NYMEX Light Sweet Crude Oil Future October 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 |
88.32 |
87.78 |
-0.54 |
-0.6% |
88.40 |
High |
88.90 |
88.46 |
-0.44 |
-0.5% |
89.09 |
Low |
87.88 |
87.11 |
-0.77 |
-0.9% |
86.71 |
Close |
88.32 |
87.78 |
-0.54 |
-0.6% |
88.20 |
Range |
1.02 |
1.35 |
0.33 |
32.4% |
2.38 |
ATR |
1.44 |
1.43 |
-0.01 |
-0.4% |
0.00 |
Volume |
24,318 |
18,527 |
-5,791 |
-23.8% |
58,402 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.83 |
91.16 |
88.52 |
|
R3 |
90.48 |
89.81 |
88.15 |
|
R2 |
89.13 |
89.13 |
88.03 |
|
R1 |
88.46 |
88.46 |
87.90 |
88.46 |
PP |
87.78 |
87.78 |
87.78 |
87.78 |
S1 |
87.11 |
87.11 |
87.66 |
87.11 |
S2 |
86.43 |
86.43 |
87.53 |
|
S3 |
85.08 |
85.76 |
87.41 |
|
S4 |
83.73 |
84.41 |
87.04 |
|
|
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 |
87.11 |
1.98 |
2.3% |
1.20 |
1.4% |
34% |
False |
True |
16,053 |
10 |
89.09 |
83.54 |
5.55 |
6.3% |
1.23 |
1.4% |
76% |
False |
False |
12,147 |
20 |
89.09 |
80.82 |
8.27 |
9.4% |
1.17 |
1.3% |
84% |
False |
False |
8,208 |
40 |
89.09 |
78.78 |
10.31 |
11.7% |
1.30 |
1.5% |
87% |
False |
False |
6,262 |
60 |
89.09 |
73.17 |
15.92 |
18.1% |
1.30 |
1.5% |
92% |
False |
False |
5,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.20 |
2.618 |
91.99 |
1.618 |
90.64 |
1.000 |
89.81 |
0.618 |
89.29 |
HIGH |
88.46 |
0.618 |
87.94 |
0.500 |
87.79 |
0.382 |
87.63 |
LOW |
87.11 |
0.618 |
86.28 |
1.000 |
85.76 |
1.618 |
84.93 |
2.618 |
83.58 |
4.250 |
81.37 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.79 |
88.10 |
PP |
87.78 |
87.99 |
S1 |
87.78 |
87.89 |
|