NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.96 |
87.90 |
1.94 |
2.3% |
87.62 |
| High |
88.02 |
88.42 |
0.40 |
0.5% |
88.08 |
| Low |
85.94 |
87.34 |
1.40 |
1.6% |
85.75 |
| Close |
87.71 |
88.07 |
0.36 |
0.4% |
86.52 |
| Range |
2.08 |
1.08 |
-1.00 |
-48.1% |
2.33 |
| ATR |
1.72 |
1.68 |
-0.05 |
-2.7% |
0.00 |
| Volume |
176,618 |
144,513 |
-32,105 |
-18.2% |
257,116 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.18 |
90.71 |
88.66 |
|
| R3 |
90.10 |
89.63 |
88.37 |
|
| R2 |
89.02 |
89.02 |
88.27 |
|
| R1 |
88.55 |
88.55 |
88.17 |
88.79 |
| PP |
87.94 |
87.94 |
87.94 |
88.06 |
| S1 |
87.47 |
87.47 |
87.97 |
87.71 |
| S2 |
86.86 |
86.86 |
87.87 |
|
| S3 |
85.78 |
86.39 |
87.77 |
|
| S4 |
84.70 |
85.31 |
87.48 |
|
|
| 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 |
88.42 |
85.06 |
3.36 |
3.8% |
1.59 |
1.8% |
90% |
True |
False |
130,400 |
| 10 |
88.42 |
84.10 |
4.32 |
4.9% |
1.52 |
1.7% |
92% |
True |
False |
87,608 |
| 20 |
88.42 |
79.70 |
8.72 |
9.9% |
1.60 |
1.8% |
96% |
True |
False |
58,192 |
| 40 |
88.42 |
78.24 |
10.18 |
11.6% |
1.73 |
2.0% |
97% |
True |
False |
37,401 |
| 60 |
88.42 |
71.64 |
16.78 |
19.1% |
1.88 |
2.1% |
98% |
True |
False |
28,191 |
| 80 |
88.42 |
71.64 |
16.78 |
19.1% |
1.78 |
2.0% |
98% |
True |
False |
22,224 |
| 100 |
88.42 |
71.64 |
16.78 |
19.1% |
1.76 |
2.0% |
98% |
True |
False |
18,519 |
| 120 |
88.42 |
71.64 |
16.78 |
19.1% |
1.75 |
2.0% |
98% |
True |
False |
15,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.01 |
|
2.618 |
91.25 |
|
1.618 |
90.17 |
|
1.000 |
89.50 |
|
0.618 |
89.09 |
|
HIGH |
88.42 |
|
0.618 |
88.01 |
|
0.500 |
87.88 |
|
0.382 |
87.75 |
|
LOW |
87.34 |
|
0.618 |
86.67 |
|
1.000 |
86.26 |
|
1.618 |
85.59 |
|
2.618 |
84.51 |
|
4.250 |
82.75 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.01 |
87.63 |
| PP |
87.94 |
87.18 |
| S1 |
87.88 |
86.74 |
|