NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.01 |
88.53 |
2.52 |
2.9% |
83.87 |
| High |
86.77 |
88.65 |
1.88 |
2.2% |
86.77 |
| Low |
85.86 |
87.38 |
1.52 |
1.8% |
82.39 |
| Close |
86.67 |
88.53 |
1.86 |
2.1% |
86.67 |
| Range |
0.91 |
1.27 |
0.36 |
39.6% |
4.38 |
| ATR |
1.40 |
1.44 |
0.04 |
2.9% |
0.00 |
| Volume |
5,803 |
9,425 |
3,622 |
62.4% |
20,561 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.00 |
91.53 |
89.23 |
|
| R3 |
90.73 |
90.26 |
88.88 |
|
| R2 |
89.46 |
89.46 |
88.76 |
|
| R1 |
88.99 |
88.99 |
88.65 |
89.17 |
| PP |
88.19 |
88.19 |
88.19 |
88.27 |
| S1 |
87.72 |
87.72 |
88.41 |
87.90 |
| S2 |
86.92 |
86.92 |
88.30 |
|
| S3 |
85.65 |
86.45 |
88.18 |
|
| S4 |
84.38 |
85.18 |
87.83 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.42 |
96.92 |
89.08 |
|
| R3 |
94.04 |
92.54 |
87.87 |
|
| R2 |
89.66 |
89.66 |
87.47 |
|
| R1 |
88.16 |
88.16 |
87.07 |
88.91 |
| PP |
85.28 |
85.28 |
85.28 |
85.65 |
| S1 |
83.78 |
83.78 |
86.27 |
84.53 |
| S2 |
80.90 |
80.90 |
85.87 |
|
| S3 |
76.52 |
79.40 |
85.47 |
|
| S4 |
72.14 |
75.02 |
84.26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.05 |
|
2.618 |
91.97 |
|
1.618 |
90.70 |
|
1.000 |
89.92 |
|
0.618 |
89.43 |
|
HIGH |
88.65 |
|
0.618 |
88.16 |
|
0.500 |
88.02 |
|
0.382 |
87.87 |
|
LOW |
87.38 |
|
0.618 |
86.60 |
|
1.000 |
86.11 |
|
1.618 |
85.33 |
|
2.618 |
84.06 |
|
4.250 |
81.98 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.36 |
87.84 |
| PP |
88.19 |
87.15 |
| S1 |
88.02 |
86.46 |
|