NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
89.25 |
89.28 |
0.03 |
0.0% |
88.82 |
High |
89.82 |
90.51 |
0.69 |
0.8% |
90.51 |
Low |
87.85 |
89.09 |
1.24 |
1.4% |
86.64 |
Close |
89.25 |
90.41 |
1.16 |
1.3% |
90.41 |
Range |
1.97 |
1.42 |
-0.55 |
-27.9% |
3.87 |
ATR |
1.64 |
1.62 |
-0.02 |
-1.0% |
0.00 |
Volume |
48,517 |
46,550 |
-1,967 |
-4.1% |
202,934 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.26 |
93.76 |
91.19 |
|
R3 |
92.84 |
92.34 |
90.80 |
|
R2 |
91.42 |
91.42 |
90.67 |
|
R1 |
90.92 |
90.92 |
90.54 |
91.17 |
PP |
90.00 |
90.00 |
90.00 |
90.13 |
S1 |
89.50 |
89.50 |
90.28 |
89.75 |
S2 |
88.58 |
88.58 |
90.15 |
|
S3 |
87.16 |
88.08 |
90.02 |
|
S4 |
85.74 |
86.66 |
89.63 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.80 |
99.47 |
92.54 |
|
R3 |
96.93 |
95.60 |
91.47 |
|
R2 |
93.06 |
93.06 |
91.12 |
|
R1 |
91.73 |
91.73 |
90.76 |
92.40 |
PP |
89.19 |
89.19 |
89.19 |
89.52 |
S1 |
87.86 |
87.86 |
90.06 |
88.53 |
S2 |
85.32 |
85.32 |
89.70 |
|
S3 |
81.45 |
83.99 |
89.35 |
|
S4 |
77.58 |
80.12 |
88.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.51 |
86.64 |
3.87 |
4.3% |
1.61 |
1.8% |
97% |
True |
False |
40,586 |
10 |
90.51 |
85.25 |
5.26 |
5.8% |
1.64 |
1.8% |
98% |
True |
False |
36,592 |
20 |
90.51 |
85.25 |
5.26 |
5.8% |
1.50 |
1.7% |
98% |
True |
False |
34,485 |
40 |
90.51 |
80.45 |
10.06 |
11.1% |
1.52 |
1.7% |
99% |
True |
False |
21,713 |
60 |
90.51 |
72.43 |
18.08 |
20.0% |
1.69 |
1.9% |
99% |
True |
False |
16,797 |
80 |
90.51 |
72.43 |
18.08 |
20.0% |
1.58 |
1.7% |
99% |
True |
False |
13,610 |
100 |
90.51 |
72.43 |
18.08 |
20.0% |
1.44 |
1.6% |
99% |
True |
False |
11,361 |
120 |
90.51 |
72.43 |
18.08 |
20.0% |
1.39 |
1.5% |
99% |
True |
False |
9,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.55 |
2.618 |
94.23 |
1.618 |
92.81 |
1.000 |
91.93 |
0.618 |
91.39 |
HIGH |
90.51 |
0.618 |
89.97 |
0.500 |
89.80 |
0.382 |
89.63 |
LOW |
89.09 |
0.618 |
88.21 |
1.000 |
87.67 |
1.618 |
86.79 |
2.618 |
85.37 |
4.250 |
83.06 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
90.21 |
89.80 |
PP |
90.00 |
89.19 |
S1 |
89.80 |
88.58 |
|