NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.17 |
84.36 |
-0.81 |
-1.0% |
85.31 |
High |
85.71 |
84.42 |
-1.29 |
-1.5% |
87.09 |
Low |
84.08 |
82.51 |
-1.57 |
-1.9% |
84.12 |
Close |
84.34 |
84.05 |
-0.29 |
-0.3% |
84.92 |
Range |
1.63 |
1.91 |
0.28 |
17.2% |
2.97 |
ATR |
1.85 |
1.86 |
0.00 |
0.2% |
0.00 |
Volume |
442,943 |
421,904 |
-21,039 |
-4.7% |
1,303,710 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.39 |
88.63 |
85.10 |
|
R3 |
87.48 |
86.72 |
84.58 |
|
R2 |
85.57 |
85.57 |
84.40 |
|
R1 |
84.81 |
84.81 |
84.23 |
84.24 |
PP |
83.66 |
83.66 |
83.66 |
83.37 |
S1 |
82.90 |
82.90 |
83.87 |
82.33 |
S2 |
81.75 |
81.75 |
83.70 |
|
S3 |
79.84 |
80.99 |
83.52 |
|
S4 |
77.93 |
79.08 |
83.00 |
|
|
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 |
87.00 |
82.51 |
4.49 |
5.3% |
1.75 |
2.1% |
34% |
False |
True |
384,890 |
10 |
87.09 |
81.77 |
5.32 |
6.3% |
1.63 |
1.9% |
43% |
False |
False |
309,599 |
20 |
87.09 |
78.86 |
8.23 |
9.8% |
1.79 |
2.1% |
63% |
False |
False |
282,805 |
40 |
87.09 |
74.58 |
12.51 |
14.9% |
1.94 |
2.3% |
76% |
False |
False |
187,127 |
60 |
87.09 |
70.28 |
16.81 |
20.0% |
2.08 |
2.5% |
82% |
False |
False |
140,267 |
80 |
87.09 |
70.28 |
16.81 |
20.0% |
1.97 |
2.3% |
82% |
False |
False |
108,634 |
100 |
87.09 |
70.28 |
16.81 |
20.0% |
1.95 |
2.3% |
82% |
False |
False |
88,905 |
120 |
87.09 |
70.28 |
16.81 |
20.0% |
1.92 |
2.3% |
82% |
False |
False |
74,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.54 |
2.618 |
89.42 |
1.618 |
87.51 |
1.000 |
86.33 |
0.618 |
85.60 |
HIGH |
84.42 |
0.618 |
83.69 |
0.500 |
83.47 |
0.382 |
83.24 |
LOW |
82.51 |
0.618 |
81.33 |
1.000 |
80.60 |
1.618 |
79.42 |
2.618 |
77.51 |
4.250 |
74.39 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
83.86 |
84.44 |
PP |
83.66 |
84.31 |
S1 |
83.47 |
84.18 |
|