NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
84.67 |
85.50 |
0.83 |
1.0% |
86.85 |
High |
85.86 |
86.22 |
0.36 |
0.4% |
88.42 |
Low |
84.67 |
84.76 |
0.09 |
0.1% |
85.06 |
Close |
85.25 |
85.63 |
0.38 |
0.4% |
86.22 |
Range |
1.19 |
1.46 |
0.27 |
22.7% |
3.36 |
ATR |
1.76 |
1.74 |
-0.02 |
-1.2% |
0.00 |
Volume |
92,353 |
120,826 |
28,473 |
30.8% |
690,673 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.92 |
89.23 |
86.43 |
|
R3 |
88.46 |
87.77 |
86.03 |
|
R2 |
87.00 |
87.00 |
85.90 |
|
R1 |
86.31 |
86.31 |
85.76 |
86.66 |
PP |
85.54 |
85.54 |
85.54 |
85.71 |
S1 |
84.85 |
84.85 |
85.50 |
85.20 |
S2 |
84.08 |
84.08 |
85.36 |
|
S3 |
82.62 |
83.39 |
85.23 |
|
S4 |
81.16 |
81.93 |
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 |
83.60 |
4.82 |
5.6% |
1.72 |
2.0% |
42% |
False |
False |
117,372 |
10 |
88.42 |
83.60 |
4.82 |
5.6% |
1.68 |
2.0% |
42% |
False |
False |
116,084 |
20 |
88.42 |
80.50 |
7.92 |
9.2% |
1.61 |
1.9% |
65% |
False |
False |
74,877 |
40 |
88.42 |
78.24 |
10.18 |
11.9% |
1.73 |
2.0% |
73% |
False |
False |
47,450 |
60 |
88.42 |
71.64 |
16.78 |
19.6% |
1.88 |
2.2% |
83% |
False |
False |
35,067 |
80 |
88.42 |
71.64 |
16.78 |
19.6% |
1.78 |
2.1% |
83% |
False |
False |
27,608 |
100 |
88.42 |
71.64 |
16.78 |
19.6% |
1.78 |
2.1% |
83% |
False |
False |
22,860 |
120 |
88.42 |
71.64 |
16.78 |
19.6% |
1.76 |
2.1% |
83% |
False |
False |
19,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.43 |
2.618 |
90.04 |
1.618 |
88.58 |
1.000 |
87.68 |
0.618 |
87.12 |
HIGH |
86.22 |
0.618 |
85.66 |
0.500 |
85.49 |
0.382 |
85.32 |
LOW |
84.76 |
0.618 |
83.86 |
1.000 |
83.30 |
1.618 |
82.40 |
2.618 |
80.94 |
4.250 |
78.56 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.58 |
85.39 |
PP |
85.54 |
85.15 |
S1 |
85.49 |
84.91 |
|