NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
84.85 |
86.74 |
1.89 |
2.2% |
85.62 |
| High |
87.12 |
87.26 |
0.14 |
0.2% |
87.59 |
| Low |
84.85 |
86.20 |
1.35 |
1.6% |
84.86 |
| Close |
86.73 |
86.75 |
0.02 |
0.0% |
85.63 |
| Range |
2.27 |
1.06 |
-1.21 |
-53.3% |
2.73 |
| ATR |
1.83 |
1.77 |
-0.05 |
-3.0% |
0.00 |
| Volume |
389,136 |
325,996 |
-63,140 |
-16.2% |
575,335 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.92 |
89.39 |
87.33 |
|
| R3 |
88.86 |
88.33 |
87.04 |
|
| R2 |
87.80 |
87.80 |
86.94 |
|
| R1 |
87.27 |
87.27 |
86.85 |
87.54 |
| PP |
86.74 |
86.74 |
86.74 |
86.87 |
| S1 |
86.21 |
86.21 |
86.65 |
86.48 |
| S2 |
85.68 |
85.68 |
86.56 |
|
| S3 |
84.62 |
85.15 |
86.46 |
|
| S4 |
83.56 |
84.09 |
86.17 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.22 |
92.65 |
87.13 |
|
| R3 |
91.49 |
89.92 |
86.38 |
|
| R2 |
88.76 |
88.76 |
86.13 |
|
| R1 |
87.19 |
87.19 |
85.88 |
87.98 |
| PP |
86.03 |
86.03 |
86.03 |
86.42 |
| S1 |
84.46 |
84.46 |
85.38 |
85.25 |
| S2 |
83.30 |
83.30 |
85.13 |
|
| S3 |
80.57 |
81.73 |
84.88 |
|
| S4 |
77.84 |
79.00 |
84.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.26 |
83.75 |
3.51 |
4.0% |
1.73 |
2.0% |
85% |
True |
False |
295,332 |
| 10 |
87.59 |
83.61 |
3.98 |
4.6% |
1.63 |
1.9% |
79% |
False |
False |
198,372 |
| 20 |
87.59 |
79.27 |
8.32 |
9.6% |
1.69 |
2.0% |
90% |
False |
False |
139,965 |
| 40 |
87.59 |
77.69 |
9.90 |
11.4% |
1.84 |
2.1% |
92% |
False |
False |
96,748 |
| 60 |
87.59 |
70.75 |
16.84 |
19.4% |
2.02 |
2.3% |
95% |
False |
False |
77,478 |
| 80 |
87.59 |
70.75 |
16.84 |
19.4% |
1.93 |
2.2% |
95% |
False |
False |
63,683 |
| 100 |
87.59 |
70.75 |
16.84 |
19.4% |
1.96 |
2.3% |
95% |
False |
False |
55,492 |
| 120 |
87.59 |
70.75 |
16.84 |
19.4% |
1.98 |
2.3% |
95% |
False |
False |
48,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.77 |
|
2.618 |
90.04 |
|
1.618 |
88.98 |
|
1.000 |
88.32 |
|
0.618 |
87.92 |
|
HIGH |
87.26 |
|
0.618 |
86.86 |
|
0.500 |
86.73 |
|
0.382 |
86.60 |
|
LOW |
86.20 |
|
0.618 |
85.54 |
|
1.000 |
85.14 |
|
1.618 |
84.48 |
|
2.618 |
83.42 |
|
4.250 |
81.70 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.74 |
86.34 |
| PP |
86.74 |
85.92 |
| S1 |
86.73 |
85.51 |
|