NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.91 |
87.95 |
0.04 |
0.0% |
87.60 |
High |
88.56 |
89.61 |
1.05 |
1.2% |
89.61 |
Low |
86.66 |
87.82 |
1.16 |
1.3% |
85.81 |
Close |
88.21 |
89.62 |
1.41 |
1.6% |
89.62 |
Range |
1.90 |
1.79 |
-0.11 |
-5.8% |
3.80 |
ATR |
1.51 |
1.53 |
0.02 |
1.3% |
0.00 |
Volume |
15,520 |
15,809 |
289 |
1.9% |
67,394 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.39 |
93.79 |
90.60 |
|
R3 |
92.60 |
92.00 |
90.11 |
|
R2 |
90.81 |
90.81 |
89.95 |
|
R1 |
90.21 |
90.21 |
89.78 |
90.51 |
PP |
89.02 |
89.02 |
89.02 |
89.17 |
S1 |
88.42 |
88.42 |
89.46 |
88.72 |
S2 |
87.23 |
87.23 |
89.29 |
|
S3 |
85.44 |
86.63 |
89.13 |
|
S4 |
83.65 |
84.84 |
88.64 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.75 |
98.48 |
91.71 |
|
R3 |
95.95 |
94.68 |
90.67 |
|
R2 |
92.15 |
92.15 |
90.32 |
|
R1 |
90.88 |
90.88 |
89.97 |
91.52 |
PP |
88.35 |
88.35 |
88.35 |
88.66 |
S1 |
87.08 |
87.08 |
89.27 |
87.72 |
S2 |
84.55 |
84.55 |
88.92 |
|
S3 |
80.75 |
83.28 |
88.58 |
|
S4 |
76.95 |
79.48 |
87.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.61 |
85.81 |
3.80 |
4.2% |
1.54 |
1.7% |
100% |
True |
False |
13,478 |
10 |
90.00 |
85.81 |
4.19 |
4.7% |
1.43 |
1.6% |
91% |
False |
False |
16,983 |
20 |
90.00 |
81.52 |
8.48 |
9.5% |
1.33 |
1.5% |
96% |
False |
False |
12,822 |
40 |
90.00 |
80.10 |
9.90 |
11.0% |
1.29 |
1.4% |
96% |
False |
False |
8,741 |
60 |
90.00 |
73.17 |
16.83 |
18.8% |
1.35 |
1.5% |
98% |
False |
False |
7,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.22 |
2.618 |
94.30 |
1.618 |
92.51 |
1.000 |
91.40 |
0.618 |
90.72 |
HIGH |
89.61 |
0.618 |
88.93 |
0.500 |
88.72 |
0.382 |
88.50 |
LOW |
87.82 |
0.618 |
86.71 |
1.000 |
86.03 |
1.618 |
84.92 |
2.618 |
83.13 |
4.250 |
80.21 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
89.32 |
89.13 |
PP |
89.02 |
88.63 |
S1 |
88.72 |
88.14 |
|