NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.00 |
89.25 |
2.25 |
2.6% |
86.22 |
High |
88.35 |
89.82 |
1.47 |
1.7% |
89.06 |
Low |
86.64 |
87.85 |
1.21 |
1.4% |
85.25 |
Close |
88.19 |
89.25 |
1.06 |
1.2% |
89.07 |
Range |
1.71 |
1.97 |
0.26 |
15.2% |
3.81 |
ATR |
1.62 |
1.64 |
0.03 |
1.6% |
0.00 |
Volume |
49,362 |
48,517 |
-845 |
-1.7% |
162,993 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.88 |
94.04 |
90.33 |
|
R3 |
92.91 |
92.07 |
89.79 |
|
R2 |
90.94 |
90.94 |
89.61 |
|
R1 |
90.10 |
90.10 |
89.43 |
90.24 |
PP |
88.97 |
88.97 |
88.97 |
89.04 |
S1 |
88.13 |
88.13 |
89.07 |
88.27 |
S2 |
87.00 |
87.00 |
88.89 |
|
S3 |
85.03 |
86.16 |
88.71 |
|
S4 |
83.06 |
84.19 |
88.17 |
|
|
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 |
89.82 |
86.64 |
3.18 |
3.6% |
1.71 |
1.9% |
82% |
True |
False |
38,862 |
10 |
89.82 |
85.25 |
4.57 |
5.1% |
1.74 |
2.0% |
88% |
True |
False |
35,067 |
20 |
89.82 |
84.66 |
5.16 |
5.8% |
1.52 |
1.7% |
89% |
True |
False |
32,823 |
40 |
89.82 |
80.45 |
9.37 |
10.5% |
1.51 |
1.7% |
94% |
True |
False |
20,812 |
60 |
89.82 |
72.43 |
17.39 |
19.5% |
1.68 |
1.9% |
97% |
True |
False |
16,119 |
80 |
89.82 |
72.43 |
17.39 |
19.5% |
1.57 |
1.8% |
97% |
True |
False |
13,074 |
100 |
89.82 |
72.43 |
17.39 |
19.5% |
1.44 |
1.6% |
97% |
True |
False |
10,929 |
120 |
89.82 |
72.43 |
17.39 |
19.5% |
1.39 |
1.6% |
97% |
True |
False |
9,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.19 |
2.618 |
94.98 |
1.618 |
93.01 |
1.000 |
91.79 |
0.618 |
91.04 |
HIGH |
89.82 |
0.618 |
89.07 |
0.500 |
88.84 |
0.382 |
88.60 |
LOW |
87.85 |
0.618 |
86.63 |
1.000 |
85.88 |
1.618 |
84.66 |
2.618 |
82.69 |
4.250 |
79.48 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
89.11 |
88.91 |
PP |
88.97 |
88.57 |
S1 |
88.84 |
88.23 |
|