NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.46 |
87.39 |
-0.07 |
-0.1% |
86.22 |
High |
88.05 |
89.06 |
1.01 |
1.1% |
89.06 |
Low |
86.03 |
87.14 |
1.11 |
1.3% |
85.25 |
Close |
87.63 |
89.07 |
1.44 |
1.6% |
89.07 |
Range |
2.02 |
1.92 |
-0.10 |
-5.0% |
3.81 |
ATR |
1.61 |
1.63 |
0.02 |
1.4% |
0.00 |
Volume |
43,476 |
37,930 |
-5,546 |
-12.8% |
162,993 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.18 |
93.55 |
90.13 |
|
R3 |
92.26 |
91.63 |
89.60 |
|
R2 |
90.34 |
90.34 |
89.42 |
|
R1 |
89.71 |
89.71 |
89.25 |
90.03 |
PP |
88.42 |
88.42 |
88.42 |
88.58 |
S1 |
87.79 |
87.79 |
88.89 |
88.11 |
S2 |
86.50 |
86.50 |
88.72 |
|
S3 |
84.58 |
85.87 |
88.54 |
|
S4 |
82.66 |
83.95 |
88.01 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.22 |
97.96 |
91.17 |
|
R3 |
95.41 |
94.15 |
90.12 |
|
R2 |
91.60 |
91.60 |
89.77 |
|
R1 |
90.34 |
90.34 |
89.42 |
90.97 |
PP |
87.79 |
87.79 |
87.79 |
88.11 |
S1 |
86.53 |
86.53 |
88.72 |
87.16 |
S2 |
83.98 |
83.98 |
88.37 |
|
S3 |
80.17 |
82.72 |
88.02 |
|
S4 |
76.36 |
78.91 |
86.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.06 |
85.25 |
3.81 |
4.3% |
1.67 |
1.9% |
100% |
True |
False |
32,598 |
10 |
89.58 |
85.25 |
4.33 |
4.9% |
1.56 |
1.8% |
88% |
False |
False |
38,170 |
20 |
89.58 |
81.32 |
8.26 |
9.3% |
1.47 |
1.7% |
94% |
False |
False |
26,822 |
40 |
89.58 |
79.79 |
9.79 |
11.0% |
1.54 |
1.7% |
95% |
False |
False |
17,581 |
60 |
89.58 |
72.43 |
17.15 |
19.3% |
1.67 |
1.9% |
97% |
False |
False |
13,793 |
80 |
89.58 |
72.43 |
17.15 |
19.3% |
1.52 |
1.7% |
97% |
False |
False |
11,179 |
100 |
89.58 |
72.43 |
17.15 |
19.3% |
1.43 |
1.6% |
97% |
False |
False |
9,487 |
120 |
89.58 |
72.43 |
17.15 |
19.3% |
1.37 |
1.5% |
97% |
False |
False |
8,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.22 |
2.618 |
94.09 |
1.618 |
92.17 |
1.000 |
90.98 |
0.618 |
90.25 |
HIGH |
89.06 |
0.618 |
88.33 |
0.500 |
88.10 |
0.382 |
87.87 |
LOW |
87.14 |
0.618 |
85.95 |
1.000 |
85.22 |
1.618 |
84.03 |
2.618 |
82.11 |
4.250 |
78.98 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.75 |
88.56 |
PP |
88.42 |
88.05 |
S1 |
88.10 |
87.55 |
|