NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.39 |
88.82 |
1.43 |
1.6% |
86.22 |
High |
89.06 |
89.55 |
0.49 |
0.6% |
89.06 |
Low |
87.14 |
88.43 |
1.29 |
1.5% |
85.25 |
Close |
89.07 |
88.82 |
-0.25 |
-0.3% |
89.07 |
Range |
1.92 |
1.12 |
-0.80 |
-41.7% |
3.81 |
ATR |
1.63 |
1.59 |
-0.04 |
-2.2% |
0.00 |
Volume |
37,930 |
30,503 |
-7,427 |
-19.6% |
162,993 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.29 |
91.68 |
89.44 |
|
R3 |
91.17 |
90.56 |
89.13 |
|
R2 |
90.05 |
90.05 |
89.03 |
|
R1 |
89.44 |
89.44 |
88.92 |
89.38 |
PP |
88.93 |
88.93 |
88.93 |
88.91 |
S1 |
88.32 |
88.32 |
88.72 |
88.26 |
S2 |
87.81 |
87.81 |
88.61 |
|
S3 |
86.69 |
87.20 |
88.51 |
|
S4 |
85.57 |
86.08 |
88.20 |
|
|
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 |
89.55 |
86.03 |
3.52 |
4.0% |
1.48 |
1.7% |
79% |
True |
False |
32,010 |
10 |
89.58 |
85.25 |
4.33 |
4.9% |
1.57 |
1.8% |
82% |
False |
False |
35,857 |
20 |
89.58 |
81.89 |
7.69 |
8.7% |
1.45 |
1.6% |
90% |
False |
False |
27,879 |
40 |
89.58 |
79.86 |
9.72 |
10.9% |
1.52 |
1.7% |
92% |
False |
False |
18,208 |
60 |
89.58 |
72.43 |
17.15 |
19.3% |
1.68 |
1.9% |
96% |
False |
False |
14,244 |
80 |
89.58 |
72.43 |
17.15 |
19.3% |
1.53 |
1.7% |
96% |
False |
False |
11,546 |
100 |
89.58 |
72.43 |
17.15 |
19.3% |
1.41 |
1.6% |
96% |
False |
False |
9,759 |
120 |
89.58 |
72.43 |
17.15 |
19.3% |
1.36 |
1.5% |
96% |
False |
False |
8,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.31 |
2.618 |
92.48 |
1.618 |
91.36 |
1.000 |
90.67 |
0.618 |
90.24 |
HIGH |
89.55 |
0.618 |
89.12 |
0.500 |
88.99 |
0.382 |
88.86 |
LOW |
88.43 |
0.618 |
87.74 |
1.000 |
87.31 |
1.618 |
86.62 |
2.618 |
85.50 |
4.250 |
83.67 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.99 |
88.48 |
PP |
88.93 |
88.13 |
S1 |
88.88 |
87.79 |
|