NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
86.85 |
86.26 |
-0.59 |
-0.7% |
87.62 |
High |
87.35 |
86.50 |
-0.85 |
-1.0% |
88.08 |
Low |
86.02 |
85.06 |
-0.96 |
-1.1% |
85.75 |
Close |
86.41 |
86.16 |
-0.25 |
-0.3% |
86.52 |
Range |
1.33 |
1.44 |
0.11 |
8.3% |
2.33 |
ATR |
1.71 |
1.69 |
-0.02 |
-1.1% |
0.00 |
Volume |
135,570 |
120,134 |
-15,436 |
-11.4% |
257,116 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.23 |
89.63 |
86.95 |
|
R3 |
88.79 |
88.19 |
86.56 |
|
R2 |
87.35 |
87.35 |
86.42 |
|
R1 |
86.75 |
86.75 |
86.29 |
86.33 |
PP |
85.91 |
85.91 |
85.91 |
85.70 |
S1 |
85.31 |
85.31 |
86.03 |
84.89 |
S2 |
84.47 |
84.47 |
85.90 |
|
S3 |
83.03 |
83.87 |
85.76 |
|
S4 |
81.59 |
82.43 |
85.37 |
|
|
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 |
85.06 |
3.02 |
3.5% |
1.48 |
1.7% |
36% |
False |
True |
88,528 |
10 |
88.08 |
82.61 |
5.47 |
6.3% |
1.46 |
1.7% |
65% |
False |
False |
62,578 |
20 |
88.08 |
79.70 |
8.38 |
9.7% |
1.62 |
1.9% |
77% |
False |
False |
44,216 |
40 |
88.08 |
75.73 |
12.35 |
14.3% |
1.76 |
2.0% |
84% |
False |
False |
29,797 |
60 |
88.08 |
71.64 |
16.44 |
19.1% |
1.88 |
2.2% |
88% |
False |
False |
23,041 |
80 |
88.08 |
71.64 |
16.44 |
19.1% |
1.79 |
2.1% |
88% |
False |
False |
18,337 |
100 |
88.08 |
71.64 |
16.44 |
19.1% |
1.75 |
2.0% |
88% |
False |
False |
15,350 |
120 |
88.08 |
71.64 |
16.44 |
19.1% |
1.76 |
2.0% |
88% |
False |
False |
13,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.62 |
2.618 |
90.27 |
1.618 |
88.83 |
1.000 |
87.94 |
0.618 |
87.39 |
HIGH |
86.50 |
0.618 |
85.95 |
0.500 |
85.78 |
0.382 |
85.61 |
LOW |
85.06 |
0.618 |
84.17 |
1.000 |
83.62 |
1.618 |
82.73 |
2.618 |
81.29 |
4.250 |
78.94 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.03 |
86.42 |
PP |
85.91 |
86.33 |
S1 |
85.78 |
86.25 |
|