NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
89.02 |
88.32 |
-0.70 |
-0.8% |
88.40 |
High |
89.09 |
88.90 |
-0.19 |
-0.2% |
89.09 |
Low |
87.52 |
87.88 |
0.36 |
0.4% |
86.71 |
Close |
88.20 |
88.32 |
0.12 |
0.1% |
88.20 |
Range |
1.57 |
1.02 |
-0.55 |
-35.0% |
2.38 |
ATR |
1.47 |
1.44 |
-0.03 |
-2.2% |
0.00 |
Volume |
12,813 |
24,318 |
11,505 |
89.8% |
58,402 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.43 |
90.89 |
88.88 |
|
R3 |
90.41 |
89.87 |
88.60 |
|
R2 |
89.39 |
89.39 |
88.51 |
|
R1 |
88.85 |
88.85 |
88.41 |
88.83 |
PP |
88.37 |
88.37 |
88.37 |
88.36 |
S1 |
87.83 |
87.83 |
88.23 |
87.81 |
S2 |
87.35 |
87.35 |
88.13 |
|
S3 |
86.33 |
86.81 |
88.04 |
|
S4 |
85.31 |
85.79 |
87.76 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.14 |
94.05 |
89.51 |
|
R3 |
92.76 |
91.67 |
88.85 |
|
R2 |
90.38 |
90.38 |
88.64 |
|
R1 |
89.29 |
89.29 |
88.42 |
88.65 |
PP |
88.00 |
88.00 |
88.00 |
87.68 |
S1 |
86.91 |
86.91 |
87.98 |
86.27 |
S2 |
85.62 |
85.62 |
87.76 |
|
S3 |
83.24 |
84.53 |
87.55 |
|
S4 |
80.86 |
82.15 |
86.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.09 |
87.17 |
1.92 |
2.2% |
1.08 |
1.2% |
60% |
False |
False |
13,964 |
10 |
89.09 |
82.24 |
6.85 |
7.8% |
1.30 |
1.5% |
89% |
False |
False |
10,704 |
20 |
89.09 |
80.82 |
8.27 |
9.4% |
1.17 |
1.3% |
91% |
False |
False |
7,513 |
40 |
89.09 |
75.97 |
13.12 |
14.9% |
1.33 |
1.5% |
94% |
False |
False |
5,870 |
60 |
89.09 |
73.17 |
15.92 |
18.0% |
1.29 |
1.5% |
95% |
False |
False |
5,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.24 |
2.618 |
91.57 |
1.618 |
90.55 |
1.000 |
89.92 |
0.618 |
89.53 |
HIGH |
88.90 |
0.618 |
88.51 |
0.500 |
88.39 |
0.382 |
88.27 |
LOW |
87.88 |
0.618 |
87.25 |
1.000 |
86.86 |
1.618 |
86.23 |
2.618 |
85.21 |
4.250 |
83.55 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.39 |
88.26 |
PP |
88.37 |
88.19 |
S1 |
88.34 |
88.13 |
|