NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
83.82 |
85.91 |
2.09 |
2.5% |
85.31 |
High |
86.39 |
86.27 |
-0.12 |
-0.1% |
87.09 |
Low |
83.71 |
85.27 |
1.56 |
1.9% |
84.12 |
Close |
85.84 |
85.51 |
-0.33 |
-0.4% |
84.92 |
Range |
2.68 |
1.00 |
-1.68 |
-62.7% |
2.97 |
ATR |
1.92 |
1.85 |
-0.07 |
-3.4% |
0.00 |
Volume |
552,298 |
425,166 |
-127,132 |
-23.0% |
1,303,710 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.68 |
88.10 |
86.06 |
|
R3 |
87.68 |
87.10 |
85.79 |
|
R2 |
86.68 |
86.68 |
85.69 |
|
R1 |
86.10 |
86.10 |
85.60 |
85.89 |
PP |
85.68 |
85.68 |
85.68 |
85.58 |
S1 |
85.10 |
85.10 |
85.42 |
84.89 |
S2 |
84.68 |
84.68 |
85.33 |
|
S3 |
83.68 |
84.10 |
85.24 |
|
S4 |
82.68 |
83.10 |
84.96 |
|
|
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% |
1.89 |
2.2% |
77% |
False |
False |
446,381 |
10 |
87.09 |
82.51 |
4.58 |
5.4% |
1.74 |
2.0% |
66% |
False |
False |
351,798 |
20 |
87.09 |
78.86 |
8.23 |
9.6% |
1.77 |
2.1% |
81% |
False |
False |
316,262 |
40 |
87.09 |
77.20 |
9.89 |
11.6% |
1.91 |
2.2% |
84% |
False |
False |
208,940 |
60 |
87.09 |
70.28 |
16.81 |
19.7% |
2.08 |
2.4% |
91% |
False |
False |
155,668 |
80 |
87.09 |
70.28 |
16.81 |
19.7% |
1.97 |
2.3% |
91% |
False |
False |
120,545 |
100 |
87.09 |
70.28 |
16.81 |
19.7% |
1.96 |
2.3% |
91% |
False |
False |
98,608 |
120 |
87.09 |
70.28 |
16.81 |
19.7% |
1.92 |
2.3% |
91% |
False |
False |
83,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.52 |
2.618 |
88.89 |
1.618 |
87.89 |
1.000 |
87.27 |
0.618 |
86.89 |
HIGH |
86.27 |
0.618 |
85.89 |
0.500 |
85.77 |
0.382 |
85.65 |
LOW |
85.27 |
0.618 |
84.65 |
1.000 |
84.27 |
1.618 |
83.65 |
2.618 |
82.65 |
4.250 |
81.02 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.77 |
85.16 |
PP |
85.68 |
84.80 |
S1 |
85.60 |
84.45 |
|