NYMEX Light Sweet Crude Oil Future August 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 |
86.06 |
87.33 |
1.27 |
1.5% |
86.74 |
High |
87.48 |
89.07 |
1.59 |
1.8% |
88.34 |
Low |
85.60 |
87.00 |
1.40 |
1.6% |
84.56 |
Close |
87.29 |
88.51 |
1.22 |
1.4% |
88.30 |
Range |
1.88 |
2.07 |
0.19 |
10.1% |
3.78 |
ATR |
1.70 |
1.72 |
0.03 |
1.6% |
0.00 |
Volume |
79,293 |
79,250 |
-43 |
-0.1% |
254,155 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.40 |
93.53 |
89.65 |
|
R3 |
92.33 |
91.46 |
89.08 |
|
R2 |
90.26 |
90.26 |
88.89 |
|
R1 |
89.39 |
89.39 |
88.70 |
89.83 |
PP |
88.19 |
88.19 |
88.19 |
88.41 |
S1 |
87.32 |
87.32 |
88.32 |
87.76 |
S2 |
86.12 |
86.12 |
88.13 |
|
S3 |
84.05 |
85.25 |
87.94 |
|
S4 |
81.98 |
83.18 |
87.37 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.41 |
97.13 |
90.38 |
|
R3 |
94.63 |
93.35 |
89.34 |
|
R2 |
90.85 |
90.85 |
88.99 |
|
R1 |
89.57 |
89.57 |
88.65 |
90.21 |
PP |
87.07 |
87.07 |
87.07 |
87.39 |
S1 |
85.79 |
85.79 |
87.95 |
86.43 |
S2 |
83.29 |
83.29 |
87.61 |
|
S3 |
79.51 |
82.01 |
87.26 |
|
S4 |
75.73 |
78.23 |
86.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.07 |
85.60 |
3.47 |
3.9% |
1.83 |
2.1% |
84% |
True |
False |
66,575 |
10 |
89.07 |
84.56 |
4.51 |
5.1% |
1.85 |
2.1% |
88% |
True |
False |
57,293 |
20 |
89.12 |
84.45 |
4.67 |
5.3% |
1.62 |
1.8% |
87% |
False |
False |
47,937 |
40 |
89.12 |
80.12 |
9.00 |
10.2% |
1.58 |
1.8% |
93% |
False |
False |
29,656 |
60 |
89.12 |
72.04 |
17.08 |
19.3% |
1.73 |
2.0% |
96% |
False |
False |
22,068 |
80 |
89.12 |
72.04 |
17.08 |
19.3% |
1.63 |
1.8% |
96% |
False |
False |
17,532 |
100 |
89.12 |
72.04 |
17.08 |
19.3% |
1.49 |
1.7% |
96% |
False |
False |
14,406 |
120 |
89.12 |
72.04 |
17.08 |
19.3% |
1.36 |
1.5% |
96% |
False |
False |
12,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.87 |
2.618 |
94.49 |
1.618 |
92.42 |
1.000 |
91.14 |
0.618 |
90.35 |
HIGH |
89.07 |
0.618 |
88.28 |
0.500 |
88.04 |
0.382 |
87.79 |
LOW |
87.00 |
0.618 |
85.72 |
1.000 |
84.93 |
1.618 |
83.65 |
2.618 |
81.58 |
4.250 |
78.20 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.35 |
88.12 |
PP |
88.19 |
87.73 |
S1 |
88.04 |
87.34 |
|