NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.90 |
87.94 |
0.04 |
0.0% |
86.85 |
High |
88.42 |
88.03 |
-0.39 |
-0.4% |
88.42 |
Low |
87.34 |
85.50 |
-1.84 |
-2.1% |
85.06 |
Close |
88.07 |
86.22 |
-1.85 |
-2.1% |
86.22 |
Range |
1.08 |
2.53 |
1.45 |
134.3% |
3.36 |
ATR |
1.68 |
1.74 |
0.06 |
3.8% |
0.00 |
Volume |
144,513 |
113,838 |
-30,675 |
-21.2% |
690,673 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.17 |
92.73 |
87.61 |
|
R3 |
91.64 |
90.20 |
86.92 |
|
R2 |
89.11 |
89.11 |
86.68 |
|
R1 |
87.67 |
87.67 |
86.45 |
87.13 |
PP |
86.58 |
86.58 |
86.58 |
86.31 |
S1 |
85.14 |
85.14 |
85.99 |
84.60 |
S2 |
84.05 |
84.05 |
85.76 |
|
S3 |
81.52 |
82.61 |
85.52 |
|
S4 |
78.99 |
80.08 |
84.83 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.65 |
94.79 |
88.07 |
|
R3 |
93.29 |
91.43 |
87.14 |
|
R2 |
89.93 |
89.93 |
86.84 |
|
R1 |
88.07 |
88.07 |
86.53 |
87.32 |
PP |
86.57 |
86.57 |
86.57 |
86.19 |
S1 |
84.71 |
84.71 |
85.91 |
83.96 |
S2 |
83.21 |
83.21 |
85.60 |
|
S3 |
79.85 |
81.35 |
85.30 |
|
S4 |
76.49 |
77.99 |
84.37 |
|
|
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 |
3.9% |
1.69 |
2.0% |
35% |
False |
False |
138,134 |
10 |
88.42 |
85.06 |
3.36 |
3.9% |
1.58 |
1.8% |
35% |
False |
False |
94,778 |
20 |
88.42 |
79.70 |
8.72 |
10.1% |
1.68 |
1.9% |
75% |
False |
False |
62,683 |
40 |
88.42 |
78.24 |
10.18 |
11.8% |
1.72 |
2.0% |
78% |
False |
False |
40,054 |
60 |
88.42 |
71.64 |
16.78 |
19.5% |
1.90 |
2.2% |
87% |
False |
False |
29,951 |
80 |
88.42 |
71.64 |
16.78 |
19.5% |
1.79 |
2.1% |
87% |
False |
False |
23,616 |
100 |
88.42 |
71.64 |
16.78 |
19.5% |
1.77 |
2.1% |
87% |
False |
False |
19,642 |
120 |
88.42 |
71.64 |
16.78 |
19.5% |
1.77 |
2.0% |
87% |
False |
False |
16,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.78 |
2.618 |
94.65 |
1.618 |
92.12 |
1.000 |
90.56 |
0.618 |
89.59 |
HIGH |
88.03 |
0.618 |
87.06 |
0.500 |
86.77 |
0.382 |
86.47 |
LOW |
85.50 |
0.618 |
83.94 |
1.000 |
82.97 |
1.618 |
81.41 |
2.618 |
78.88 |
4.250 |
74.75 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.77 |
86.96 |
PP |
86.58 |
86.71 |
S1 |
86.40 |
86.47 |
|