NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
87.80 |
87.89 |
0.09 |
0.1% |
88.23 |
| High |
88.79 |
88.50 |
-0.29 |
-0.3% |
88.80 |
| Low |
87.09 |
87.44 |
0.35 |
0.4% |
86.88 |
| Close |
87.80 |
87.89 |
0.09 |
0.1% |
87.80 |
| Range |
1.70 |
1.06 |
-0.64 |
-37.6% |
1.92 |
| ATR |
1.58 |
1.55 |
-0.04 |
-2.4% |
0.00 |
| Volume |
24,596 |
53,636 |
29,040 |
118.1% |
105,068 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.12 |
90.57 |
88.47 |
|
| R3 |
90.06 |
89.51 |
88.18 |
|
| R2 |
89.00 |
89.00 |
88.08 |
|
| R1 |
88.45 |
88.45 |
87.99 |
88.42 |
| PP |
87.94 |
87.94 |
87.94 |
87.93 |
| S1 |
87.39 |
87.39 |
87.79 |
87.36 |
| S2 |
86.88 |
86.88 |
87.70 |
|
| S3 |
85.82 |
86.33 |
87.60 |
|
| S4 |
84.76 |
85.27 |
87.31 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.59 |
92.61 |
88.86 |
|
| R3 |
91.67 |
90.69 |
88.33 |
|
| R2 |
89.75 |
89.75 |
88.15 |
|
| R1 |
88.77 |
88.77 |
87.98 |
88.30 |
| PP |
87.83 |
87.83 |
87.83 |
87.59 |
| S1 |
86.85 |
86.85 |
87.62 |
86.38 |
| S2 |
85.91 |
85.91 |
87.45 |
|
| S3 |
83.99 |
84.93 |
87.27 |
|
| S4 |
82.07 |
83.01 |
86.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.80 |
86.92 |
1.88 |
2.1% |
1.17 |
1.3% |
52% |
False |
False |
28,238 |
| 10 |
88.80 |
81.89 |
6.91 |
7.9% |
1.34 |
1.5% |
87% |
False |
False |
19,901 |
| 20 |
88.80 |
80.45 |
8.35 |
9.5% |
1.46 |
1.7% |
89% |
False |
False |
14,184 |
| 40 |
88.80 |
75.78 |
13.02 |
14.8% |
1.59 |
1.8% |
93% |
False |
False |
10,834 |
| 60 |
88.80 |
72.43 |
16.37 |
18.6% |
1.59 |
1.8% |
94% |
False |
False |
8,950 |
| 80 |
88.80 |
72.43 |
16.37 |
18.6% |
1.43 |
1.6% |
94% |
False |
False |
7,339 |
| 100 |
88.80 |
72.43 |
16.37 |
18.6% |
1.38 |
1.6% |
94% |
False |
False |
6,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.01 |
|
2.618 |
91.28 |
|
1.618 |
90.22 |
|
1.000 |
89.56 |
|
0.618 |
89.16 |
|
HIGH |
88.50 |
|
0.618 |
88.10 |
|
0.500 |
87.97 |
|
0.382 |
87.84 |
|
LOW |
87.44 |
|
0.618 |
86.78 |
|
1.000 |
86.38 |
|
1.618 |
85.72 |
|
2.618 |
84.66 |
|
4.250 |
82.94 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.97 |
87.88 |
| PP |
87.94 |
87.87 |
| S1 |
87.92 |
87.86 |
|