NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
89.44 |
89.27 |
-0.17 |
-0.2% |
87.60 |
High |
90.11 |
89.53 |
-0.58 |
-0.6% |
89.61 |
Low |
89.02 |
87.98 |
-1.04 |
-1.2% |
85.81 |
Close |
89.44 |
88.43 |
-1.01 |
-1.1% |
89.62 |
Range |
1.09 |
1.55 |
0.46 |
42.2% |
3.80 |
ATR |
1.50 |
1.50 |
0.00 |
0.2% |
0.00 |
Volume |
18,099 |
7,626 |
-10,473 |
-57.9% |
67,394 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.30 |
92.41 |
89.28 |
|
R3 |
91.75 |
90.86 |
88.86 |
|
R2 |
90.20 |
90.20 |
88.71 |
|
R1 |
89.31 |
89.31 |
88.57 |
88.98 |
PP |
88.65 |
88.65 |
88.65 |
88.48 |
S1 |
87.76 |
87.76 |
88.29 |
87.43 |
S2 |
87.10 |
87.10 |
88.15 |
|
S3 |
85.55 |
86.21 |
88.00 |
|
S4 |
84.00 |
84.66 |
87.58 |
|
|
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% |
1.53 |
1.7% |
51% |
False |
False |
13,604 |
10 |
90.11 |
85.81 |
4.30 |
4.9% |
1.45 |
1.6% |
61% |
False |
False |
15,271 |
20 |
90.11 |
83.54 |
6.57 |
7.4% |
1.34 |
1.5% |
74% |
False |
False |
13,709 |
40 |
90.11 |
80.69 |
9.42 |
10.7% |
1.26 |
1.4% |
82% |
False |
False |
9,116 |
60 |
90.11 |
73.17 |
16.94 |
19.2% |
1.37 |
1.6% |
90% |
False |
False |
7,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.12 |
2.618 |
93.59 |
1.618 |
92.04 |
1.000 |
91.08 |
0.618 |
90.49 |
HIGH |
89.53 |
0.618 |
88.94 |
0.500 |
88.76 |
0.382 |
88.57 |
LOW |
87.98 |
0.618 |
87.02 |
1.000 |
86.43 |
1.618 |
85.47 |
2.618 |
83.92 |
4.250 |
81.39 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
88.76 |
88.97 |
PP |
88.65 |
88.79 |
S1 |
88.54 |
88.61 |
|