NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
83.89 |
81.84 |
-2.05 |
-2.4% |
84.47 |
| High |
84.33 |
83.44 |
-0.89 |
-1.1% |
85.19 |
| Low |
81.70 |
81.29 |
-0.41 |
-0.5% |
81.73 |
| Close |
82.44 |
83.22 |
0.78 |
0.9% |
85.12 |
| Range |
2.63 |
2.15 |
-0.48 |
-18.3% |
3.46 |
| ATR |
1.97 |
1.98 |
0.01 |
0.7% |
0.00 |
| Volume |
337,123 |
462,842 |
125,719 |
37.3% |
1,921,973 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.10 |
88.31 |
84.40 |
|
| R3 |
86.95 |
86.16 |
83.81 |
|
| R2 |
84.80 |
84.80 |
83.61 |
|
| R1 |
84.01 |
84.01 |
83.42 |
84.41 |
| PP |
82.65 |
82.65 |
82.65 |
82.85 |
| S1 |
81.86 |
81.86 |
83.02 |
82.26 |
| S2 |
80.50 |
80.50 |
82.83 |
|
| S3 |
78.35 |
79.71 |
82.63 |
|
| S4 |
76.20 |
77.56 |
82.04 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.39 |
93.22 |
87.02 |
|
| R3 |
90.93 |
89.76 |
86.07 |
|
| R2 |
87.47 |
87.47 |
85.75 |
|
| R1 |
86.30 |
86.30 |
85.44 |
86.89 |
| PP |
84.01 |
84.01 |
84.01 |
84.31 |
| S1 |
82.84 |
82.84 |
84.80 |
83.43 |
| S2 |
80.55 |
80.55 |
84.49 |
|
| S3 |
77.09 |
79.38 |
84.17 |
|
| S4 |
73.63 |
75.92 |
83.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.63 |
81.29 |
4.34 |
5.2% |
2.26 |
2.7% |
44% |
False |
True |
396,939 |
| 10 |
87.26 |
81.29 |
5.97 |
7.2% |
2.06 |
2.5% |
32% |
False |
True |
363,207 |
| 20 |
87.59 |
81.29 |
6.30 |
7.6% |
1.87 |
2.3% |
31% |
False |
True |
268,530 |
| 40 |
87.59 |
79.27 |
8.32 |
10.0% |
1.83 |
2.2% |
47% |
False |
False |
169,621 |
| 60 |
87.59 |
70.75 |
16.84 |
20.2% |
2.04 |
2.5% |
74% |
False |
False |
127,604 |
| 80 |
87.59 |
70.75 |
16.84 |
20.2% |
1.99 |
2.4% |
74% |
False |
False |
103,300 |
| 100 |
87.59 |
70.75 |
16.84 |
20.2% |
1.95 |
2.3% |
74% |
False |
False |
86,811 |
| 120 |
87.59 |
70.75 |
16.84 |
20.2% |
1.97 |
2.4% |
74% |
False |
False |
75,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.58 |
|
2.618 |
89.07 |
|
1.618 |
86.92 |
|
1.000 |
85.59 |
|
0.618 |
84.77 |
|
HIGH |
83.44 |
|
0.618 |
82.62 |
|
0.500 |
82.37 |
|
0.382 |
82.11 |
|
LOW |
81.29 |
|
0.618 |
79.96 |
|
1.000 |
79.14 |
|
1.618 |
77.81 |
|
2.618 |
75.66 |
|
4.250 |
72.15 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.94 |
83.46 |
| PP |
82.65 |
83.38 |
| S1 |
82.37 |
83.30 |
|