NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.91 |
85.35 |
-0.56 |
-0.7% |
85.17 |
High |
86.27 |
85.44 |
-0.83 |
-1.0% |
86.39 |
Low |
85.27 |
82.52 |
-2.75 |
-3.2% |
82.51 |
Close |
85.51 |
83.24 |
-2.27 |
-2.7% |
83.24 |
Range |
1.00 |
2.92 |
1.92 |
192.0% |
3.88 |
ATR |
1.85 |
1.93 |
0.08 |
4.4% |
0.00 |
Volume |
425,166 |
274,095 |
-151,071 |
-35.5% |
2,116,406 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.49 |
90.79 |
84.85 |
|
R3 |
89.57 |
87.87 |
84.04 |
|
R2 |
86.65 |
86.65 |
83.78 |
|
R1 |
84.95 |
84.95 |
83.51 |
84.34 |
PP |
83.73 |
83.73 |
83.73 |
83.43 |
S1 |
82.03 |
82.03 |
82.97 |
81.42 |
S2 |
80.81 |
80.81 |
82.70 |
|
S3 |
77.89 |
79.11 |
82.44 |
|
S4 |
74.97 |
76.19 |
81.63 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.69 |
93.34 |
85.37 |
|
R3 |
91.81 |
89.46 |
84.31 |
|
R2 |
87.93 |
87.93 |
83.95 |
|
R1 |
85.58 |
85.58 |
83.60 |
84.82 |
PP |
84.05 |
84.05 |
84.05 |
83.66 |
S1 |
81.70 |
81.70 |
82.88 |
80.94 |
S2 |
80.17 |
80.17 |
82.53 |
|
S3 |
76.29 |
77.82 |
82.17 |
|
S4 |
72.41 |
73.94 |
81.11 |
|
|
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 |
4.7% |
2.03 |
2.4% |
19% |
False |
False |
423,281 |
10 |
87.09 |
82.51 |
4.58 |
5.5% |
1.82 |
2.2% |
16% |
False |
False |
342,011 |
20 |
87.09 |
78.86 |
8.23 |
9.9% |
1.85 |
2.2% |
53% |
False |
False |
320,735 |
40 |
87.09 |
77.44 |
9.65 |
11.6% |
1.91 |
2.3% |
60% |
False |
False |
214,719 |
60 |
87.09 |
70.28 |
16.81 |
20.2% |
2.09 |
2.5% |
77% |
False |
False |
159,651 |
80 |
87.09 |
70.28 |
16.81 |
20.2% |
1.99 |
2.4% |
77% |
False |
False |
123,853 |
100 |
87.09 |
70.28 |
16.81 |
20.2% |
1.97 |
2.4% |
77% |
False |
False |
101,305 |
120 |
87.09 |
70.28 |
16.81 |
20.2% |
1.94 |
2.3% |
77% |
False |
False |
85,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.85 |
2.618 |
93.08 |
1.618 |
90.16 |
1.000 |
88.36 |
0.618 |
87.24 |
HIGH |
85.44 |
0.618 |
84.32 |
0.500 |
83.98 |
0.382 |
83.64 |
LOW |
82.52 |
0.618 |
80.72 |
1.000 |
79.60 |
1.618 |
77.80 |
2.618 |
74.88 |
4.250 |
70.11 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
83.98 |
84.46 |
PP |
83.73 |
84.05 |
S1 |
83.49 |
83.65 |
|