NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.35 |
82.92 |
-2.43 |
-2.8% |
85.17 |
| High |
85.44 |
83.00 |
-2.44 |
-2.9% |
86.39 |
| Low |
82.52 |
80.53 |
-1.99 |
-2.4% |
82.51 |
| Close |
83.24 |
81.45 |
-1.79 |
-2.2% |
83.24 |
| Range |
2.92 |
2.47 |
-0.45 |
-15.4% |
3.88 |
| ATR |
1.93 |
1.99 |
0.06 |
2.9% |
0.00 |
| Volume |
274,095 |
268,760 |
-5,335 |
-1.9% |
2,116,406 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.07 |
87.73 |
82.81 |
|
| R3 |
86.60 |
85.26 |
82.13 |
|
| R2 |
84.13 |
84.13 |
81.90 |
|
| R1 |
82.79 |
82.79 |
81.68 |
82.23 |
| PP |
81.66 |
81.66 |
81.66 |
81.38 |
| S1 |
80.32 |
80.32 |
81.22 |
79.76 |
| S2 |
79.19 |
79.19 |
81.00 |
|
| S3 |
76.72 |
77.85 |
80.77 |
|
| S4 |
74.25 |
75.38 |
80.09 |
|
|
| 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 |
80.53 |
5.86 |
7.2% |
2.20 |
2.7% |
16% |
False |
True |
388,444 |
| 10 |
87.09 |
80.53 |
6.56 |
8.1% |
1.88 |
2.3% |
14% |
False |
True |
368,887 |
| 20 |
87.09 |
78.86 |
8.23 |
10.1% |
1.86 |
2.3% |
31% |
False |
False |
324,277 |
| 40 |
87.09 |
77.44 |
9.65 |
11.8% |
1.92 |
2.4% |
42% |
False |
False |
220,141 |
| 60 |
87.09 |
70.28 |
16.81 |
20.6% |
2.09 |
2.6% |
66% |
False |
False |
163,532 |
| 80 |
87.09 |
70.28 |
16.81 |
20.6% |
1.99 |
2.4% |
66% |
False |
False |
127,031 |
| 100 |
87.09 |
70.28 |
16.81 |
20.6% |
1.98 |
2.4% |
66% |
False |
False |
103,949 |
| 120 |
87.09 |
70.28 |
16.81 |
20.6% |
1.95 |
2.4% |
66% |
False |
False |
87,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.50 |
|
2.618 |
89.47 |
|
1.618 |
87.00 |
|
1.000 |
85.47 |
|
0.618 |
84.53 |
|
HIGH |
83.00 |
|
0.618 |
82.06 |
|
0.500 |
81.77 |
|
0.382 |
81.47 |
|
LOW |
80.53 |
|
0.618 |
79.00 |
|
1.000 |
78.06 |
|
1.618 |
76.53 |
|
2.618 |
74.06 |
|
4.250 |
70.03 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.77 |
83.40 |
| PP |
81.66 |
82.75 |
| S1 |
81.56 |
82.10 |
|