NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
87.94 |
85.92 |
-2.02 |
-2.3% |
86.85 |
| High |
88.03 |
85.92 |
-2.11 |
-2.4% |
88.42 |
| Low |
85.50 |
83.60 |
-1.90 |
-2.2% |
85.06 |
| Close |
86.22 |
84.62 |
-1.60 |
-1.9% |
86.22 |
| Range |
2.53 |
2.32 |
-0.21 |
-8.3% |
3.36 |
| ATR |
1.74 |
1.80 |
0.06 |
3.6% |
0.00 |
| Volume |
113,838 |
115,334 |
1,496 |
1.3% |
690,673 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.67 |
90.47 |
85.90 |
|
| R3 |
89.35 |
88.15 |
85.26 |
|
| R2 |
87.03 |
87.03 |
85.05 |
|
| R1 |
85.83 |
85.83 |
84.83 |
85.27 |
| PP |
84.71 |
84.71 |
84.71 |
84.44 |
| S1 |
83.51 |
83.51 |
84.41 |
82.95 |
| S2 |
82.39 |
82.39 |
84.19 |
|
| S3 |
80.07 |
81.19 |
83.98 |
|
| S4 |
77.75 |
78.87 |
83.34 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.65 |
94.79 |
88.07 |
|
| R3 |
93.29 |
91.43 |
87.14 |
|
| R2 |
89.93 |
89.93 |
86.84 |
|
| R1 |
88.07 |
88.07 |
86.53 |
87.32 |
| PP |
86.57 |
86.57 |
86.57 |
86.19 |
| S1 |
84.71 |
84.71 |
85.91 |
83.96 |
| S2 |
83.21 |
83.21 |
85.60 |
|
| S3 |
79.85 |
81.35 |
85.30 |
|
| S4 |
76.49 |
77.99 |
84.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.42 |
83.60 |
4.82 |
5.7% |
1.89 |
2.2% |
21% |
False |
True |
134,087 |
| 10 |
88.42 |
83.60 |
4.82 |
5.7% |
1.63 |
1.9% |
21% |
False |
True |
102,439 |
| 20 |
88.42 |
79.70 |
8.72 |
10.3% |
1.68 |
2.0% |
56% |
False |
False |
66,656 |
| 40 |
88.42 |
78.24 |
10.18 |
12.0% |
1.73 |
2.0% |
63% |
False |
False |
42,681 |
| 60 |
88.42 |
71.64 |
16.78 |
19.8% |
1.89 |
2.2% |
77% |
False |
False |
31,756 |
| 80 |
88.42 |
71.64 |
16.78 |
19.8% |
1.80 |
2.1% |
77% |
False |
False |
25,009 |
| 100 |
88.42 |
71.64 |
16.78 |
19.8% |
1.79 |
2.1% |
77% |
False |
False |
20,780 |
| 120 |
88.42 |
71.64 |
16.78 |
19.8% |
1.77 |
2.1% |
77% |
False |
False |
17,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.78 |
|
2.618 |
91.99 |
|
1.618 |
89.67 |
|
1.000 |
88.24 |
|
0.618 |
87.35 |
|
HIGH |
85.92 |
|
0.618 |
85.03 |
|
0.500 |
84.76 |
|
0.382 |
84.49 |
|
LOW |
83.60 |
|
0.618 |
82.17 |
|
1.000 |
81.28 |
|
1.618 |
79.85 |
|
2.618 |
77.53 |
|
4.250 |
73.74 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.76 |
86.01 |
| PP |
84.71 |
85.55 |
| S1 |
84.67 |
85.08 |
|