NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
89.86 |
88.27 |
-1.59 |
-1.8% |
88.32 |
High |
90.00 |
89.62 |
-0.38 |
-0.4% |
90.00 |
Low |
89.19 |
87.52 |
-1.67 |
-1.9% |
87.11 |
Close |
89.86 |
88.27 |
-1.59 |
-1.8% |
88.27 |
Range |
0.81 |
2.10 |
1.29 |
159.3% |
2.89 |
ATR |
1.38 |
1.45 |
0.07 |
4.9% |
0.00 |
Volume |
21,900 |
12,328 |
-9,572 |
-43.7% |
102,436 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.77 |
93.62 |
89.43 |
|
R3 |
92.67 |
91.52 |
88.85 |
|
R2 |
90.57 |
90.57 |
88.66 |
|
R1 |
89.42 |
89.42 |
88.46 |
89.32 |
PP |
88.47 |
88.47 |
88.47 |
88.42 |
S1 |
87.32 |
87.32 |
88.08 |
87.22 |
S2 |
86.37 |
86.37 |
87.89 |
|
S3 |
84.27 |
85.22 |
87.69 |
|
S4 |
82.17 |
83.12 |
87.12 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.13 |
95.59 |
89.86 |
|
R3 |
94.24 |
92.70 |
89.06 |
|
R2 |
91.35 |
91.35 |
88.80 |
|
R1 |
89.81 |
89.81 |
88.53 |
89.14 |
PP |
88.46 |
88.46 |
88.46 |
88.12 |
S1 |
86.92 |
86.92 |
88.01 |
86.25 |
S2 |
85.57 |
85.57 |
87.74 |
|
S3 |
82.68 |
84.03 |
87.48 |
|
S4 |
79.79 |
81.14 |
86.68 |
|
|
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 |
3.3% |
1.31 |
1.5% |
40% |
False |
False |
20,487 |
10 |
90.00 |
86.71 |
3.29 |
3.7% |
1.27 |
1.4% |
47% |
False |
False |
16,083 |
20 |
90.00 |
80.82 |
9.18 |
10.4% |
1.27 |
1.4% |
81% |
False |
False |
10,400 |
40 |
90.00 |
79.20 |
10.80 |
12.2% |
1.30 |
1.5% |
84% |
False |
False |
7,522 |
60 |
90.00 |
73.17 |
16.83 |
19.1% |
1.29 |
1.5% |
90% |
False |
False |
6,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.55 |
2.618 |
95.12 |
1.618 |
93.02 |
1.000 |
91.72 |
0.618 |
90.92 |
HIGH |
89.62 |
0.618 |
88.82 |
0.500 |
88.57 |
0.382 |
88.32 |
LOW |
87.52 |
0.618 |
86.22 |
1.000 |
85.42 |
1.618 |
84.12 |
2.618 |
82.02 |
4.250 |
78.60 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.57 |
88.76 |
PP |
88.47 |
88.60 |
S1 |
88.37 |
88.43 |
|