NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.95 |
89.44 |
1.49 |
1.7% |
87.60 |
High |
89.61 |
90.11 |
0.50 |
0.6% |
89.61 |
Low |
87.82 |
89.02 |
1.20 |
1.4% |
85.81 |
Close |
89.62 |
89.44 |
-0.18 |
-0.2% |
89.62 |
Range |
1.79 |
1.09 |
-0.70 |
-39.1% |
3.80 |
ATR |
1.53 |
1.50 |
-0.03 |
-2.1% |
0.00 |
Volume |
15,809 |
18,099 |
2,290 |
14.5% |
67,394 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.79 |
92.21 |
90.04 |
|
R3 |
91.70 |
91.12 |
89.74 |
|
R2 |
90.61 |
90.61 |
89.64 |
|
R1 |
90.03 |
90.03 |
89.54 |
89.99 |
PP |
89.52 |
89.52 |
89.52 |
89.50 |
S1 |
88.94 |
88.94 |
89.34 |
88.90 |
S2 |
88.43 |
88.43 |
89.24 |
|
S3 |
87.34 |
87.85 |
89.14 |
|
S4 |
86.25 |
86.76 |
88.84 |
|
|
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 |
90.11 |
86.66 |
3.45 |
3.9% |
1.40 |
1.6% |
81% |
True |
False |
14,121 |
10 |
90.11 |
85.81 |
4.30 |
4.8% |
1.43 |
1.6% |
84% |
True |
False |
16,361 |
20 |
90.11 |
82.24 |
7.87 |
8.8% |
1.37 |
1.5% |
91% |
True |
False |
13,532 |
40 |
90.11 |
80.15 |
9.96 |
11.1% |
1.28 |
1.4% |
93% |
True |
False |
9,097 |
60 |
90.11 |
73.17 |
16.94 |
18.9% |
1.36 |
1.5% |
96% |
True |
False |
7,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.74 |
2.618 |
92.96 |
1.618 |
91.87 |
1.000 |
91.20 |
0.618 |
90.78 |
HIGH |
90.11 |
0.618 |
89.69 |
0.500 |
89.57 |
0.382 |
89.44 |
LOW |
89.02 |
0.618 |
88.35 |
1.000 |
87.93 |
1.618 |
87.26 |
2.618 |
86.17 |
4.250 |
84.39 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
89.57 |
89.09 |
PP |
89.52 |
88.74 |
S1 |
89.48 |
88.39 |
|