NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.43 |
85.63 |
0.20 |
0.2% |
85.92 |
High |
86.11 |
87.09 |
0.98 |
1.1% |
87.09 |
Low |
83.88 |
84.99 |
1.11 |
1.3% |
83.60 |
Close |
85.64 |
87.04 |
1.40 |
1.6% |
87.04 |
Range |
2.23 |
2.10 |
-0.13 |
-5.8% |
3.49 |
ATR |
1.78 |
1.80 |
0.02 |
1.3% |
0.00 |
Volume |
176,788 |
143,647 |
-33,141 |
-18.7% |
648,948 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.67 |
91.96 |
88.20 |
|
R3 |
90.57 |
89.86 |
87.62 |
|
R2 |
88.47 |
88.47 |
87.43 |
|
R1 |
87.76 |
87.76 |
87.23 |
88.12 |
PP |
86.37 |
86.37 |
86.37 |
86.55 |
S1 |
85.66 |
85.66 |
86.85 |
86.02 |
S2 |
84.27 |
84.27 |
86.66 |
|
S3 |
82.17 |
83.56 |
86.46 |
|
S4 |
80.07 |
81.46 |
85.89 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.38 |
95.20 |
88.96 |
|
R3 |
92.89 |
91.71 |
88.00 |
|
R2 |
89.40 |
89.40 |
87.68 |
|
R1 |
88.22 |
88.22 |
87.36 |
88.81 |
PP |
85.91 |
85.91 |
85.91 |
86.21 |
S1 |
84.73 |
84.73 |
86.72 |
85.32 |
S2 |
82.42 |
82.42 |
86.40 |
|
S3 |
78.93 |
81.24 |
86.08 |
|
S4 |
75.44 |
77.75 |
85.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.09 |
83.60 |
3.49 |
4.0% |
1.86 |
2.1% |
99% |
True |
False |
129,789 |
10 |
88.42 |
83.60 |
4.82 |
5.5% |
1.78 |
2.0% |
71% |
False |
False |
133,962 |
20 |
88.42 |
80.50 |
7.92 |
9.1% |
1.69 |
1.9% |
83% |
False |
False |
88,338 |
40 |
88.42 |
79.16 |
9.26 |
10.6% |
1.72 |
2.0% |
85% |
False |
False |
54,775 |
60 |
88.42 |
71.64 |
16.78 |
19.3% |
1.90 |
2.2% |
92% |
False |
False |
40,112 |
80 |
88.42 |
71.64 |
16.78 |
19.3% |
1.80 |
2.1% |
92% |
False |
False |
31,552 |
100 |
88.42 |
71.64 |
16.78 |
19.3% |
1.77 |
2.0% |
92% |
False |
False |
25,983 |
120 |
88.42 |
71.64 |
16.78 |
19.3% |
1.77 |
2.0% |
92% |
False |
False |
22,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.02 |
2.618 |
92.59 |
1.618 |
90.49 |
1.000 |
89.19 |
0.618 |
88.39 |
HIGH |
87.09 |
0.618 |
86.29 |
0.500 |
86.04 |
0.382 |
85.79 |
LOW |
84.99 |
0.618 |
83.69 |
1.000 |
82.89 |
1.618 |
81.59 |
2.618 |
79.49 |
4.250 |
76.07 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.71 |
86.52 |
PP |
86.37 |
86.00 |
S1 |
86.04 |
85.49 |
|