NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
87.76 |
88.97 |
1.21 |
1.4% |
87.60 |
High |
88.95 |
90.36 |
1.41 |
1.6% |
89.61 |
Low |
87.43 |
88.79 |
1.36 |
1.6% |
85.81 |
Close |
88.82 |
89.82 |
1.00 |
1.1% |
89.62 |
Range |
1.52 |
1.57 |
0.05 |
3.3% |
3.80 |
ATR |
1.50 |
1.51 |
0.00 |
0.3% |
0.00 |
Volume |
16,196 |
15,666 |
-530 |
-3.3% |
67,394 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.37 |
93.66 |
90.68 |
|
R3 |
92.80 |
92.09 |
90.25 |
|
R2 |
91.23 |
91.23 |
90.11 |
|
R1 |
90.52 |
90.52 |
89.96 |
90.88 |
PP |
89.66 |
89.66 |
89.66 |
89.83 |
S1 |
88.95 |
88.95 |
89.68 |
89.31 |
S2 |
88.09 |
88.09 |
89.53 |
|
S3 |
86.52 |
87.38 |
89.39 |
|
S4 |
84.95 |
85.81 |
88.96 |
|
|
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 |
90.36 |
87.43 |
2.93 |
3.3% |
1.50 |
1.7% |
82% |
True |
False |
14,679 |
10 |
90.36 |
85.81 |
4.55 |
5.1% |
1.55 |
1.7% |
88% |
True |
False |
13,730 |
20 |
90.36 |
84.75 |
5.61 |
6.2% |
1.40 |
1.6% |
90% |
True |
False |
14,630 |
40 |
90.36 |
80.82 |
9.54 |
10.6% |
1.27 |
1.4% |
94% |
True |
False |
9,714 |
60 |
90.36 |
73.17 |
17.19 |
19.1% |
1.39 |
1.6% |
97% |
True |
False |
7,834 |
80 |
90.36 |
73.17 |
17.19 |
19.1% |
1.31 |
1.5% |
97% |
True |
False |
6,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.03 |
2.618 |
94.47 |
1.618 |
92.90 |
1.000 |
91.93 |
0.618 |
91.33 |
HIGH |
90.36 |
0.618 |
89.76 |
0.500 |
89.58 |
0.382 |
89.39 |
LOW |
88.79 |
0.618 |
87.82 |
1.000 |
87.22 |
1.618 |
86.25 |
2.618 |
84.68 |
4.250 |
82.12 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
89.74 |
89.51 |
PP |
89.66 |
89.20 |
S1 |
89.58 |
88.90 |
|