NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.89 |
87.39 |
-0.50 |
-0.6% |
88.23 |
High |
88.50 |
87.85 |
-0.65 |
-0.7% |
88.80 |
Low |
87.44 |
86.59 |
-0.85 |
-1.0% |
86.88 |
Close |
87.89 |
87.39 |
-0.50 |
-0.6% |
87.80 |
Range |
1.06 |
1.26 |
0.20 |
18.9% |
1.92 |
ATR |
1.55 |
1.53 |
-0.02 |
-1.1% |
0.00 |
Volume |
53,636 |
37,761 |
-15,875 |
-29.6% |
105,068 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.06 |
90.48 |
88.08 |
|
R3 |
89.80 |
89.22 |
87.74 |
|
R2 |
88.54 |
88.54 |
87.62 |
|
R1 |
87.96 |
87.96 |
87.51 |
88.02 |
PP |
87.28 |
87.28 |
87.28 |
87.31 |
S1 |
86.70 |
86.70 |
87.27 |
86.76 |
S2 |
86.02 |
86.02 |
87.16 |
|
S3 |
84.76 |
85.44 |
87.04 |
|
S4 |
83.50 |
84.18 |
86.70 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.59 |
92.61 |
88.86 |
|
R3 |
91.67 |
90.69 |
88.33 |
|
R2 |
89.75 |
89.75 |
88.15 |
|
R1 |
88.77 |
88.77 |
87.98 |
88.30 |
PP |
87.83 |
87.83 |
87.83 |
87.59 |
S1 |
86.85 |
86.85 |
87.62 |
86.38 |
S2 |
85.91 |
85.91 |
87.45 |
|
S3 |
83.99 |
84.93 |
87.27 |
|
S4 |
82.07 |
83.01 |
86.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.80 |
86.59 |
2.21 |
2.5% |
1.24 |
1.4% |
36% |
False |
True |
33,476 |
10 |
88.80 |
83.25 |
5.55 |
6.4% |
1.24 |
1.4% |
75% |
False |
False |
23,064 |
20 |
88.80 |
80.45 |
8.35 |
9.6% |
1.43 |
1.6% |
83% |
False |
False |
15,549 |
40 |
88.80 |
76.53 |
12.27 |
14.0% |
1.58 |
1.8% |
89% |
False |
False |
11,624 |
60 |
88.80 |
72.43 |
16.37 |
18.7% |
1.60 |
1.8% |
91% |
False |
False |
9,508 |
80 |
88.80 |
72.43 |
16.37 |
18.7% |
1.44 |
1.6% |
91% |
False |
False |
7,788 |
100 |
88.80 |
72.43 |
16.37 |
18.7% |
1.37 |
1.6% |
91% |
False |
False |
6,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.21 |
2.618 |
91.15 |
1.618 |
89.89 |
1.000 |
89.11 |
0.618 |
88.63 |
HIGH |
87.85 |
0.618 |
87.37 |
0.500 |
87.22 |
0.382 |
87.07 |
LOW |
86.59 |
0.618 |
85.81 |
1.000 |
85.33 |
1.618 |
84.55 |
2.618 |
83.29 |
4.250 |
81.24 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.33 |
87.69 |
PP |
87.28 |
87.59 |
S1 |
87.22 |
87.49 |
|