NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
83.47 |
83.75 |
0.28 |
0.3% |
84.47 |
High |
84.07 |
85.19 |
1.12 |
1.3% |
85.19 |
Low |
81.73 |
82.92 |
1.19 |
1.5% |
81.73 |
Close |
83.70 |
85.12 |
1.42 |
1.7% |
85.12 |
Range |
2.34 |
2.27 |
-0.07 |
-3.0% |
3.46 |
ATR |
1.89 |
1.92 |
0.03 |
1.4% |
0.00 |
Volume |
428,236 |
433,947 |
5,711 |
1.3% |
1,921,973 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.22 |
90.44 |
86.37 |
|
R3 |
88.95 |
88.17 |
85.74 |
|
R2 |
86.68 |
86.68 |
85.54 |
|
R1 |
85.90 |
85.90 |
85.33 |
86.29 |
PP |
84.41 |
84.41 |
84.41 |
84.61 |
S1 |
83.63 |
83.63 |
84.91 |
84.02 |
S2 |
82.14 |
82.14 |
84.70 |
|
S3 |
79.87 |
81.36 |
84.50 |
|
S4 |
77.60 |
79.09 |
83.87 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.39 |
93.22 |
87.02 |
|
R3 |
90.93 |
89.76 |
86.07 |
|
R2 |
87.47 |
87.47 |
85.75 |
|
R1 |
86.30 |
86.30 |
85.44 |
86.89 |
PP |
84.01 |
84.01 |
84.01 |
84.31 |
S1 |
82.84 |
82.84 |
84.80 |
83.43 |
S2 |
80.55 |
80.55 |
84.49 |
|
S3 |
77.09 |
79.38 |
84.17 |
|
S4 |
73.63 |
75.92 |
83.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.19 |
81.73 |
3.46 |
4.1% |
2.02 |
2.4% |
98% |
True |
False |
384,394 |
10 |
87.26 |
81.73 |
5.53 |
6.5% |
1.94 |
2.3% |
61% |
False |
False |
347,620 |
20 |
87.59 |
80.03 |
7.56 |
8.9% |
1.80 |
2.1% |
67% |
False |
False |
225,779 |
40 |
87.59 |
78.65 |
8.94 |
10.5% |
1.84 |
2.2% |
72% |
False |
False |
144,887 |
60 |
87.59 |
70.75 |
16.84 |
19.8% |
2.03 |
2.4% |
85% |
False |
False |
110,477 |
80 |
87.59 |
70.75 |
16.84 |
19.8% |
1.94 |
2.3% |
85% |
False |
False |
89,736 |
100 |
87.59 |
70.75 |
16.84 |
19.8% |
1.95 |
2.3% |
85% |
False |
False |
76,180 |
120 |
87.59 |
70.75 |
16.84 |
19.8% |
1.98 |
2.3% |
85% |
False |
False |
66,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.84 |
2.618 |
91.13 |
1.618 |
88.86 |
1.000 |
87.46 |
0.618 |
86.59 |
HIGH |
85.19 |
0.618 |
84.32 |
0.500 |
84.06 |
0.382 |
83.79 |
LOW |
82.92 |
0.618 |
81.52 |
1.000 |
80.65 |
1.618 |
79.25 |
2.618 |
76.98 |
4.250 |
73.27 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
84.77 |
84.57 |
PP |
84.41 |
84.01 |
S1 |
84.06 |
83.46 |
|