NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
83.75 |
85.22 |
1.47 |
1.8% |
84.47 |
High |
85.19 |
85.63 |
0.44 |
0.5% |
85.19 |
Low |
82.92 |
83.73 |
0.81 |
1.0% |
81.73 |
Close |
85.12 |
84.20 |
-0.92 |
-1.1% |
85.12 |
Range |
2.27 |
1.90 |
-0.37 |
-16.3% |
3.46 |
ATR |
1.92 |
1.92 |
0.00 |
-0.1% |
0.00 |
Volume |
433,947 |
322,550 |
-111,397 |
-25.7% |
1,921,973 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.22 |
89.11 |
85.25 |
|
R3 |
88.32 |
87.21 |
84.72 |
|
R2 |
86.42 |
86.42 |
84.55 |
|
R1 |
85.31 |
85.31 |
84.37 |
84.92 |
PP |
84.52 |
84.52 |
84.52 |
84.32 |
S1 |
83.41 |
83.41 |
84.03 |
83.02 |
S2 |
82.62 |
82.62 |
83.85 |
|
S3 |
80.72 |
81.51 |
83.68 |
|
S4 |
78.82 |
79.61 |
83.16 |
|
|
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 |
85.63 |
81.73 |
3.90 |
4.6% |
1.92 |
2.3% |
63% |
True |
False |
376,784 |
10 |
87.26 |
81.73 |
5.53 |
6.6% |
1.98 |
2.3% |
45% |
False |
False |
350,979 |
20 |
87.59 |
80.71 |
6.88 |
8.2% |
1.81 |
2.1% |
51% |
False |
False |
236,723 |
40 |
87.59 |
78.84 |
8.75 |
10.4% |
1.84 |
2.2% |
61% |
False |
False |
152,168 |
60 |
87.59 |
70.75 |
16.84 |
20.0% |
2.04 |
2.4% |
80% |
False |
False |
115,253 |
80 |
87.59 |
70.75 |
16.84 |
20.0% |
1.95 |
2.3% |
80% |
False |
False |
93,661 |
100 |
87.59 |
70.75 |
16.84 |
20.0% |
1.94 |
2.3% |
80% |
False |
False |
79,257 |
120 |
87.59 |
70.75 |
16.84 |
20.0% |
1.97 |
2.3% |
80% |
False |
False |
68,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.71 |
2.618 |
90.60 |
1.618 |
88.70 |
1.000 |
87.53 |
0.618 |
86.80 |
HIGH |
85.63 |
0.618 |
84.90 |
0.500 |
84.68 |
0.382 |
84.46 |
LOW |
83.73 |
0.618 |
82.56 |
1.000 |
81.83 |
1.618 |
80.66 |
2.618 |
78.76 |
4.250 |
75.66 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
84.68 |
84.03 |
PP |
84.52 |
83.85 |
S1 |
84.36 |
83.68 |
|