NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.60 |
87.00 |
-1.60 |
-1.8% |
86.22 |
High |
89.00 |
88.35 |
-0.65 |
-0.7% |
89.06 |
Low |
87.18 |
86.64 |
-0.54 |
-0.6% |
85.25 |
Close |
87.76 |
88.19 |
0.43 |
0.5% |
89.07 |
Range |
1.82 |
1.71 |
-0.11 |
-6.0% |
3.81 |
ATR |
1.61 |
1.62 |
0.01 |
0.5% |
0.00 |
Volume |
28,002 |
49,362 |
21,360 |
76.3% |
162,993 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.86 |
92.23 |
89.13 |
|
R3 |
91.15 |
90.52 |
88.66 |
|
R2 |
89.44 |
89.44 |
88.50 |
|
R1 |
88.81 |
88.81 |
88.35 |
89.13 |
PP |
87.73 |
87.73 |
87.73 |
87.88 |
S1 |
87.10 |
87.10 |
88.03 |
87.42 |
S2 |
86.02 |
86.02 |
87.88 |
|
S3 |
84.31 |
85.39 |
87.72 |
|
S4 |
82.60 |
83.68 |
87.25 |
|
|
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% |
1.72 |
1.9% |
61% |
False |
False |
37,854 |
10 |
89.58 |
85.25 |
4.33 |
4.9% |
1.63 |
1.9% |
68% |
False |
False |
34,854 |
20 |
89.58 |
83.75 |
5.83 |
6.6% |
1.49 |
1.7% |
76% |
False |
False |
30,827 |
40 |
89.58 |
80.45 |
9.13 |
10.4% |
1.50 |
1.7% |
85% |
False |
False |
19,753 |
60 |
89.58 |
72.43 |
17.15 |
19.4% |
1.69 |
1.9% |
92% |
False |
False |
15,407 |
80 |
89.58 |
72.43 |
17.15 |
19.4% |
1.55 |
1.8% |
92% |
False |
False |
12,483 |
100 |
89.58 |
72.43 |
17.15 |
19.4% |
1.43 |
1.6% |
92% |
False |
False |
10,477 |
120 |
89.58 |
72.43 |
17.15 |
19.4% |
1.37 |
1.6% |
92% |
False |
False |
9,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.62 |
2.618 |
92.83 |
1.618 |
91.12 |
1.000 |
90.06 |
0.618 |
89.41 |
HIGH |
88.35 |
0.618 |
87.70 |
0.500 |
87.50 |
0.382 |
87.29 |
LOW |
86.64 |
0.618 |
85.58 |
1.000 |
84.93 |
1.618 |
83.87 |
2.618 |
82.16 |
4.250 |
79.37 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.96 |
88.16 |
PP |
87.73 |
88.13 |
S1 |
87.50 |
88.10 |
|