NYMEX Light Sweet Crude Oil Future July 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 |
87.62 |
87.75 |
0.13 |
0.1% |
81.20 |
| High |
87.83 |
88.06 |
0.23 |
0.3% |
86.02 |
| Low |
86.00 |
87.13 |
1.13 |
1.3% |
81.20 |
| Close |
87.62 |
87.94 |
0.32 |
0.4% |
85.78 |
| Range |
1.83 |
0.93 |
-0.90 |
-49.2% |
4.82 |
| ATR |
1.85 |
1.79 |
-0.07 |
-3.6% |
0.00 |
| Volume |
38,732 |
31,446 |
-7,286 |
-18.8% |
138,064 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.50 |
90.15 |
88.45 |
|
| R3 |
89.57 |
89.22 |
88.20 |
|
| R2 |
88.64 |
88.64 |
88.11 |
|
| R1 |
88.29 |
88.29 |
88.03 |
88.47 |
| PP |
87.71 |
87.71 |
87.71 |
87.80 |
| S1 |
87.36 |
87.36 |
87.85 |
87.54 |
| S2 |
86.78 |
86.78 |
87.77 |
|
| S3 |
85.85 |
86.43 |
87.68 |
|
| S4 |
84.92 |
85.50 |
87.43 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.79 |
97.11 |
88.43 |
|
| R3 |
93.97 |
92.29 |
87.11 |
|
| R2 |
89.15 |
89.15 |
86.66 |
|
| R1 |
87.47 |
87.47 |
86.22 |
88.31 |
| PP |
84.33 |
84.33 |
84.33 |
84.76 |
| S1 |
82.65 |
82.65 |
85.34 |
83.49 |
| S2 |
79.51 |
79.51 |
84.90 |
|
| S3 |
74.69 |
77.83 |
84.45 |
|
| S4 |
69.87 |
73.01 |
83.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.06 |
82.61 |
5.45 |
6.2% |
1.44 |
1.6% |
98% |
True |
False |
36,628 |
| 10 |
88.06 |
80.50 |
7.56 |
8.6% |
1.54 |
1.8% |
98% |
True |
False |
31,668 |
| 20 |
88.06 |
79.70 |
8.36 |
9.5% |
1.70 |
1.9% |
99% |
True |
False |
27,585 |
| 40 |
88.06 |
72.67 |
15.39 |
17.5% |
1.82 |
2.1% |
99% |
True |
False |
20,372 |
| 60 |
88.06 |
71.64 |
16.42 |
18.7% |
1.90 |
2.2% |
99% |
True |
False |
16,159 |
| 80 |
88.06 |
71.64 |
16.42 |
18.7% |
1.79 |
2.0% |
99% |
True |
False |
13,024 |
| 100 |
88.06 |
71.64 |
16.42 |
18.7% |
1.77 |
2.0% |
99% |
True |
False |
11,062 |
| 120 |
88.06 |
71.64 |
16.42 |
18.7% |
1.75 |
2.0% |
99% |
True |
False |
9,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.01 |
|
2.618 |
90.49 |
|
1.618 |
89.56 |
|
1.000 |
88.99 |
|
0.618 |
88.63 |
|
HIGH |
88.06 |
|
0.618 |
87.70 |
|
0.500 |
87.60 |
|
0.382 |
87.49 |
|
LOW |
87.13 |
|
0.618 |
86.56 |
|
1.000 |
86.20 |
|
1.618 |
85.63 |
|
2.618 |
84.70 |
|
4.250 |
83.18 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.83 |
87.32 |
| PP |
87.71 |
86.70 |
| S1 |
87.60 |
86.08 |
|