NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
89.13 |
89.86 |
0.73 |
0.8% |
88.40 |
High |
89.13 |
90.00 |
0.87 |
1.0% |
89.09 |
Low |
87.86 |
89.19 |
1.33 |
1.5% |
86.71 |
Close |
89.13 |
89.86 |
0.73 |
0.8% |
88.20 |
Range |
1.27 |
0.81 |
-0.46 |
-36.2% |
2.38 |
ATR |
1.42 |
1.38 |
-0.04 |
-2.8% |
0.00 |
Volume |
25,363 |
21,900 |
-3,463 |
-13.7% |
58,402 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.11 |
91.80 |
90.31 |
|
R3 |
91.30 |
90.99 |
90.08 |
|
R2 |
90.49 |
90.49 |
90.01 |
|
R1 |
90.18 |
90.18 |
89.93 |
90.27 |
PP |
89.68 |
89.68 |
89.68 |
89.73 |
S1 |
89.37 |
89.37 |
89.79 |
89.46 |
S2 |
88.87 |
88.87 |
89.71 |
|
S3 |
88.06 |
88.56 |
89.64 |
|
S4 |
87.25 |
87.75 |
89.41 |
|
|
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 |
90.00 |
87.11 |
2.89 |
3.2% |
1.20 |
1.3% |
95% |
True |
False |
20,584 |
10 |
90.00 |
84.75 |
5.25 |
5.8% |
1.25 |
1.4% |
97% |
True |
False |
15,529 |
20 |
90.00 |
80.82 |
9.18 |
10.2% |
1.16 |
1.3% |
98% |
True |
False |
10,081 |
40 |
90.00 |
79.20 |
10.80 |
12.0% |
1.31 |
1.5% |
99% |
True |
False |
7,312 |
60 |
90.00 |
73.17 |
16.83 |
18.7% |
1.30 |
1.4% |
99% |
True |
False |
6,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.44 |
2.618 |
92.12 |
1.618 |
91.31 |
1.000 |
90.81 |
0.618 |
90.50 |
HIGH |
90.00 |
0.618 |
89.69 |
0.500 |
89.60 |
0.382 |
89.50 |
LOW |
89.19 |
0.618 |
88.69 |
1.000 |
88.38 |
1.618 |
87.88 |
2.618 |
87.07 |
4.250 |
85.75 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
89.77 |
89.43 |
PP |
89.68 |
88.99 |
S1 |
89.60 |
88.56 |
|