NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.39 |
87.26 |
-0.13 |
-0.1% |
88.23 |
High |
87.85 |
88.86 |
1.01 |
1.1% |
88.80 |
Low |
86.59 |
87.26 |
0.67 |
0.8% |
86.88 |
Close |
87.39 |
88.78 |
1.39 |
1.6% |
87.80 |
Range |
1.26 |
1.60 |
0.34 |
27.0% |
1.92 |
ATR |
1.53 |
1.53 |
0.01 |
0.3% |
0.00 |
Volume |
37,761 |
49,627 |
11,866 |
31.4% |
105,068 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.10 |
92.54 |
89.66 |
|
R3 |
91.50 |
90.94 |
89.22 |
|
R2 |
89.90 |
89.90 |
89.07 |
|
R1 |
89.34 |
89.34 |
88.93 |
89.62 |
PP |
88.30 |
88.30 |
88.30 |
88.44 |
S1 |
87.74 |
87.74 |
88.63 |
88.02 |
S2 |
86.70 |
86.70 |
88.49 |
|
S3 |
85.10 |
86.14 |
88.34 |
|
S4 |
83.50 |
84.54 |
87.90 |
|
|
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 |
88.86 |
86.59 |
2.27 |
2.6% |
1.35 |
1.5% |
96% |
True |
False |
39,162 |
10 |
88.86 |
83.75 |
5.11 |
5.8% |
1.34 |
1.5% |
98% |
True |
False |
26,800 |
20 |
88.86 |
80.45 |
8.41 |
9.5% |
1.40 |
1.6% |
99% |
True |
False |
17,765 |
40 |
88.86 |
78.88 |
9.98 |
11.2% |
1.53 |
1.7% |
99% |
True |
False |
12,768 |
60 |
88.86 |
72.43 |
16.43 |
18.5% |
1.61 |
1.8% |
100% |
True |
False |
10,293 |
80 |
88.86 |
72.43 |
16.43 |
18.5% |
1.45 |
1.6% |
100% |
True |
False |
8,371 |
100 |
88.86 |
72.43 |
16.43 |
18.5% |
1.38 |
1.6% |
100% |
True |
False |
7,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.66 |
2.618 |
93.05 |
1.618 |
91.45 |
1.000 |
90.46 |
0.618 |
89.85 |
HIGH |
88.86 |
0.618 |
88.25 |
0.500 |
88.06 |
0.382 |
87.87 |
LOW |
87.26 |
0.618 |
86.27 |
1.000 |
85.66 |
1.618 |
84.67 |
2.618 |
83.07 |
4.250 |
80.46 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.54 |
88.43 |
PP |
88.30 |
88.08 |
S1 |
88.06 |
87.73 |
|