NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
82.92 |
81.69 |
-1.23 |
-1.5% |
85.17 |
| High |
83.00 |
83.65 |
0.65 |
0.8% |
86.39 |
| Low |
80.53 |
81.51 |
0.98 |
1.2% |
82.51 |
| Close |
81.45 |
83.45 |
2.00 |
2.5% |
83.24 |
| Range |
2.47 |
2.14 |
-0.33 |
-13.4% |
3.88 |
| ATR |
1.99 |
2.00 |
0.02 |
0.8% |
0.00 |
| Volume |
268,760 |
122,831 |
-145,929 |
-54.3% |
2,116,406 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.29 |
88.51 |
84.63 |
|
| R3 |
87.15 |
86.37 |
84.04 |
|
| R2 |
85.01 |
85.01 |
83.84 |
|
| R1 |
84.23 |
84.23 |
83.65 |
84.62 |
| PP |
82.87 |
82.87 |
82.87 |
83.07 |
| S1 |
82.09 |
82.09 |
83.25 |
82.48 |
| S2 |
80.73 |
80.73 |
83.06 |
|
| S3 |
78.59 |
79.95 |
82.86 |
|
| S4 |
76.45 |
77.81 |
82.27 |
|
|
| 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 |
7.0% |
2.24 |
2.7% |
50% |
False |
False |
328,630 |
| 10 |
87.00 |
80.53 |
6.47 |
7.8% |
2.00 |
2.4% |
45% |
False |
False |
356,760 |
| 20 |
87.09 |
79.54 |
7.55 |
9.0% |
1.82 |
2.2% |
52% |
False |
False |
314,043 |
| 40 |
87.09 |
77.44 |
9.65 |
11.6% |
1.95 |
2.3% |
62% |
False |
False |
221,796 |
| 60 |
87.09 |
70.28 |
16.81 |
20.1% |
2.08 |
2.5% |
78% |
False |
False |
165,083 |
| 80 |
87.09 |
70.28 |
16.81 |
20.1% |
2.00 |
2.4% |
78% |
False |
False |
128,478 |
| 100 |
87.09 |
70.28 |
16.81 |
20.1% |
1.98 |
2.4% |
78% |
False |
False |
105,126 |
| 120 |
87.09 |
70.28 |
16.81 |
20.1% |
1.96 |
2.3% |
78% |
False |
False |
88,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.75 |
|
2.618 |
89.25 |
|
1.618 |
87.11 |
|
1.000 |
85.79 |
|
0.618 |
84.97 |
|
HIGH |
83.65 |
|
0.618 |
82.83 |
|
0.500 |
82.58 |
|
0.382 |
82.33 |
|
LOW |
81.51 |
|
0.618 |
80.19 |
|
1.000 |
79.37 |
|
1.618 |
78.05 |
|
2.618 |
75.91 |
|
4.250 |
72.42 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.16 |
83.30 |
| PP |
82.87 |
83.14 |
| S1 |
82.58 |
82.99 |
|