NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.62 |
87.29 |
1.67 |
2.0% |
80.84 |
| High |
87.38 |
87.59 |
0.21 |
0.2% |
85.61 |
| Low |
85.56 |
86.63 |
1.07 |
1.3% |
80.71 |
| Close |
87.13 |
87.39 |
0.26 |
0.3% |
85.34 |
| Range |
1.82 |
0.96 |
-0.86 |
-47.3% |
4.90 |
| ATR |
1.93 |
1.86 |
-0.07 |
-3.6% |
0.00 |
| Volume |
0 |
97,439 |
97,439 |
|
360,376 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.08 |
89.70 |
87.92 |
|
| R3 |
89.12 |
88.74 |
87.65 |
|
| R2 |
88.16 |
88.16 |
87.57 |
|
| R1 |
87.78 |
87.78 |
87.48 |
87.97 |
| PP |
87.20 |
87.20 |
87.20 |
87.30 |
| S1 |
86.82 |
86.82 |
87.30 |
87.01 |
| S2 |
86.24 |
86.24 |
87.21 |
|
| S3 |
85.28 |
85.86 |
87.13 |
|
| S4 |
84.32 |
84.90 |
86.86 |
|
|
| 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 |
87.59 |
82.18 |
5.41 |
6.2% |
1.48 |
1.7% |
96% |
True |
False |
76,243 |
| 10 |
87.59 |
80.03 |
7.56 |
8.7% |
1.61 |
1.8% |
97% |
True |
False |
80,198 |
| 20 |
87.59 |
79.27 |
8.32 |
9.5% |
1.81 |
2.1% |
98% |
True |
False |
74,774 |
| 40 |
87.59 |
72.08 |
15.51 |
17.7% |
1.95 |
2.2% |
99% |
True |
False |
60,454 |
| 60 |
87.59 |
70.75 |
16.84 |
19.3% |
2.04 |
2.3% |
99% |
True |
False |
51,330 |
| 80 |
87.59 |
70.75 |
16.84 |
19.3% |
1.95 |
2.2% |
99% |
True |
False |
43,812 |
| 100 |
87.59 |
70.75 |
16.84 |
19.3% |
1.98 |
2.3% |
99% |
True |
False |
38,837 |
| 120 |
87.59 |
70.75 |
16.84 |
19.3% |
2.00 |
2.3% |
99% |
True |
False |
34,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.67 |
|
2.618 |
90.10 |
|
1.618 |
89.14 |
|
1.000 |
88.55 |
|
0.618 |
88.18 |
|
HIGH |
87.59 |
|
0.618 |
87.22 |
|
0.500 |
87.11 |
|
0.382 |
87.00 |
|
LOW |
86.63 |
|
0.618 |
86.04 |
|
1.000 |
85.67 |
|
1.618 |
85.08 |
|
2.618 |
84.12 |
|
4.250 |
82.55 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.30 |
86.79 |
| PP |
87.20 |
86.20 |
| S1 |
87.11 |
85.60 |
|