NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
85.70 |
87.54 |
1.84 |
2.1% |
87.10 |
High |
87.70 |
88.57 |
0.87 |
1.0% |
88.57 |
Low |
85.43 |
87.16 |
1.73 |
2.0% |
83.80 |
Close |
87.25 |
88.36 |
1.11 |
1.3% |
88.36 |
Range |
2.27 |
1.41 |
-0.86 |
-37.9% |
4.77 |
ATR |
1.86 |
1.83 |
-0.03 |
-1.7% |
0.00 |
Volume |
159,348 |
185,237 |
25,889 |
16.2% |
753,750 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.26 |
91.72 |
89.14 |
|
R3 |
90.85 |
90.31 |
88.75 |
|
R2 |
89.44 |
89.44 |
88.62 |
|
R1 |
88.90 |
88.90 |
88.49 |
89.17 |
PP |
88.03 |
88.03 |
88.03 |
88.17 |
S1 |
87.49 |
87.49 |
88.23 |
87.76 |
S2 |
86.62 |
86.62 |
88.10 |
|
S3 |
85.21 |
86.08 |
87.97 |
|
S4 |
83.80 |
84.67 |
87.58 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.22 |
99.56 |
90.98 |
|
R3 |
96.45 |
94.79 |
89.67 |
|
R2 |
91.68 |
91.68 |
89.23 |
|
R1 |
90.02 |
90.02 |
88.80 |
90.85 |
PP |
86.91 |
86.91 |
86.91 |
87.33 |
S1 |
85.25 |
85.25 |
87.92 |
86.08 |
S2 |
82.14 |
82.14 |
87.49 |
|
S3 |
77.37 |
80.48 |
87.05 |
|
S4 |
72.60 |
75.71 |
85.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.57 |
83.80 |
4.77 |
5.4% |
1.90 |
2.2% |
96% |
True |
False |
150,750 |
10 |
88.57 |
83.60 |
4.97 |
5.6% |
1.88 |
2.1% |
96% |
True |
False |
140,269 |
20 |
88.57 |
83.60 |
4.97 |
5.6% |
1.73 |
2.0% |
96% |
True |
False |
117,524 |
40 |
88.57 |
79.70 |
8.87 |
10.0% |
1.72 |
1.9% |
98% |
True |
False |
71,830 |
60 |
88.57 |
71.64 |
16.93 |
19.2% |
1.88 |
2.1% |
99% |
True |
False |
51,917 |
80 |
88.57 |
71.64 |
16.93 |
19.2% |
1.86 |
2.1% |
99% |
True |
False |
40,770 |
100 |
88.57 |
71.64 |
16.93 |
19.2% |
1.78 |
2.0% |
99% |
True |
False |
33,313 |
120 |
88.57 |
71.64 |
16.93 |
19.2% |
1.77 |
2.0% |
99% |
True |
False |
28,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.56 |
2.618 |
92.26 |
1.618 |
90.85 |
1.000 |
89.98 |
0.618 |
89.44 |
HIGH |
88.57 |
0.618 |
88.03 |
0.500 |
87.87 |
0.382 |
87.70 |
LOW |
87.16 |
0.618 |
86.29 |
1.000 |
85.75 |
1.618 |
84.88 |
2.618 |
83.47 |
4.250 |
81.17 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.20 |
87.64 |
PP |
88.03 |
86.91 |
S1 |
87.87 |
86.19 |
|