NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.27 |
87.60 |
-0.67 |
-0.8% |
88.32 |
High |
89.62 |
87.60 |
-2.02 |
-2.3% |
90.00 |
Low |
87.52 |
85.81 |
-1.71 |
-2.0% |
87.11 |
Close |
88.27 |
86.72 |
-1.55 |
-1.8% |
88.27 |
Range |
2.10 |
1.79 |
-0.31 |
-14.8% |
2.89 |
ATR |
1.45 |
1.52 |
0.07 |
5.0% |
0.00 |
Volume |
12,328 |
14,885 |
2,557 |
20.7% |
102,436 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.08 |
91.19 |
87.70 |
|
R3 |
90.29 |
89.40 |
87.21 |
|
R2 |
88.50 |
88.50 |
87.05 |
|
R1 |
87.61 |
87.61 |
86.88 |
87.16 |
PP |
86.71 |
86.71 |
86.71 |
86.49 |
S1 |
85.82 |
85.82 |
86.56 |
85.37 |
S2 |
84.92 |
84.92 |
86.39 |
|
S3 |
83.13 |
84.03 |
86.23 |
|
S4 |
81.34 |
82.24 |
85.74 |
|
|
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 |
85.81 |
4.19 |
4.8% |
1.46 |
1.7% |
22% |
False |
True |
18,600 |
10 |
90.00 |
85.81 |
4.19 |
4.8% |
1.27 |
1.5% |
22% |
False |
True |
16,282 |
20 |
90.00 |
80.82 |
9.18 |
10.6% |
1.31 |
1.5% |
64% |
False |
False |
10,976 |
40 |
90.00 |
79.20 |
10.80 |
12.5% |
1.31 |
1.5% |
70% |
False |
False |
7,826 |
60 |
90.00 |
73.17 |
16.83 |
19.4% |
1.31 |
1.5% |
81% |
False |
False |
6,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.21 |
2.618 |
92.29 |
1.618 |
90.50 |
1.000 |
89.39 |
0.618 |
88.71 |
HIGH |
87.60 |
0.618 |
86.92 |
0.500 |
86.71 |
0.382 |
86.49 |
LOW |
85.81 |
0.618 |
84.70 |
1.000 |
84.02 |
1.618 |
82.91 |
2.618 |
81.12 |
4.250 |
78.20 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
86.72 |
87.91 |
PP |
86.71 |
87.51 |
S1 |
86.71 |
87.12 |
|