NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.30 |
88.08 |
0.78 |
0.9% |
88.32 |
High |
87.82 |
88.44 |
0.62 |
0.7% |
90.00 |
Low |
86.91 |
87.12 |
0.21 |
0.2% |
87.11 |
Close |
87.30 |
88.08 |
0.78 |
0.9% |
88.27 |
Range |
0.91 |
1.32 |
0.41 |
45.1% |
2.89 |
ATR |
1.49 |
1.48 |
-0.01 |
-0.8% |
0.00 |
Volume |
10,213 |
10,967 |
754 |
7.4% |
102,436 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.84 |
91.28 |
88.81 |
|
R3 |
90.52 |
89.96 |
88.44 |
|
R2 |
89.20 |
89.20 |
88.32 |
|
R1 |
88.64 |
88.64 |
88.20 |
88.74 |
PP |
87.88 |
87.88 |
87.88 |
87.93 |
S1 |
87.32 |
87.32 |
87.96 |
87.42 |
S2 |
86.56 |
86.56 |
87.84 |
|
S3 |
85.24 |
86.00 |
87.72 |
|
S4 |
83.92 |
84.68 |
87.35 |
|
|
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% |
1.39 |
1.6% |
54% |
False |
False |
14,058 |
10 |
90.00 |
85.81 |
4.19 |
4.8% |
1.32 |
1.5% |
54% |
False |
False |
16,502 |
20 |
90.00 |
81.52 |
8.48 |
9.6% |
1.24 |
1.4% |
77% |
False |
False |
11,559 |
40 |
90.00 |
79.20 |
10.80 |
12.3% |
1.31 |
1.5% |
82% |
False |
False |
8,092 |
60 |
90.00 |
73.17 |
16.83 |
19.1% |
1.33 |
1.5% |
89% |
False |
False |
6,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.05 |
2.618 |
91.90 |
1.618 |
90.58 |
1.000 |
89.76 |
0.618 |
89.26 |
HIGH |
88.44 |
0.618 |
87.94 |
0.500 |
87.78 |
0.382 |
87.62 |
LOW |
87.12 |
0.618 |
86.30 |
1.000 |
85.80 |
1.618 |
84.98 |
2.618 |
83.66 |
4.250 |
81.51 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
87.98 |
87.76 |
PP |
87.88 |
87.44 |
S1 |
87.78 |
87.13 |
|