NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.03 |
84.66 |
-0.37 |
-0.4% |
83.02 |
| High |
85.04 |
86.55 |
1.51 |
1.8% |
83.42 |
| Low |
83.75 |
84.66 |
0.91 |
1.1% |
80.45 |
| Close |
85.03 |
86.34 |
1.31 |
1.5% |
81.60 |
| Range |
1.29 |
1.89 |
0.60 |
46.5% |
2.97 |
| ATR |
1.66 |
1.68 |
0.02 |
1.0% |
0.00 |
| Volume |
8,605 |
13,305 |
4,700 |
54.6% |
38,367 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.52 |
90.82 |
87.38 |
|
| R3 |
89.63 |
88.93 |
86.86 |
|
| R2 |
87.74 |
87.74 |
86.69 |
|
| R1 |
87.04 |
87.04 |
86.51 |
87.39 |
| PP |
85.85 |
85.85 |
85.85 |
86.03 |
| S1 |
85.15 |
85.15 |
86.17 |
85.50 |
| S2 |
83.96 |
83.96 |
85.99 |
|
| S3 |
82.07 |
83.26 |
85.82 |
|
| S4 |
80.18 |
81.37 |
85.30 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.73 |
89.14 |
83.23 |
|
| R3 |
87.76 |
86.17 |
82.42 |
|
| R2 |
84.79 |
84.79 |
82.14 |
|
| R1 |
83.20 |
83.20 |
81.87 |
82.51 |
| PP |
81.82 |
81.82 |
81.82 |
81.48 |
| S1 |
80.23 |
80.23 |
81.33 |
79.54 |
| S2 |
78.85 |
78.85 |
81.06 |
|
| S3 |
75.88 |
77.26 |
80.78 |
|
| S4 |
72.91 |
74.29 |
79.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.55 |
81.32 |
5.23 |
6.1% |
1.51 |
1.7% |
96% |
True |
False |
9,933 |
| 10 |
86.55 |
80.45 |
6.10 |
7.1% |
1.59 |
1.8% |
97% |
True |
False |
8,939 |
| 20 |
86.55 |
80.45 |
6.10 |
7.1% |
1.55 |
1.8% |
97% |
True |
False |
8,941 |
| 40 |
86.55 |
72.43 |
14.12 |
16.4% |
1.79 |
2.1% |
99% |
True |
False |
7,954 |
| 60 |
87.30 |
72.43 |
14.87 |
17.2% |
1.61 |
1.9% |
94% |
False |
False |
6,652 |
| 80 |
87.30 |
72.43 |
14.87 |
17.2% |
1.43 |
1.7% |
94% |
False |
False |
5,581 |
| 100 |
87.30 |
72.43 |
14.87 |
17.2% |
1.37 |
1.6% |
94% |
False |
False |
4,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.58 |
|
2.618 |
91.50 |
|
1.618 |
89.61 |
|
1.000 |
88.44 |
|
0.618 |
87.72 |
|
HIGH |
86.55 |
|
0.618 |
85.83 |
|
0.500 |
85.61 |
|
0.382 |
85.38 |
|
LOW |
84.66 |
|
0.618 |
83.49 |
|
1.000 |
82.77 |
|
1.618 |
81.60 |
|
2.618 |
79.71 |
|
4.250 |
76.63 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.10 |
85.86 |
| PP |
85.85 |
85.38 |
| S1 |
85.61 |
84.90 |
|