |
86.80 |
|
| S3 |
83.05 |
84.18 |
86.63 |
|
| S4 |
81.23 |
82.36 |
86.13 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.59 |
96.86 |
88.04 |
|
| R3 |
93.69 |
91.96 |
86.69 |
|
| R2 |
88.79 |
88.79 |
86.24 |
|
| R1 |
87.06 |
87.06 |
85.79 |
87.93 |
| PP |
83.89 |
83.89 |
83.89 |
84.32 |
| S1 |
82.16 |
82.16 |
84.89 |
83.03 |
| S2 |
78.99 |
78.99 |
84.44 |
|
| S3 |
74.09 |
77.26 |
83.99 |
|
| S4 |
69.19 |
72.36 |
82.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.38 |
80.71 |
6.67 |
7.7% |
1.78 |
2.0% |
96% |
True |
False |
72,075 |
| 10 |
87.38 |
79.27 |
8.11 |
9.3% |
1.80 |
2.1% |
97% |
True |
False |
77,563 |
| 20 |
87.38 |
79.27 |
8.11 |
9.3% |
1.83 |
2.1% |
97% |
True |
False |
72,432 |
| 40 |
87.38 |
70.75 |
16.63 |
19.1% |
2.04 |
2.3% |
98% |
True |
False |
59,557 |
| 60 |
87.38 |
70.75 |
16.63 |
19.1% |
2.04 |
2.3% |
98% |
True |
False |
50,371 |
| 80 |
87.38 |
70.75 |
16.63 |
19.1% |
1.96 |
2.3% |
98% |
True |
False |
42,953 |
| 100 |
87.38 |
70.75 |
16.63 |
19.1% |
1.99 |
2.3% |
98% |
True |
False |
38,005 |
| 120 |
87.38 |
70.75 |
16.63 |
19.1% |
2.00 |
2.3% |
98% |
True |
False |
34,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.12 |
|
2.618 |
92.14 |
|
1.618 |
90.32 |
|
1.000 |
89.20 |
|
0.618 |
88.50 |
|
HIGH |
87.38 |
|
0.618 |
86.68 |
|
0.500 |
86.47 |
|
0.382 |
86.26 |
|
LOW |
85.56 |
|
0.618 |
84.44 |
|
1.000 |
83.74 |
|
1.618 |
82.62 |
|
2.618 |
80.80 |
|
4.250 |
77.83 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.91 |
86.42 |
| PP |
86.69 |
85.71 |
| S1 |
86.47 |
85.01 |
|