NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
86.97 |
86.85 |
-0.12 |
-0.1% |
87.62 |
High |
87.77 |
87.35 |
-0.42 |
-0.5% |
88.08 |
Low |
85.77 |
86.02 |
0.25 |
0.3% |
85.75 |
Close |
86.52 |
86.41 |
-0.11 |
-0.1% |
86.52 |
Range |
2.00 |
1.33 |
-0.67 |
-33.5% |
2.33 |
ATR |
1.74 |
1.71 |
-0.03 |
-1.7% |
0.00 |
Volume |
75,166 |
135,570 |
60,404 |
80.4% |
257,116 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.58 |
89.83 |
87.14 |
|
R3 |
89.25 |
88.50 |
86.78 |
|
R2 |
87.92 |
87.92 |
86.65 |
|
R1 |
87.17 |
87.17 |
86.53 |
86.88 |
PP |
86.59 |
86.59 |
86.59 |
86.45 |
S1 |
85.84 |
85.84 |
86.29 |
85.55 |
S2 |
85.26 |
85.26 |
86.17 |
|
S3 |
83.93 |
84.51 |
86.04 |
|
S4 |
82.60 |
83.18 |
85.68 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.77 |
92.48 |
87.80 |
|
R3 |
91.44 |
90.15 |
87.16 |
|
R2 |
89.11 |
89.11 |
86.95 |
|
R1 |
87.82 |
87.82 |
86.73 |
87.30 |
PP |
86.78 |
86.78 |
86.78 |
86.53 |
S1 |
85.49 |
85.49 |
86.31 |
84.97 |
S2 |
84.45 |
84.45 |
86.09 |
|
S3 |
82.12 |
83.16 |
85.88 |
|
S4 |
79.79 |
80.83 |
85.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.08 |
85.75 |
2.33 |
2.7% |
1.38 |
1.6% |
28% |
False |
False |
70,790 |
10 |
88.08 |
81.20 |
6.88 |
8.0% |
1.56 |
1.8% |
76% |
False |
False |
53,075 |
20 |
88.08 |
79.70 |
8.38 |
9.7% |
1.66 |
1.9% |
80% |
False |
False |
39,159 |
40 |
88.08 |
74.65 |
13.43 |
15.5% |
1.78 |
2.1% |
88% |
False |
False |
27,118 |
60 |
88.08 |
71.64 |
16.44 |
19.0% |
1.88 |
2.2% |
90% |
False |
False |
21,148 |
80 |
88.08 |
71.64 |
16.44 |
19.0% |
1.78 |
2.1% |
90% |
False |
False |
16,859 |
100 |
88.08 |
71.64 |
16.44 |
19.0% |
1.76 |
2.0% |
90% |
False |
False |
14,169 |
120 |
88.08 |
71.64 |
16.44 |
19.0% |
1.76 |
2.0% |
90% |
False |
False |
12,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.00 |
2.618 |
90.83 |
1.618 |
89.50 |
1.000 |
88.68 |
0.618 |
88.17 |
HIGH |
87.35 |
0.618 |
86.84 |
0.500 |
86.69 |
0.382 |
86.53 |
LOW |
86.02 |
0.618 |
85.20 |
1.000 |
84.69 |
1.618 |
83.87 |
2.618 |
82.54 |
4.250 |
80.37 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.69 |
86.76 |
PP |
86.59 |
86.64 |
S1 |
86.50 |
86.53 |
|