NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.60 |
87.30 |
-0.30 |
-0.3% |
88.32 |
High |
87.60 |
87.82 |
0.22 |
0.3% |
90.00 |
Low |
85.81 |
86.91 |
1.10 |
1.3% |
87.11 |
Close |
86.72 |
87.30 |
0.58 |
0.7% |
88.27 |
Range |
1.79 |
0.91 |
-0.88 |
-49.2% |
2.89 |
ATR |
1.52 |
1.49 |
-0.03 |
-2.0% |
0.00 |
Volume |
14,885 |
10,213 |
-4,672 |
-31.4% |
102,436 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.07 |
89.60 |
87.80 |
|
R3 |
89.16 |
88.69 |
87.55 |
|
R2 |
88.25 |
88.25 |
87.47 |
|
R1 |
87.78 |
87.78 |
87.38 |
87.76 |
PP |
87.34 |
87.34 |
87.34 |
87.33 |
S1 |
86.87 |
86.87 |
87.22 |
86.85 |
S2 |
86.43 |
86.43 |
87.13 |
|
S3 |
85.52 |
85.96 |
87.05 |
|
S4 |
84.61 |
85.05 |
86.80 |
|
|
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% |
1.38 |
1.6% |
36% |
False |
False |
16,937 |
10 |
90.00 |
85.81 |
4.19 |
4.8% |
1.29 |
1.5% |
36% |
False |
False |
16,495 |
20 |
90.00 |
81.52 |
8.48 |
9.7% |
1.23 |
1.4% |
68% |
False |
False |
11,138 |
40 |
90.00 |
79.20 |
10.80 |
12.4% |
1.32 |
1.5% |
75% |
False |
False |
7,928 |
60 |
90.00 |
73.17 |
16.83 |
19.3% |
1.31 |
1.5% |
84% |
False |
False |
6,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.69 |
2.618 |
90.20 |
1.618 |
89.29 |
1.000 |
88.73 |
0.618 |
88.38 |
HIGH |
87.82 |
0.618 |
87.47 |
0.500 |
87.37 |
0.382 |
87.26 |
LOW |
86.91 |
0.618 |
86.35 |
1.000 |
86.00 |
1.618 |
85.44 |
2.618 |
84.53 |
4.250 |
83.04 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.37 |
87.72 |
PP |
87.34 |
87.58 |
S1 |
87.32 |
87.44 |
|