NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
84.36 |
83.82 |
-0.54 |
-0.6% |
85.31 |
High |
84.42 |
86.39 |
1.97 |
2.3% |
87.09 |
Low |
82.51 |
83.71 |
1.20 |
1.5% |
84.12 |
Close |
84.05 |
85.84 |
1.79 |
2.1% |
84.92 |
Range |
1.91 |
2.68 |
0.77 |
40.3% |
2.97 |
ATR |
1.86 |
1.92 |
0.06 |
3.2% |
0.00 |
Volume |
421,904 |
552,298 |
130,394 |
30.9% |
1,303,710 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.35 |
92.28 |
87.31 |
|
R3 |
90.67 |
89.60 |
86.58 |
|
R2 |
87.99 |
87.99 |
86.33 |
|
R1 |
86.92 |
86.92 |
86.09 |
87.46 |
PP |
85.31 |
85.31 |
85.31 |
85.58 |
S1 |
84.24 |
84.24 |
85.59 |
84.78 |
S2 |
82.63 |
82.63 |
85.35 |
|
S3 |
79.95 |
81.56 |
85.10 |
|
S4 |
77.27 |
78.88 |
84.37 |
|
|
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 |
86.39 |
82.51 |
3.88 |
4.5% |
1.99 |
2.3% |
86% |
True |
False |
437,253 |
10 |
87.09 |
82.22 |
4.87 |
5.7% |
1.80 |
2.1% |
74% |
False |
False |
333,725 |
20 |
87.09 |
78.86 |
8.23 |
9.6% |
1.79 |
2.1% |
85% |
False |
False |
303,328 |
40 |
87.09 |
77.20 |
9.89 |
11.5% |
1.92 |
2.2% |
87% |
False |
False |
199,523 |
60 |
87.09 |
70.28 |
16.81 |
19.6% |
2.10 |
2.4% |
93% |
False |
False |
148,941 |
80 |
87.09 |
70.28 |
16.81 |
19.6% |
1.99 |
2.3% |
93% |
False |
False |
115,372 |
100 |
87.09 |
70.28 |
16.81 |
19.6% |
1.96 |
2.3% |
93% |
False |
False |
94,394 |
120 |
87.09 |
70.28 |
16.81 |
19.6% |
1.93 |
2.3% |
93% |
False |
False |
79,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.78 |
2.618 |
93.41 |
1.618 |
90.73 |
1.000 |
89.07 |
0.618 |
88.05 |
HIGH |
86.39 |
0.618 |
85.37 |
0.500 |
85.05 |
0.382 |
84.73 |
LOW |
83.71 |
0.618 |
82.05 |
1.000 |
81.03 |
1.618 |
79.37 |
2.618 |
76.69 |
4.250 |
72.32 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.58 |
85.38 |
PP |
85.31 |
84.91 |
S1 |
85.05 |
84.45 |
|