NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.26 |
89.00 |
1.74 |
2.0% |
88.23 |
High |
88.86 |
89.58 |
0.72 |
0.8% |
88.80 |
Low |
87.26 |
88.71 |
1.45 |
1.7% |
86.88 |
Close |
88.78 |
89.46 |
0.68 |
0.8% |
87.80 |
Range |
1.60 |
0.87 |
-0.73 |
-45.6% |
1.92 |
ATR |
1.53 |
1.49 |
-0.05 |
-3.1% |
0.00 |
Volume |
49,627 |
46,394 |
-3,233 |
-6.5% |
105,068 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.86 |
91.53 |
89.94 |
|
R3 |
90.99 |
90.66 |
89.70 |
|
R2 |
90.12 |
90.12 |
89.62 |
|
R1 |
89.79 |
89.79 |
89.54 |
89.96 |
PP |
89.25 |
89.25 |
89.25 |
89.33 |
S1 |
88.92 |
88.92 |
89.38 |
89.09 |
S2 |
88.38 |
88.38 |
89.30 |
|
S3 |
87.51 |
88.05 |
89.22 |
|
S4 |
86.64 |
87.18 |
88.98 |
|
|
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 |
89.58 |
86.59 |
2.99 |
3.3% |
1.30 |
1.5% |
96% |
True |
False |
42,402 |
10 |
89.58 |
84.66 |
4.92 |
5.5% |
1.30 |
1.4% |
98% |
True |
False |
30,579 |
20 |
89.58 |
80.45 |
9.13 |
10.2% |
1.39 |
1.6% |
99% |
True |
False |
19,542 |
40 |
89.58 |
78.88 |
10.70 |
12.0% |
1.53 |
1.7% |
99% |
True |
False |
13,839 |
60 |
89.58 |
72.43 |
17.15 |
19.2% |
1.60 |
1.8% |
99% |
True |
False |
11,027 |
80 |
89.58 |
72.43 |
17.15 |
19.2% |
1.46 |
1.6% |
99% |
True |
False |
8,900 |
100 |
89.58 |
72.43 |
17.15 |
19.2% |
1.38 |
1.5% |
99% |
True |
False |
7,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.28 |
2.618 |
91.86 |
1.618 |
90.99 |
1.000 |
90.45 |
0.618 |
90.12 |
HIGH |
89.58 |
0.618 |
89.25 |
0.500 |
89.15 |
0.382 |
89.04 |
LOW |
88.71 |
0.618 |
88.17 |
1.000 |
87.84 |
1.618 |
87.30 |
2.618 |
86.43 |
4.250 |
85.01 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
89.36 |
89.00 |
PP |
89.25 |
88.54 |
S1 |
89.15 |
88.09 |
|