NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.82 |
88.60 |
-0.22 |
-0.2% |
86.22 |
High |
89.55 |
89.00 |
-0.55 |
-0.6% |
89.06 |
Low |
88.43 |
87.18 |
-1.25 |
-1.4% |
85.25 |
Close |
88.82 |
87.76 |
-1.06 |
-1.2% |
89.07 |
Range |
1.12 |
1.82 |
0.70 |
62.5% |
3.81 |
ATR |
1.59 |
1.61 |
0.02 |
1.0% |
0.00 |
Volume |
30,503 |
28,002 |
-2,501 |
-8.2% |
162,993 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.44 |
92.42 |
88.76 |
|
R3 |
91.62 |
90.60 |
88.26 |
|
R2 |
89.80 |
89.80 |
88.09 |
|
R1 |
88.78 |
88.78 |
87.93 |
88.38 |
PP |
87.98 |
87.98 |
87.98 |
87.78 |
S1 |
86.96 |
86.96 |
87.59 |
86.56 |
S2 |
86.16 |
86.16 |
87.43 |
|
S3 |
84.34 |
85.14 |
87.26 |
|
S4 |
82.52 |
83.32 |
86.76 |
|
|
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% |
1.66 |
1.9% |
49% |
False |
False |
33,094 |
10 |
89.58 |
85.25 |
4.33 |
4.9% |
1.62 |
1.8% |
58% |
False |
False |
34,881 |
20 |
89.58 |
83.25 |
6.33 |
7.2% |
1.43 |
1.6% |
71% |
False |
False |
28,973 |
40 |
89.58 |
80.28 |
9.30 |
10.6% |
1.51 |
1.7% |
80% |
False |
False |
18,697 |
60 |
89.58 |
72.43 |
17.15 |
19.5% |
1.69 |
1.9% |
89% |
False |
False |
14,640 |
80 |
89.58 |
72.43 |
17.15 |
19.5% |
1.54 |
1.8% |
89% |
False |
False |
11,886 |
100 |
89.58 |
72.43 |
17.15 |
19.5% |
1.43 |
1.6% |
89% |
False |
False |
10,021 |
120 |
89.58 |
72.43 |
17.15 |
19.5% |
1.38 |
1.6% |
89% |
False |
False |
8,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.74 |
2.618 |
93.76 |
1.618 |
91.94 |
1.000 |
90.82 |
0.618 |
90.12 |
HIGH |
89.00 |
0.618 |
88.30 |
0.500 |
88.09 |
0.382 |
87.88 |
LOW |
87.18 |
0.618 |
86.06 |
1.000 |
85.36 |
1.618 |
84.24 |
2.618 |
82.42 |
4.250 |
79.45 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.09 |
88.35 |
PP |
87.98 |
88.15 |
S1 |
87.87 |
87.96 |
|