NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
89.00 |
89.41 |
0.41 |
0.5% |
87.89 |
High |
89.58 |
89.54 |
-0.04 |
0.0% |
89.58 |
Low |
88.71 |
87.07 |
-1.64 |
-1.8% |
86.59 |
Close |
89.46 |
87.80 |
-1.66 |
-1.9% |
87.80 |
Range |
0.87 |
2.47 |
1.60 |
183.9% |
2.99 |
ATR |
1.49 |
1.56 |
0.07 |
4.7% |
0.00 |
Volume |
46,394 |
31,295 |
-15,099 |
-32.5% |
218,713 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.55 |
94.14 |
89.16 |
|
R3 |
93.08 |
91.67 |
88.48 |
|
R2 |
90.61 |
90.61 |
88.25 |
|
R1 |
89.20 |
89.20 |
88.03 |
88.67 |
PP |
88.14 |
88.14 |
88.14 |
87.87 |
S1 |
86.73 |
86.73 |
87.57 |
86.20 |
S2 |
85.67 |
85.67 |
87.35 |
|
S3 |
83.20 |
84.26 |
87.12 |
|
S4 |
80.73 |
81.79 |
86.44 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.96 |
95.37 |
89.44 |
|
R3 |
93.97 |
92.38 |
88.62 |
|
R2 |
90.98 |
90.98 |
88.35 |
|
R1 |
89.39 |
89.39 |
88.07 |
88.69 |
PP |
87.99 |
87.99 |
87.99 |
87.64 |
S1 |
86.40 |
86.40 |
87.53 |
85.70 |
S2 |
85.00 |
85.00 |
87.25 |
|
S3 |
82.01 |
83.41 |
86.98 |
|
S4 |
79.02 |
80.42 |
86.16 |
|
|
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 |
3.4% |
1.45 |
1.7% |
40% |
False |
False |
43,742 |
10 |
89.58 |
86.59 |
2.99 |
3.4% |
1.35 |
1.5% |
40% |
False |
False |
32,378 |
20 |
89.58 |
80.45 |
9.13 |
10.4% |
1.47 |
1.7% |
81% |
False |
False |
20,658 |
40 |
89.58 |
78.88 |
10.70 |
12.2% |
1.54 |
1.8% |
83% |
False |
False |
14,507 |
60 |
89.58 |
72.43 |
17.15 |
19.5% |
1.64 |
1.9% |
90% |
False |
False |
11,494 |
80 |
89.58 |
72.43 |
17.15 |
19.5% |
1.48 |
1.7% |
90% |
False |
False |
9,264 |
100 |
89.58 |
72.43 |
17.15 |
19.5% |
1.39 |
1.6% |
90% |
False |
False |
7,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.04 |
2.618 |
96.01 |
1.618 |
93.54 |
1.000 |
92.01 |
0.618 |
91.07 |
HIGH |
89.54 |
0.618 |
88.60 |
0.500 |
88.31 |
0.382 |
88.01 |
LOW |
87.07 |
0.618 |
85.54 |
1.000 |
84.60 |
1.618 |
83.07 |
2.618 |
80.60 |
4.250 |
76.57 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.31 |
88.33 |
PP |
88.14 |
88.15 |
S1 |
87.97 |
87.98 |
|