NYMEX Light Sweet Crude Oil Future June 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 |
81.84 |
83.33 |
1.49 |
1.8% |
84.47 |
| High |
83.44 |
85.63 |
2.19 |
2.6% |
85.19 |
| Low |
81.29 |
83.01 |
1.72 |
2.1% |
81.73 |
| Close |
83.22 |
85.17 |
1.95 |
2.3% |
85.12 |
| Range |
2.15 |
2.62 |
0.47 |
21.9% |
3.46 |
| ATR |
1.98 |
2.03 |
0.05 |
2.3% |
0.00 |
| Volume |
462,842 |
400,695 |
-62,147 |
-13.4% |
1,921,973 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.46 |
91.44 |
86.61 |
|
| R3 |
89.84 |
88.82 |
85.89 |
|
| R2 |
87.22 |
87.22 |
85.65 |
|
| R1 |
86.20 |
86.20 |
85.41 |
86.71 |
| PP |
84.60 |
84.60 |
84.60 |
84.86 |
| S1 |
83.58 |
83.58 |
84.93 |
84.09 |
| S2 |
81.98 |
81.98 |
84.69 |
|
| S3 |
79.36 |
80.96 |
84.45 |
|
| S4 |
76.74 |
78.34 |
83.73 |
|
|
| 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 |
5.1% |
2.31 |
2.7% |
89% |
True |
False |
391,431 |
| 10 |
86.67 |
81.29 |
5.38 |
6.3% |
2.22 |
2.6% |
72% |
False |
False |
370,677 |
| 20 |
87.59 |
81.29 |
6.30 |
7.4% |
1.92 |
2.3% |
62% |
False |
False |
284,524 |
| 40 |
87.59 |
79.27 |
8.32 |
9.8% |
1.85 |
2.2% |
71% |
False |
False |
178,557 |
| 60 |
87.59 |
70.75 |
16.84 |
19.8% |
2.04 |
2.4% |
86% |
False |
False |
133,843 |
| 80 |
87.59 |
70.75 |
16.84 |
19.8% |
2.00 |
2.4% |
86% |
False |
False |
108,145 |
| 100 |
87.59 |
70.75 |
16.84 |
19.8% |
1.96 |
2.3% |
86% |
False |
False |
90,590 |
| 120 |
87.59 |
70.75 |
16.84 |
19.8% |
1.98 |
2.3% |
86% |
False |
False |
78,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.77 |
|
2.618 |
92.49 |
|
1.618 |
89.87 |
|
1.000 |
88.25 |
|
0.618 |
87.25 |
|
HIGH |
85.63 |
|
0.618 |
84.63 |
|
0.500 |
84.32 |
|
0.382 |
84.01 |
|
LOW |
83.01 |
|
0.618 |
81.39 |
|
1.000 |
80.39 |
|
1.618 |
78.77 |
|
2.618 |
76.15 |
|
4.250 |
71.88 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.89 |
84.60 |
| PP |
84.60 |
84.03 |
| S1 |
84.32 |
83.46 |
|