NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.34 |
84.85 |
-0.49 |
-0.6% |
85.62 |
High |
85.43 |
87.12 |
1.69 |
2.0% |
87.59 |
Low |
83.75 |
84.85 |
1.10 |
1.3% |
84.86 |
Close |
85.11 |
86.73 |
1.62 |
1.9% |
85.63 |
Range |
1.68 |
2.27 |
0.59 |
35.1% |
2.73 |
ATR |
1.80 |
1.83 |
0.03 |
1.9% |
0.00 |
Volume |
288,555 |
389,136 |
100,581 |
34.9% |
575,335 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.04 |
92.16 |
87.98 |
|
R3 |
90.77 |
89.89 |
87.35 |
|
R2 |
88.50 |
88.50 |
87.15 |
|
R1 |
87.62 |
87.62 |
86.94 |
88.06 |
PP |
86.23 |
86.23 |
86.23 |
86.46 |
S1 |
85.35 |
85.35 |
86.52 |
85.79 |
S2 |
83.96 |
83.96 |
86.31 |
|
S3 |
81.69 |
83.08 |
86.11 |
|
S4 |
79.42 |
80.81 |
85.48 |
|
|
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 |
87.12 |
83.75 |
3.37 |
3.9% |
1.82 |
2.1% |
88% |
True |
False |
264,443 |
10 |
87.59 |
82.63 |
4.96 |
5.7% |
1.69 |
1.9% |
83% |
False |
False |
173,853 |
20 |
87.59 |
79.27 |
8.32 |
9.6% |
1.71 |
2.0% |
90% |
False |
False |
127,417 |
40 |
87.59 |
77.69 |
9.90 |
11.4% |
1.85 |
2.1% |
91% |
False |
False |
89,380 |
60 |
87.59 |
70.75 |
16.84 |
19.4% |
2.04 |
2.3% |
95% |
False |
False |
72,537 |
80 |
87.59 |
70.75 |
16.84 |
19.4% |
1.94 |
2.2% |
95% |
False |
False |
59,902 |
100 |
87.59 |
70.75 |
16.84 |
19.4% |
1.96 |
2.3% |
95% |
False |
False |
52,361 |
120 |
87.59 |
70.75 |
16.84 |
19.4% |
2.01 |
2.3% |
95% |
False |
False |
46,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.77 |
2.618 |
93.06 |
1.618 |
90.79 |
1.000 |
89.39 |
0.618 |
88.52 |
HIGH |
87.12 |
0.618 |
86.25 |
0.500 |
85.99 |
0.382 |
85.72 |
LOW |
84.85 |
0.618 |
83.45 |
1.000 |
82.58 |
1.618 |
81.18 |
2.618 |
78.91 |
4.250 |
75.20 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.48 |
86.30 |
PP |
86.23 |
85.87 |
S1 |
85.99 |
85.44 |
|