NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.50 |
85.43 |
-0.07 |
-0.1% |
86.85 |
| High |
86.22 |
86.11 |
-0.11 |
-0.1% |
88.42 |
| Low |
84.76 |
83.88 |
-0.88 |
-1.0% |
85.06 |
| Close |
85.63 |
85.64 |
0.01 |
0.0% |
86.22 |
| Range |
1.46 |
2.23 |
0.77 |
52.7% |
3.36 |
| ATR |
1.74 |
1.78 |
0.03 |
2.0% |
0.00 |
| Volume |
120,826 |
176,788 |
55,962 |
46.3% |
690,673 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.90 |
91.00 |
86.87 |
|
| R3 |
89.67 |
88.77 |
86.25 |
|
| R2 |
87.44 |
87.44 |
86.05 |
|
| R1 |
86.54 |
86.54 |
85.84 |
86.99 |
| PP |
85.21 |
85.21 |
85.21 |
85.44 |
| S1 |
84.31 |
84.31 |
85.44 |
84.76 |
| S2 |
82.98 |
82.98 |
85.23 |
|
| S3 |
80.75 |
82.08 |
85.03 |
|
| S4 |
78.52 |
79.85 |
84.41 |
|
|
| 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 |
88.03 |
83.60 |
4.43 |
5.2% |
1.95 |
2.3% |
46% |
False |
False |
123,827 |
| 10 |
88.42 |
83.60 |
4.82 |
5.6% |
1.77 |
2.1% |
42% |
False |
False |
127,114 |
| 20 |
88.42 |
80.50 |
7.92 |
9.2% |
1.65 |
1.9% |
65% |
False |
False |
82,502 |
| 40 |
88.42 |
78.24 |
10.18 |
11.9% |
1.74 |
2.0% |
73% |
False |
False |
51,554 |
| 60 |
88.42 |
71.64 |
16.78 |
19.6% |
1.90 |
2.2% |
83% |
False |
False |
37,890 |
| 80 |
88.42 |
71.64 |
16.78 |
19.6% |
1.79 |
2.1% |
83% |
False |
False |
29,784 |
| 100 |
88.42 |
71.64 |
16.78 |
19.6% |
1.78 |
2.1% |
83% |
False |
False |
24,585 |
| 120 |
88.42 |
71.64 |
16.78 |
19.6% |
1.76 |
2.1% |
83% |
False |
False |
21,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.59 |
|
2.618 |
91.95 |
|
1.618 |
89.72 |
|
1.000 |
88.34 |
|
0.618 |
87.49 |
|
HIGH |
86.11 |
|
0.618 |
85.26 |
|
0.500 |
85.00 |
|
0.382 |
84.73 |
|
LOW |
83.88 |
|
0.618 |
82.50 |
|
1.000 |
81.65 |
|
1.618 |
80.27 |
|
2.618 |
78.04 |
|
4.250 |
74.40 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.43 |
85.44 |
| PP |
85.21 |
85.25 |
| S1 |
85.00 |
85.05 |
|