NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.56 |
88.93 |
0.37 |
0.4% |
88.03 |
High |
89.12 |
88.98 |
-0.14 |
-0.2% |
89.12 |
Low |
88.13 |
86.44 |
-1.69 |
-1.9% |
85.95 |
Close |
88.90 |
87.15 |
-1.75 |
-2.0% |
87.15 |
Range |
0.99 |
2.54 |
1.55 |
156.6% |
3.17 |
ATR |
1.55 |
1.62 |
0.07 |
4.5% |
0.00 |
Volume |
50,583 |
46,928 |
-3,655 |
-7.2% |
280,585 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.14 |
93.69 |
88.55 |
|
R3 |
92.60 |
91.15 |
87.85 |
|
R2 |
90.06 |
90.06 |
87.62 |
|
R1 |
88.61 |
88.61 |
87.38 |
88.07 |
PP |
87.52 |
87.52 |
87.52 |
87.25 |
S1 |
86.07 |
86.07 |
86.92 |
85.53 |
S2 |
84.98 |
84.98 |
86.68 |
|
S3 |
82.44 |
83.53 |
86.45 |
|
S4 |
79.90 |
80.99 |
85.75 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.92 |
95.20 |
88.89 |
|
R3 |
93.75 |
92.03 |
88.02 |
|
R2 |
90.58 |
90.58 |
87.73 |
|
R1 |
88.86 |
88.86 |
87.44 |
88.14 |
PP |
87.41 |
87.41 |
87.41 |
87.04 |
S1 |
85.69 |
85.69 |
86.86 |
84.97 |
S2 |
84.24 |
84.24 |
86.57 |
|
S3 |
81.07 |
82.52 |
86.28 |
|
S4 |
77.90 |
79.35 |
85.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.12 |
85.95 |
3.17 |
3.6% |
1.53 |
1.8% |
38% |
False |
False |
56,117 |
10 |
89.12 |
85.95 |
3.17 |
3.6% |
1.46 |
1.7% |
38% |
False |
False |
41,705 |
20 |
89.12 |
80.12 |
9.00 |
10.3% |
1.57 |
1.8% |
78% |
False |
False |
27,357 |
40 |
89.12 |
78.62 |
10.50 |
12.0% |
1.58 |
1.8% |
81% |
False |
False |
18,239 |
60 |
89.12 |
72.04 |
17.08 |
19.6% |
1.71 |
2.0% |
88% |
False |
False |
14,063 |
80 |
89.12 |
72.04 |
17.08 |
19.6% |
1.54 |
1.8% |
88% |
False |
False |
11,084 |
100 |
89.12 |
72.04 |
17.08 |
19.6% |
1.41 |
1.6% |
88% |
False |
False |
9,363 |
120 |
89.12 |
72.04 |
17.08 |
19.6% |
1.30 |
1.5% |
88% |
False |
False |
8,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.78 |
2.618 |
95.63 |
1.618 |
93.09 |
1.000 |
91.52 |
0.618 |
90.55 |
HIGH |
88.98 |
0.618 |
88.01 |
0.500 |
87.71 |
0.382 |
87.41 |
LOW |
86.44 |
0.618 |
84.87 |
1.000 |
83.90 |
1.618 |
82.33 |
2.618 |
79.79 |
4.250 |
75.65 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.71 |
87.78 |
PP |
87.52 |
87.57 |
S1 |
87.34 |
87.36 |
|