NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
84.32 |
85.70 |
1.38 |
1.6% |
85.92 |
High |
85.87 |
87.70 |
1.83 |
2.1% |
87.09 |
Low |
83.80 |
85.43 |
1.63 |
1.9% |
83.60 |
Close |
85.67 |
87.25 |
1.58 |
1.8% |
87.04 |
Range |
2.07 |
2.27 |
0.20 |
9.7% |
3.49 |
ATR |
1.83 |
1.86 |
0.03 |
1.7% |
0.00 |
Volume |
166,105 |
159,348 |
-6,757 |
-4.1% |
648,948 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.60 |
92.70 |
88.50 |
|
R3 |
91.33 |
90.43 |
87.87 |
|
R2 |
89.06 |
89.06 |
87.67 |
|
R1 |
88.16 |
88.16 |
87.46 |
88.61 |
PP |
86.79 |
86.79 |
86.79 |
87.02 |
S1 |
85.89 |
85.89 |
87.04 |
86.34 |
S2 |
84.52 |
84.52 |
86.83 |
|
S3 |
82.25 |
83.62 |
86.63 |
|
S4 |
79.98 |
81.35 |
86.00 |
|
|
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 |
87.70 |
83.80 |
3.90 |
4.5% |
2.04 |
2.3% |
88% |
True |
False |
142,432 |
10 |
88.03 |
83.60 |
4.43 |
5.1% |
1.99 |
2.3% |
82% |
False |
False |
133,129 |
20 |
88.42 |
83.60 |
4.82 |
5.5% |
1.76 |
2.0% |
76% |
False |
False |
110,368 |
40 |
88.42 |
79.70 |
8.72 |
10.0% |
1.71 |
2.0% |
87% |
False |
False |
67,701 |
60 |
88.42 |
71.64 |
16.78 |
19.2% |
1.89 |
2.2% |
93% |
False |
False |
49,035 |
80 |
88.42 |
71.64 |
16.78 |
19.2% |
1.85 |
2.1% |
93% |
False |
False |
38,524 |
100 |
88.42 |
71.64 |
16.78 |
19.2% |
1.79 |
2.1% |
93% |
False |
False |
31,511 |
120 |
88.42 |
71.64 |
16.78 |
19.2% |
1.76 |
2.0% |
93% |
False |
False |
26,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.35 |
2.618 |
93.64 |
1.618 |
91.37 |
1.000 |
89.97 |
0.618 |
89.10 |
HIGH |
87.70 |
0.618 |
86.83 |
0.500 |
86.57 |
0.382 |
86.30 |
LOW |
85.43 |
0.618 |
84.03 |
1.000 |
83.16 |
1.618 |
81.76 |
2.618 |
79.49 |
4.250 |
75.78 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.02 |
86.75 |
PP |
86.79 |
86.25 |
S1 |
86.57 |
85.75 |
|