NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
86.14 |
85.83 |
-0.31 |
-0.4% |
85.62 |
High |
87.02 |
86.45 |
-0.57 |
-0.7% |
87.59 |
Low |
84.86 |
84.95 |
0.09 |
0.1% |
84.86 |
Close |
85.63 |
85.28 |
-0.35 |
-0.4% |
85.63 |
Range |
2.16 |
1.50 |
-0.66 |
-30.6% |
2.73 |
ATR |
1.83 |
1.80 |
-0.02 |
-1.3% |
0.00 |
Volume |
184,018 |
288,958 |
104,940 |
57.0% |
575,335 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.06 |
89.17 |
86.11 |
|
R3 |
88.56 |
87.67 |
85.69 |
|
R2 |
87.06 |
87.06 |
85.56 |
|
R1 |
86.17 |
86.17 |
85.42 |
85.87 |
PP |
85.56 |
85.56 |
85.56 |
85.41 |
S1 |
84.67 |
84.67 |
85.14 |
84.37 |
S2 |
84.06 |
84.06 |
85.01 |
|
S3 |
82.56 |
83.17 |
84.87 |
|
S4 |
81.06 |
81.67 |
84.46 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.22 |
92.65 |
87.13 |
|
R3 |
91.49 |
89.92 |
86.38 |
|
R2 |
88.76 |
88.76 |
86.13 |
|
R1 |
87.19 |
87.19 |
85.88 |
87.98 |
PP |
86.03 |
86.03 |
86.03 |
86.42 |
S1 |
84.46 |
84.46 |
85.38 |
85.25 |
S2 |
83.30 |
83.30 |
85.13 |
|
S3 |
80.57 |
81.73 |
84.88 |
|
S4 |
77.84 |
79.00 |
84.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.59 |
84.86 |
2.73 |
3.2% |
1.49 |
1.7% |
15% |
False |
False |
172,858 |
10 |
87.59 |
80.71 |
6.88 |
8.1% |
1.63 |
1.9% |
66% |
False |
False |
122,466 |
20 |
87.59 |
79.27 |
8.32 |
9.8% |
1.76 |
2.1% |
72% |
False |
False |
99,570 |
40 |
87.59 |
74.22 |
13.37 |
15.7% |
1.89 |
2.2% |
83% |
False |
False |
74,616 |
60 |
87.59 |
70.75 |
16.84 |
19.7% |
2.02 |
2.4% |
86% |
False |
False |
62,415 |
80 |
87.59 |
70.75 |
16.84 |
19.7% |
1.93 |
2.3% |
86% |
False |
False |
51,940 |
100 |
87.59 |
70.75 |
16.84 |
19.7% |
1.96 |
2.3% |
86% |
False |
False |
45,869 |
120 |
87.59 |
70.75 |
16.84 |
19.7% |
1.99 |
2.3% |
86% |
False |
False |
40,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.83 |
2.618 |
90.38 |
1.618 |
88.88 |
1.000 |
87.95 |
0.618 |
87.38 |
HIGH |
86.45 |
0.618 |
85.88 |
0.500 |
85.70 |
0.382 |
85.52 |
LOW |
84.95 |
0.618 |
84.02 |
1.000 |
83.45 |
1.618 |
82.52 |
2.618 |
81.02 |
4.250 |
78.58 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.70 |
85.94 |
PP |
85.56 |
85.72 |
S1 |
85.42 |
85.50 |
|