NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.63 |
87.10 |
1.47 |
1.7% |
85.92 |
| High |
87.09 |
87.55 |
0.46 |
0.5% |
87.09 |
| Low |
84.99 |
86.04 |
1.05 |
1.2% |
83.60 |
| Close |
87.04 |
86.47 |
-0.57 |
-0.7% |
87.04 |
| Range |
2.10 |
1.51 |
-0.59 |
-28.1% |
3.49 |
| ATR |
1.80 |
1.78 |
-0.02 |
-1.1% |
0.00 |
| Volume |
143,647 |
97,814 |
-45,833 |
-31.9% |
648,948 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.22 |
90.35 |
87.30 |
|
| R3 |
89.71 |
88.84 |
86.89 |
|
| R2 |
88.20 |
88.20 |
86.75 |
|
| R1 |
87.33 |
87.33 |
86.61 |
87.01 |
| PP |
86.69 |
86.69 |
86.69 |
86.53 |
| S1 |
85.82 |
85.82 |
86.33 |
85.50 |
| S2 |
85.18 |
85.18 |
86.19 |
|
| S3 |
83.67 |
84.31 |
86.05 |
|
| S4 |
82.16 |
82.80 |
85.64 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.38 |
95.20 |
88.96 |
|
| R3 |
92.89 |
91.71 |
88.00 |
|
| R2 |
89.40 |
89.40 |
87.68 |
|
| R1 |
88.22 |
88.22 |
87.36 |
88.81 |
| PP |
85.91 |
85.91 |
85.91 |
86.21 |
| S1 |
84.73 |
84.73 |
86.72 |
85.32 |
| S2 |
82.42 |
82.42 |
86.40 |
|
| S3 |
78.93 |
81.24 |
86.08 |
|
| S4 |
75.44 |
77.75 |
85.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.55 |
83.88 |
3.67 |
4.2% |
1.70 |
2.0% |
71% |
True |
False |
126,285 |
| 10 |
88.42 |
83.60 |
4.82 |
5.6% |
1.79 |
2.1% |
60% |
False |
False |
130,186 |
| 20 |
88.42 |
81.20 |
7.22 |
8.3% |
1.67 |
1.9% |
73% |
False |
False |
91,630 |
| 40 |
88.42 |
79.24 |
9.18 |
10.6% |
1.71 |
2.0% |
79% |
False |
False |
56,961 |
| 60 |
88.42 |
71.64 |
16.78 |
19.4% |
1.90 |
2.2% |
88% |
False |
False |
41,581 |
| 80 |
88.42 |
71.64 |
16.78 |
19.4% |
1.81 |
2.1% |
88% |
False |
False |
32,750 |
| 100 |
88.42 |
71.64 |
16.78 |
19.4% |
1.77 |
2.0% |
88% |
False |
False |
26,908 |
| 120 |
88.42 |
71.64 |
16.78 |
19.4% |
1.76 |
2.0% |
88% |
False |
False |
22,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.97 |
|
2.618 |
91.50 |
|
1.618 |
89.99 |
|
1.000 |
89.06 |
|
0.618 |
88.48 |
|
HIGH |
87.55 |
|
0.618 |
86.97 |
|
0.500 |
86.80 |
|
0.382 |
86.62 |
|
LOW |
86.04 |
|
0.618 |
85.11 |
|
1.000 |
84.53 |
|
1.618 |
83.60 |
|
2.618 |
82.09 |
|
4.250 |
79.62 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.80 |
86.22 |
| PP |
86.69 |
85.97 |
| S1 |
86.58 |
85.72 |
|