NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
86.74 |
86.56 |
-0.18 |
-0.2% |
85.83 |
High |
87.26 |
86.67 |
-0.59 |
-0.7% |
87.26 |
Low |
86.20 |
83.91 |
-2.29 |
-2.7% |
83.75 |
Close |
86.75 |
84.67 |
-2.08 |
-2.4% |
84.67 |
Range |
1.06 |
2.76 |
1.70 |
160.4% |
3.51 |
ATR |
1.77 |
1.85 |
0.08 |
4.3% |
0.00 |
Volume |
325,996 |
261,587 |
-64,409 |
-19.8% |
1,554,232 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.36 |
91.78 |
86.19 |
|
R3 |
90.60 |
89.02 |
85.43 |
|
R2 |
87.84 |
87.84 |
85.18 |
|
R1 |
86.26 |
86.26 |
84.92 |
85.67 |
PP |
85.08 |
85.08 |
85.08 |
84.79 |
S1 |
83.50 |
83.50 |
84.42 |
82.91 |
S2 |
82.32 |
82.32 |
84.16 |
|
S3 |
79.56 |
80.74 |
83.91 |
|
S4 |
76.80 |
77.98 |
83.15 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.76 |
93.72 |
86.60 |
|
R3 |
92.25 |
90.21 |
85.64 |
|
R2 |
88.74 |
88.74 |
85.31 |
|
R1 |
86.70 |
86.70 |
84.99 |
85.97 |
PP |
85.23 |
85.23 |
85.23 |
84.86 |
S1 |
83.19 |
83.19 |
84.35 |
82.46 |
S2 |
81.72 |
81.72 |
84.03 |
|
S3 |
78.21 |
79.68 |
83.70 |
|
S4 |
74.70 |
76.17 |
82.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.26 |
83.75 |
3.51 |
4.1% |
1.85 |
2.2% |
26% |
False |
False |
310,846 |
10 |
87.59 |
83.75 |
3.84 |
4.5% |
1.70 |
2.0% |
24% |
False |
False |
212,956 |
20 |
87.59 |
79.27 |
8.32 |
9.8% |
1.78 |
2.1% |
65% |
False |
False |
149,446 |
40 |
87.59 |
77.84 |
9.75 |
11.5% |
1.84 |
2.2% |
70% |
False |
False |
102,477 |
60 |
87.59 |
70.75 |
16.84 |
19.9% |
2.03 |
2.4% |
83% |
False |
False |
81,181 |
80 |
87.59 |
70.75 |
16.84 |
19.9% |
1.94 |
2.3% |
83% |
False |
False |
66,729 |
100 |
87.59 |
70.75 |
16.84 |
19.9% |
1.97 |
2.3% |
83% |
False |
False |
57,975 |
120 |
87.59 |
70.75 |
16.84 |
19.9% |
2.00 |
2.4% |
83% |
False |
False |
50,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.40 |
2.618 |
93.90 |
1.618 |
91.14 |
1.000 |
89.43 |
0.618 |
88.38 |
HIGH |
86.67 |
0.618 |
85.62 |
0.500 |
85.29 |
0.382 |
84.96 |
LOW |
83.91 |
0.618 |
82.20 |
1.000 |
81.15 |
1.618 |
79.44 |
2.618 |
76.68 |
4.250 |
72.18 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.29 |
85.59 |
PP |
85.08 |
85.28 |
S1 |
84.88 |
84.98 |
|