NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
86.26 |
85.96 |
-0.30 |
-0.3% |
87.62 |
High |
86.50 |
88.02 |
1.52 |
1.8% |
88.08 |
Low |
85.06 |
85.94 |
0.88 |
1.0% |
85.75 |
Close |
86.16 |
87.71 |
1.55 |
1.8% |
86.52 |
Range |
1.44 |
2.08 |
0.64 |
44.4% |
2.33 |
ATR |
1.69 |
1.72 |
0.03 |
1.6% |
0.00 |
Volume |
120,134 |
176,618 |
56,484 |
47.0% |
257,116 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.46 |
92.67 |
88.85 |
|
R3 |
91.38 |
90.59 |
88.28 |
|
R2 |
89.30 |
89.30 |
88.09 |
|
R1 |
88.51 |
88.51 |
87.90 |
88.91 |
PP |
87.22 |
87.22 |
87.22 |
87.42 |
S1 |
86.43 |
86.43 |
87.52 |
86.83 |
S2 |
85.14 |
85.14 |
87.33 |
|
S3 |
83.06 |
84.35 |
87.14 |
|
S4 |
80.98 |
82.27 |
86.57 |
|
|
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 |
88.02 |
85.06 |
2.96 |
3.4% |
1.65 |
1.9% |
90% |
True |
False |
114,797 |
10 |
88.08 |
83.04 |
5.04 |
5.7% |
1.58 |
1.8% |
93% |
False |
False |
76,218 |
20 |
88.08 |
79.70 |
8.38 |
9.6% |
1.60 |
1.8% |
96% |
False |
False |
52,127 |
40 |
88.08 |
78.24 |
9.84 |
11.2% |
1.73 |
2.0% |
96% |
False |
False |
33,945 |
60 |
88.08 |
71.64 |
16.44 |
18.7% |
1.90 |
2.2% |
98% |
False |
False |
25,889 |
80 |
88.08 |
71.64 |
16.44 |
18.7% |
1.80 |
2.0% |
98% |
False |
False |
20,482 |
100 |
88.08 |
71.64 |
16.44 |
18.7% |
1.76 |
2.0% |
98% |
False |
False |
17,101 |
120 |
88.08 |
71.64 |
16.44 |
18.7% |
1.77 |
2.0% |
98% |
False |
False |
14,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.86 |
2.618 |
93.47 |
1.618 |
91.39 |
1.000 |
90.10 |
0.618 |
89.31 |
HIGH |
88.02 |
0.618 |
87.23 |
0.500 |
86.98 |
0.382 |
86.73 |
LOW |
85.94 |
0.618 |
84.65 |
1.000 |
83.86 |
1.618 |
82.57 |
2.618 |
80.49 |
4.250 |
77.10 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.47 |
87.32 |
PP |
87.22 |
86.93 |
S1 |
86.98 |
86.54 |
|