NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.78 |
89.13 |
1.35 |
1.5% |
88.40 |
High |
88.46 |
89.13 |
0.67 |
0.8% |
89.09 |
Low |
87.11 |
87.86 |
0.75 |
0.9% |
86.71 |
Close |
87.78 |
89.13 |
1.35 |
1.5% |
88.20 |
Range |
1.35 |
1.27 |
-0.08 |
-5.9% |
2.38 |
ATR |
1.43 |
1.42 |
-0.01 |
-0.4% |
0.00 |
Volume |
18,527 |
25,363 |
6,836 |
36.9% |
58,402 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.52 |
92.09 |
89.83 |
|
R3 |
91.25 |
90.82 |
89.48 |
|
R2 |
89.98 |
89.98 |
89.36 |
|
R1 |
89.55 |
89.55 |
89.25 |
89.77 |
PP |
88.71 |
88.71 |
88.71 |
88.81 |
S1 |
88.28 |
88.28 |
89.01 |
88.50 |
S2 |
87.44 |
87.44 |
88.90 |
|
S3 |
86.17 |
87.01 |
88.78 |
|
S4 |
84.90 |
85.74 |
88.43 |
|
|
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 |
89.13 |
87.11 |
2.02 |
2.3% |
1.26 |
1.4% |
100% |
True |
False |
18,946 |
10 |
89.13 |
84.00 |
5.13 |
5.8% |
1.30 |
1.5% |
100% |
True |
False |
13,774 |
20 |
89.13 |
80.82 |
8.31 |
9.3% |
1.18 |
1.3% |
100% |
True |
False |
9,377 |
40 |
89.13 |
79.20 |
9.93 |
11.1% |
1.30 |
1.5% |
100% |
True |
False |
6,824 |
60 |
89.13 |
73.17 |
15.96 |
17.9% |
1.29 |
1.4% |
100% |
True |
False |
5,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.53 |
2.618 |
92.45 |
1.618 |
91.18 |
1.000 |
90.40 |
0.618 |
89.91 |
HIGH |
89.13 |
0.618 |
88.64 |
0.500 |
88.50 |
0.382 |
88.35 |
LOW |
87.86 |
0.618 |
87.08 |
1.000 |
86.59 |
1.618 |
85.81 |
2.618 |
84.54 |
4.250 |
82.46 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.92 |
88.79 |
PP |
88.71 |
88.46 |
S1 |
88.50 |
88.12 |
|