NYMEX Light Sweet Crude Oil Future August 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 |
87.62 |
88.03 |
0.41 |
0.5% |
87.98 |
| High |
88.28 |
88.03 |
-0.25 |
-0.3% |
88.55 |
| Low |
86.53 |
86.84 |
0.31 |
0.4% |
86.34 |
| Close |
87.25 |
87.27 |
0.02 |
0.0% |
87.25 |
| Range |
1.75 |
1.19 |
-0.56 |
-32.0% |
2.21 |
| ATR |
1.65 |
1.61 |
-0.03 |
-2.0% |
0.00 |
| Volume |
32,284 |
61,572 |
29,288 |
90.7% |
136,469 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.95 |
90.30 |
87.92 |
|
| R3 |
89.76 |
89.11 |
87.60 |
|
| R2 |
88.57 |
88.57 |
87.49 |
|
| R1 |
87.92 |
87.92 |
87.38 |
87.65 |
| PP |
87.38 |
87.38 |
87.38 |
87.25 |
| S1 |
86.73 |
86.73 |
87.16 |
86.46 |
| S2 |
86.19 |
86.19 |
87.05 |
|
| S3 |
85.00 |
85.54 |
86.94 |
|
| S4 |
83.81 |
84.35 |
86.62 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.01 |
92.84 |
88.47 |
|
| R3 |
91.80 |
90.63 |
87.86 |
|
| R2 |
89.59 |
89.59 |
87.66 |
|
| R1 |
88.42 |
88.42 |
87.45 |
87.90 |
| PP |
87.38 |
87.38 |
87.38 |
87.12 |
| S1 |
86.21 |
86.21 |
87.05 |
85.69 |
| S2 |
85.17 |
85.17 |
86.84 |
|
| S3 |
82.96 |
84.00 |
86.64 |
|
| S4 |
80.75 |
81.79 |
86.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.55 |
86.34 |
2.21 |
2.5% |
1.28 |
1.5% |
42% |
False |
False |
36,376 |
| 10 |
88.55 |
81.72 |
6.83 |
7.8% |
1.46 |
1.7% |
81% |
False |
False |
25,052 |
| 20 |
88.55 |
80.12 |
8.43 |
9.7% |
1.54 |
1.8% |
85% |
False |
False |
18,231 |
| 40 |
88.55 |
75.42 |
13.13 |
15.0% |
1.62 |
1.9% |
90% |
False |
False |
13,166 |
| 60 |
88.55 |
72.04 |
16.51 |
18.9% |
1.67 |
1.9% |
92% |
False |
False |
10,643 |
| 80 |
88.55 |
72.04 |
16.51 |
18.9% |
1.48 |
1.7% |
92% |
False |
False |
8,439 |
| 100 |
88.55 |
72.04 |
16.51 |
18.9% |
1.36 |
1.6% |
92% |
False |
False |
7,247 |
| 120 |
88.55 |
72.04 |
16.51 |
18.9% |
1.29 |
1.5% |
92% |
False |
False |
6,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.09 |
|
2.618 |
91.15 |
|
1.618 |
89.96 |
|
1.000 |
89.22 |
|
0.618 |
88.77 |
|
HIGH |
88.03 |
|
0.618 |
87.58 |
|
0.500 |
87.44 |
|
0.382 |
87.29 |
|
LOW |
86.84 |
|
0.618 |
86.10 |
|
1.000 |
85.65 |
|
1.618 |
84.91 |
|
2.618 |
83.72 |
|
4.250 |
81.78 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.44 |
87.31 |
| PP |
87.38 |
87.30 |
| S1 |
87.33 |
87.28 |
|