NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.08 |
87.91 |
-0.17 |
-0.2% |
88.32 |
High |
88.44 |
88.56 |
0.12 |
0.1% |
90.00 |
Low |
87.12 |
86.66 |
-0.46 |
-0.5% |
87.11 |
Close |
88.08 |
88.21 |
0.13 |
0.1% |
88.27 |
Range |
1.32 |
1.90 |
0.58 |
43.9% |
2.89 |
ATR |
1.48 |
1.51 |
0.03 |
2.0% |
0.00 |
Volume |
10,967 |
15,520 |
4,553 |
41.5% |
102,436 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.51 |
92.76 |
89.26 |
|
R3 |
91.61 |
90.86 |
88.73 |
|
R2 |
89.71 |
89.71 |
88.56 |
|
R1 |
88.96 |
88.96 |
88.38 |
89.34 |
PP |
87.81 |
87.81 |
87.81 |
88.00 |
S1 |
87.06 |
87.06 |
88.04 |
87.44 |
S2 |
85.91 |
85.91 |
87.86 |
|
S3 |
84.01 |
85.16 |
87.69 |
|
S4 |
82.11 |
83.26 |
87.17 |
|
|
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 |
89.62 |
85.81 |
3.81 |
4.3% |
1.60 |
1.8% |
63% |
False |
False |
12,782 |
10 |
90.00 |
85.81 |
4.19 |
4.8% |
1.40 |
1.6% |
57% |
False |
False |
16,683 |
20 |
90.00 |
81.52 |
8.48 |
9.6% |
1.30 |
1.5% |
79% |
False |
False |
12,207 |
40 |
90.00 |
79.20 |
10.80 |
12.2% |
1.31 |
1.5% |
83% |
False |
False |
8,404 |
60 |
90.00 |
73.17 |
16.83 |
19.1% |
1.33 |
1.5% |
89% |
False |
False |
6,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.64 |
2.618 |
93.53 |
1.618 |
91.63 |
1.000 |
90.46 |
0.618 |
89.73 |
HIGH |
88.56 |
0.618 |
87.83 |
0.500 |
87.61 |
0.382 |
87.39 |
LOW |
86.66 |
0.618 |
85.49 |
1.000 |
84.76 |
1.618 |
83.59 |
2.618 |
81.69 |
4.250 |
78.59 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.01 |
88.01 |
PP |
87.81 |
87.81 |
S1 |
87.61 |
87.61 |
|