NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.92 |
84.67 |
-1.25 |
-1.5% |
86.85 |
| High |
85.92 |
85.86 |
-0.06 |
-0.1% |
88.42 |
| Low |
83.60 |
84.67 |
1.07 |
1.3% |
85.06 |
| Close |
84.62 |
85.25 |
0.63 |
0.7% |
86.22 |
| Range |
2.32 |
1.19 |
-1.13 |
-48.7% |
3.36 |
| ATR |
1.80 |
1.76 |
-0.04 |
-2.2% |
0.00 |
| Volume |
115,334 |
92,353 |
-22,981 |
-19.9% |
690,673 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.83 |
88.23 |
85.90 |
|
| R3 |
87.64 |
87.04 |
85.58 |
|
| R2 |
86.45 |
86.45 |
85.47 |
|
| R1 |
85.85 |
85.85 |
85.36 |
86.15 |
| PP |
85.26 |
85.26 |
85.26 |
85.41 |
| S1 |
84.66 |
84.66 |
85.14 |
84.96 |
| S2 |
84.07 |
84.07 |
85.03 |
|
| S3 |
82.88 |
83.47 |
84.92 |
|
| S4 |
81.69 |
82.28 |
84.60 |
|
|
| 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% |
1.84 |
2.2% |
34% |
False |
False |
128,531 |
| 10 |
88.42 |
83.60 |
4.82 |
5.7% |
1.66 |
1.9% |
34% |
False |
False |
108,529 |
| 20 |
88.42 |
80.50 |
7.92 |
9.3% |
1.60 |
1.9% |
60% |
False |
False |
70,099 |
| 40 |
88.42 |
78.24 |
10.18 |
11.9% |
1.74 |
2.0% |
69% |
False |
False |
44,759 |
| 60 |
88.42 |
71.64 |
16.78 |
19.7% |
1.87 |
2.2% |
81% |
False |
False |
33,211 |
| 80 |
88.42 |
71.64 |
16.78 |
19.7% |
1.79 |
2.1% |
81% |
False |
False |
26,129 |
| 100 |
88.42 |
71.64 |
16.78 |
19.7% |
1.78 |
2.1% |
81% |
False |
False |
21,674 |
| 120 |
88.42 |
71.64 |
16.78 |
19.7% |
1.76 |
2.1% |
81% |
False |
False |
18,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.92 |
|
2.618 |
88.98 |
|
1.618 |
87.79 |
|
1.000 |
87.05 |
|
0.618 |
86.60 |
|
HIGH |
85.86 |
|
0.618 |
85.41 |
|
0.500 |
85.27 |
|
0.382 |
85.12 |
|
LOW |
84.67 |
|
0.618 |
83.93 |
|
1.000 |
83.48 |
|
1.618 |
82.74 |
|
2.618 |
81.55 |
|
4.250 |
79.61 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.27 |
85.82 |
| PP |
85.26 |
85.63 |
| S1 |
85.26 |
85.44 |
|