NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
86.56 |
84.47 |
-2.09 |
-2.4% |
85.83 |
High |
86.67 |
84.47 |
-2.20 |
-2.5% |
87.26 |
Low |
83.91 |
82.05 |
-1.86 |
-2.2% |
83.75 |
Close |
84.67 |
83.13 |
-1.54 |
-1.8% |
84.67 |
Range |
2.76 |
2.42 |
-0.34 |
-12.3% |
3.51 |
ATR |
1.85 |
1.91 |
0.05 |
3.0% |
0.00 |
Volume |
261,587 |
360,600 |
99,013 |
37.9% |
1,554,232 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.48 |
89.22 |
84.46 |
|
R3 |
88.06 |
86.80 |
83.80 |
|
R2 |
85.64 |
85.64 |
83.57 |
|
R1 |
84.38 |
84.38 |
83.35 |
83.80 |
PP |
83.22 |
83.22 |
83.22 |
82.93 |
S1 |
81.96 |
81.96 |
82.91 |
81.38 |
S2 |
80.80 |
80.80 |
82.69 |
|
S3 |
78.38 |
79.54 |
82.46 |
|
S4 |
75.96 |
77.12 |
81.80 |
|
|
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 |
82.05 |
5.21 |
6.3% |
2.04 |
2.5% |
21% |
False |
True |
325,174 |
10 |
87.59 |
82.05 |
5.54 |
6.7% |
1.76 |
2.1% |
19% |
False |
True |
249,016 |
20 |
87.59 |
79.27 |
8.32 |
10.0% |
1.78 |
2.1% |
46% |
False |
False |
163,290 |
40 |
87.59 |
77.84 |
9.75 |
11.7% |
1.85 |
2.2% |
54% |
False |
False |
110,296 |
60 |
87.59 |
70.75 |
16.84 |
20.3% |
2.03 |
2.4% |
74% |
False |
False |
86,654 |
80 |
87.59 |
70.75 |
16.84 |
20.3% |
1.94 |
2.3% |
74% |
False |
False |
70,976 |
100 |
87.59 |
70.75 |
16.84 |
20.3% |
1.98 |
2.4% |
74% |
False |
False |
61,432 |
120 |
87.59 |
70.75 |
16.84 |
20.3% |
2.00 |
2.4% |
74% |
False |
False |
53,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.76 |
2.618 |
90.81 |
1.618 |
88.39 |
1.000 |
86.89 |
0.618 |
85.97 |
HIGH |
84.47 |
0.618 |
83.55 |
0.500 |
83.26 |
0.382 |
82.97 |
LOW |
82.05 |
0.618 |
80.55 |
1.000 |
79.63 |
1.618 |
78.13 |
2.618 |
75.71 |
4.250 |
71.77 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
83.26 |
84.66 |
PP |
83.22 |
84.15 |
S1 |
83.17 |
83.64 |
|