NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
88.22 |
87.43 |
-0.79 |
-0.9% |
81.72 |
| High |
88.55 |
87.67 |
-0.88 |
-1.0% |
86.34 |
| Low |
87.37 |
86.34 |
-1.03 |
-1.2% |
81.72 |
| Close |
87.69 |
87.34 |
-0.35 |
-0.4% |
86.11 |
| Range |
1.18 |
1.33 |
0.15 |
12.7% |
4.62 |
| ATR |
1.66 |
1.64 |
-0.02 |
-1.3% |
0.00 |
| Volume |
26,854 |
41,051 |
14,197 |
52.9% |
52,480 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.11 |
90.55 |
88.07 |
|
| R3 |
89.78 |
89.22 |
87.71 |
|
| R2 |
88.45 |
88.45 |
87.58 |
|
| R1 |
87.89 |
87.89 |
87.46 |
87.51 |
| PP |
87.12 |
87.12 |
87.12 |
86.92 |
| S1 |
86.56 |
86.56 |
87.22 |
86.18 |
| S2 |
85.79 |
85.79 |
87.10 |
|
| S3 |
84.46 |
85.23 |
86.97 |
|
| S4 |
83.13 |
83.90 |
86.61 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.58 |
96.97 |
88.65 |
|
| R3 |
93.96 |
92.35 |
87.38 |
|
| R2 |
89.34 |
89.34 |
86.96 |
|
| R1 |
87.73 |
87.73 |
86.53 |
88.54 |
| PP |
84.72 |
84.72 |
84.72 |
85.13 |
| S1 |
83.11 |
83.11 |
85.69 |
83.92 |
| S2 |
80.10 |
80.10 |
85.26 |
|
| S3 |
75.48 |
78.49 |
84.84 |
|
| S4 |
70.86 |
73.87 |
83.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.55 |
84.45 |
4.10 |
4.7% |
1.42 |
1.6% |
70% |
False |
False |
23,973 |
| 10 |
88.55 |
81.00 |
7.55 |
8.6% |
1.45 |
1.7% |
84% |
False |
False |
18,370 |
| 20 |
88.55 |
80.12 |
8.43 |
9.7% |
1.54 |
1.8% |
86% |
False |
False |
14,564 |
| 40 |
88.55 |
75.00 |
13.55 |
15.5% |
1.65 |
1.9% |
91% |
False |
False |
11,126 |
| 60 |
88.55 |
72.04 |
16.51 |
18.9% |
1.68 |
1.9% |
93% |
False |
False |
9,200 |
| 80 |
88.55 |
72.04 |
16.51 |
18.9% |
1.46 |
1.7% |
93% |
False |
False |
7,309 |
| 100 |
88.55 |
72.04 |
16.51 |
18.9% |
1.34 |
1.5% |
93% |
False |
False |
6,346 |
| 120 |
88.55 |
72.04 |
16.51 |
18.9% |
1.28 |
1.5% |
93% |
False |
False |
5,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.32 |
|
2.618 |
91.15 |
|
1.618 |
89.82 |
|
1.000 |
89.00 |
|
0.618 |
88.49 |
|
HIGH |
87.67 |
|
0.618 |
87.16 |
|
0.500 |
87.01 |
|
0.382 |
86.85 |
|
LOW |
86.34 |
|
0.618 |
85.52 |
|
1.000 |
85.01 |
|
1.618 |
84.19 |
|
2.618 |
82.86 |
|
4.250 |
80.69 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.23 |
87.45 |
| PP |
87.12 |
87.41 |
| S1 |
87.01 |
87.38 |
|