NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.93 |
86.74 |
-2.19 |
-2.5% |
88.03 |
High |
88.98 |
86.74 |
-2.24 |
-2.5% |
89.12 |
Low |
86.44 |
84.56 |
-1.88 |
-2.2% |
85.95 |
Close |
87.15 |
85.54 |
-1.61 |
-1.8% |
87.15 |
Range |
2.54 |
2.18 |
-0.36 |
-14.2% |
3.17 |
ATR |
1.62 |
1.69 |
0.07 |
4.2% |
0.00 |
Volume |
46,928 |
43,923 |
-3,005 |
-6.4% |
280,585 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.15 |
91.03 |
86.74 |
|
R3 |
89.97 |
88.85 |
86.14 |
|
R2 |
87.79 |
87.79 |
85.94 |
|
R1 |
86.67 |
86.67 |
85.74 |
86.14 |
PP |
85.61 |
85.61 |
85.61 |
85.35 |
S1 |
84.49 |
84.49 |
85.34 |
83.96 |
S2 |
83.43 |
83.43 |
85.14 |
|
S3 |
81.25 |
82.31 |
84.94 |
|
S4 |
79.07 |
80.13 |
84.34 |
|
|
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 |
84.56 |
4.56 |
5.3% |
1.72 |
2.0% |
21% |
False |
True |
52,587 |
10 |
89.12 |
84.56 |
4.56 |
5.3% |
1.50 |
1.8% |
21% |
False |
True |
44,481 |
20 |
89.12 |
80.12 |
9.00 |
10.5% |
1.57 |
1.8% |
60% |
False |
False |
28,559 |
40 |
89.12 |
78.62 |
10.50 |
12.3% |
1.60 |
1.9% |
66% |
False |
False |
19,206 |
60 |
89.12 |
72.04 |
17.08 |
20.0% |
1.71 |
2.0% |
79% |
False |
False |
14,703 |
80 |
89.12 |
72.04 |
17.08 |
20.0% |
1.55 |
1.8% |
79% |
False |
False |
11,602 |
100 |
89.12 |
72.04 |
17.08 |
20.0% |
1.43 |
1.7% |
79% |
False |
False |
9,790 |
120 |
89.12 |
72.04 |
17.08 |
20.0% |
1.32 |
1.5% |
79% |
False |
False |
8,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.01 |
2.618 |
92.45 |
1.618 |
90.27 |
1.000 |
88.92 |
0.618 |
88.09 |
HIGH |
86.74 |
0.618 |
85.91 |
0.500 |
85.65 |
0.382 |
85.39 |
LOW |
84.56 |
0.618 |
83.21 |
1.000 |
82.38 |
1.618 |
81.03 |
2.618 |
78.85 |
4.250 |
75.30 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
85.65 |
86.84 |
PP |
85.61 |
86.41 |
S1 |
85.58 |
85.97 |
|