NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.03 |
87.13 |
-0.90 |
-1.0% |
87.98 |
High |
88.03 |
87.22 |
-0.81 |
-0.9% |
88.55 |
Low |
86.84 |
85.95 |
-0.89 |
-1.0% |
86.34 |
Close |
87.27 |
86.87 |
-0.40 |
-0.5% |
87.25 |
Range |
1.19 |
1.27 |
0.08 |
6.7% |
2.21 |
ATR |
1.61 |
1.59 |
-0.02 |
-1.3% |
0.00 |
Volume |
61,572 |
48,917 |
-12,655 |
-20.6% |
136,469 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.49 |
89.95 |
87.57 |
|
R3 |
89.22 |
88.68 |
87.22 |
|
R2 |
87.95 |
87.95 |
87.10 |
|
R1 |
87.41 |
87.41 |
86.99 |
87.05 |
PP |
86.68 |
86.68 |
86.68 |
86.50 |
S1 |
86.14 |
86.14 |
86.75 |
85.78 |
S2 |
85.41 |
85.41 |
86.64 |
|
S3 |
84.14 |
84.87 |
86.52 |
|
S4 |
82.87 |
83.60 |
86.17 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.01 |
92.84 |
88.47 |
|
R3 |
91.80 |
90.63 |
87.86 |
|
R2 |
89.59 |
89.59 |
87.66 |
|
R1 |
88.42 |
88.42 |
87.45 |
87.90 |
PP |
87.38 |
87.38 |
87.38 |
87.12 |
S1 |
86.21 |
86.21 |
87.05 |
85.69 |
S2 |
85.17 |
85.17 |
86.84 |
|
S3 |
82.96 |
84.00 |
86.64 |
|
S4 |
80.75 |
81.79 |
86.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.55 |
85.95 |
2.60 |
3.0% |
1.34 |
1.5% |
35% |
False |
True |
42,135 |
10 |
88.55 |
82.90 |
5.65 |
6.5% |
1.37 |
1.6% |
70% |
False |
False |
28,984 |
20 |
88.55 |
80.12 |
8.43 |
9.7% |
1.51 |
1.7% |
80% |
False |
False |
20,210 |
40 |
88.55 |
76.49 |
12.06 |
13.9% |
1.61 |
1.9% |
86% |
False |
False |
14,282 |
60 |
88.55 |
72.04 |
16.51 |
19.0% |
1.67 |
1.9% |
90% |
False |
False |
11,403 |
80 |
88.55 |
72.04 |
16.51 |
19.0% |
1.49 |
1.7% |
90% |
False |
False |
9,032 |
100 |
88.55 |
72.04 |
16.51 |
19.0% |
1.37 |
1.6% |
90% |
False |
False |
7,705 |
120 |
88.55 |
72.04 |
16.51 |
19.0% |
1.29 |
1.5% |
90% |
False |
False |
6,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.62 |
2.618 |
90.54 |
1.618 |
89.27 |
1.000 |
88.49 |
0.618 |
88.00 |
HIGH |
87.22 |
0.618 |
86.73 |
0.500 |
86.59 |
0.382 |
86.44 |
LOW |
85.95 |
0.618 |
85.17 |
1.000 |
84.68 |
1.618 |
83.90 |
2.618 |
82.63 |
4.250 |
80.55 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.78 |
87.12 |
PP |
86.68 |
87.03 |
S1 |
86.59 |
86.95 |
|