NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
88.97 |
89.90 |
0.93 |
1.0% |
89.44 |
High |
90.36 |
91.01 |
0.65 |
0.7% |
91.01 |
Low |
88.79 |
89.78 |
0.99 |
1.1% |
87.43 |
Close |
89.82 |
90.93 |
1.11 |
1.2% |
90.93 |
Range |
1.57 |
1.23 |
-0.34 |
-21.7% |
3.58 |
ATR |
1.51 |
1.49 |
-0.02 |
-1.3% |
0.00 |
Volume |
15,666 |
19,307 |
3,641 |
23.2% |
76,894 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.26 |
93.83 |
91.61 |
|
R3 |
93.03 |
92.60 |
91.27 |
|
R2 |
91.80 |
91.80 |
91.16 |
|
R1 |
91.37 |
91.37 |
91.04 |
91.59 |
PP |
90.57 |
90.57 |
90.57 |
90.68 |
S1 |
90.14 |
90.14 |
90.82 |
90.36 |
S2 |
89.34 |
89.34 |
90.70 |
|
S3 |
88.11 |
88.91 |
90.59 |
|
S4 |
86.88 |
87.68 |
90.25 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.53 |
99.31 |
92.90 |
|
R3 |
96.95 |
95.73 |
91.91 |
|
R2 |
93.37 |
93.37 |
91.59 |
|
R1 |
92.15 |
92.15 |
91.26 |
92.76 |
PP |
89.79 |
89.79 |
89.79 |
90.10 |
S1 |
88.57 |
88.57 |
90.60 |
89.18 |
S2 |
86.21 |
86.21 |
90.27 |
|
S3 |
82.63 |
84.99 |
89.95 |
|
S4 |
79.05 |
81.41 |
88.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.01 |
87.43 |
3.58 |
3.9% |
1.39 |
1.5% |
98% |
True |
False |
15,378 |
10 |
91.01 |
85.81 |
5.20 |
5.7% |
1.47 |
1.6% |
98% |
True |
False |
14,428 |
20 |
91.01 |
85.81 |
5.20 |
5.7% |
1.37 |
1.5% |
98% |
True |
False |
15,256 |
40 |
91.01 |
80.82 |
10.19 |
11.2% |
1.29 |
1.4% |
99% |
True |
False |
10,041 |
60 |
91.01 |
73.17 |
17.84 |
19.6% |
1.38 |
1.5% |
100% |
True |
False |
8,095 |
80 |
91.01 |
73.17 |
17.84 |
19.6% |
1.30 |
1.4% |
100% |
True |
False |
6,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.24 |
2.618 |
94.23 |
1.618 |
93.00 |
1.000 |
92.24 |
0.618 |
91.77 |
HIGH |
91.01 |
0.618 |
90.54 |
0.500 |
90.40 |
0.382 |
90.25 |
LOW |
89.78 |
0.618 |
89.02 |
1.000 |
88.55 |
1.618 |
87.79 |
2.618 |
86.56 |
4.250 |
84.55 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
90.75 |
90.36 |
PP |
90.57 |
89.79 |
S1 |
90.40 |
89.22 |
|