NYMEX Light Sweet Crude Oil Future May 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 |
85.56 |
85.17 |
-0.39 |
-0.5% |
85.31 |
High |
86.37 |
85.71 |
-0.66 |
-0.8% |
87.09 |
Low |
84.12 |
84.08 |
-0.04 |
0.0% |
84.12 |
Close |
84.92 |
84.34 |
-0.58 |
-0.7% |
84.92 |
Range |
2.25 |
1.63 |
-0.62 |
-27.6% |
2.97 |
ATR |
1.87 |
1.85 |
-0.02 |
-0.9% |
0.00 |
Volume |
389,596 |
442,943 |
53,347 |
13.7% |
1,303,710 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.60 |
88.60 |
85.24 |
|
R3 |
87.97 |
86.97 |
84.79 |
|
R2 |
86.34 |
86.34 |
84.64 |
|
R1 |
85.34 |
85.34 |
84.49 |
85.03 |
PP |
84.71 |
84.71 |
84.71 |
84.55 |
S1 |
83.71 |
83.71 |
84.19 |
83.40 |
S2 |
83.08 |
83.08 |
84.04 |
|
S3 |
81.45 |
82.08 |
83.89 |
|
S4 |
79.82 |
80.45 |
83.44 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.29 |
92.57 |
86.55 |
|
R3 |
91.32 |
89.60 |
85.74 |
|
R2 |
88.35 |
88.35 |
85.46 |
|
R1 |
86.63 |
86.63 |
85.19 |
86.01 |
PP |
85.38 |
85.38 |
85.38 |
85.06 |
S1 |
83.66 |
83.66 |
84.65 |
83.04 |
S2 |
82.41 |
82.41 |
84.38 |
|
S3 |
79.44 |
80.69 |
84.10 |
|
S4 |
76.47 |
77.72 |
83.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.09 |
84.08 |
3.01 |
3.6% |
1.56 |
1.9% |
9% |
False |
True |
349,330 |
10 |
87.09 |
80.18 |
6.91 |
8.2% |
1.70 |
2.0% |
60% |
False |
False |
299,869 |
20 |
87.09 |
78.86 |
8.23 |
9.8% |
1.80 |
2.1% |
67% |
False |
False |
268,284 |
40 |
87.09 |
73.62 |
13.47 |
16.0% |
1.96 |
2.3% |
80% |
False |
False |
178,783 |
60 |
87.09 |
70.28 |
16.81 |
19.9% |
2.07 |
2.5% |
84% |
False |
False |
133,646 |
80 |
87.09 |
70.28 |
16.81 |
19.9% |
1.96 |
2.3% |
84% |
False |
False |
103,463 |
100 |
87.09 |
70.28 |
16.81 |
19.9% |
1.95 |
2.3% |
84% |
False |
False |
84,732 |
120 |
87.09 |
70.28 |
16.81 |
19.9% |
1.92 |
2.3% |
84% |
False |
False |
71,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.64 |
2.618 |
89.98 |
1.618 |
88.35 |
1.000 |
87.34 |
0.618 |
86.72 |
HIGH |
85.71 |
0.618 |
85.09 |
0.500 |
84.90 |
0.382 |
84.70 |
LOW |
84.08 |
0.618 |
83.07 |
1.000 |
82.45 |
1.618 |
81.44 |
2.618 |
79.81 |
4.250 |
77.15 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
84.90 |
85.23 |
PP |
84.71 |
84.93 |
S1 |
84.53 |
84.64 |
|