NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.83 |
85.34 |
-0.49 |
-0.6% |
85.62 |
High |
86.45 |
85.43 |
-1.02 |
-1.2% |
87.59 |
Low |
84.95 |
83.75 |
-1.20 |
-1.4% |
84.86 |
Close |
85.28 |
85.11 |
-0.17 |
-0.2% |
85.63 |
Range |
1.50 |
1.68 |
0.18 |
12.0% |
2.73 |
ATR |
1.80 |
1.80 |
-0.01 |
-0.5% |
0.00 |
Volume |
288,958 |
288,555 |
-403 |
-0.1% |
575,335 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.80 |
89.14 |
86.03 |
|
R3 |
88.12 |
87.46 |
85.57 |
|
R2 |
86.44 |
86.44 |
85.42 |
|
R1 |
85.78 |
85.78 |
85.26 |
85.27 |
PP |
84.76 |
84.76 |
84.76 |
84.51 |
S1 |
84.10 |
84.10 |
84.96 |
83.59 |
S2 |
83.08 |
83.08 |
84.80 |
|
S3 |
81.40 |
82.42 |
84.65 |
|
S4 |
79.72 |
80.74 |
84.19 |
|
|
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 |
87.53 |
83.75 |
3.78 |
4.4% |
1.63 |
1.9% |
36% |
False |
True |
211,081 |
10 |
87.59 |
82.18 |
5.41 |
6.4% |
1.56 |
1.8% |
54% |
False |
False |
143,662 |
20 |
87.59 |
79.27 |
8.32 |
9.8% |
1.73 |
2.0% |
70% |
False |
False |
110,493 |
40 |
87.59 |
75.24 |
12.35 |
14.5% |
1.87 |
2.2% |
80% |
False |
False |
80,510 |
60 |
87.59 |
70.75 |
16.84 |
19.8% |
2.02 |
2.4% |
85% |
False |
False |
66,581 |
80 |
87.59 |
70.75 |
16.84 |
19.8% |
1.93 |
2.3% |
85% |
False |
False |
55,374 |
100 |
87.59 |
70.75 |
16.84 |
19.8% |
1.96 |
2.3% |
85% |
False |
False |
48,606 |
120 |
87.59 |
70.75 |
16.84 |
19.8% |
2.00 |
2.3% |
85% |
False |
False |
43,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.57 |
2.618 |
89.83 |
1.618 |
88.15 |
1.000 |
87.11 |
0.618 |
86.47 |
HIGH |
85.43 |
0.618 |
84.79 |
0.500 |
84.59 |
0.382 |
84.39 |
LOW |
83.75 |
0.618 |
82.71 |
1.000 |
82.07 |
1.618 |
81.03 |
2.618 |
79.35 |
4.250 |
76.61 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
84.94 |
85.39 |
PP |
84.76 |
85.29 |
S1 |
84.59 |
85.20 |
|