NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
87.10 |
86.13 |
-0.97 |
-1.1% |
85.92 |
| High |
87.55 |
86.63 |
-0.92 |
-1.1% |
87.09 |
| Low |
86.04 |
84.38 |
-1.66 |
-1.9% |
83.60 |
| Close |
86.47 |
85.00 |
-1.47 |
-1.7% |
87.04 |
| Range |
1.51 |
2.25 |
0.74 |
49.0% |
3.49 |
| ATR |
1.78 |
1.81 |
0.03 |
1.9% |
0.00 |
| Volume |
97,814 |
145,246 |
47,432 |
48.5% |
648,948 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.09 |
90.79 |
86.24 |
|
| R3 |
89.84 |
88.54 |
85.62 |
|
| R2 |
87.59 |
87.59 |
85.41 |
|
| R1 |
86.29 |
86.29 |
85.21 |
85.82 |
| PP |
85.34 |
85.34 |
85.34 |
85.10 |
| S1 |
84.04 |
84.04 |
84.79 |
83.57 |
| S2 |
83.09 |
83.09 |
84.59 |
|
| S3 |
80.84 |
81.79 |
84.38 |
|
| S4 |
78.59 |
79.54 |
83.76 |
|
|
| 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 |
4.3% |
1.91 |
2.2% |
31% |
False |
False |
136,864 |
| 10 |
88.42 |
83.60 |
4.82 |
5.7% |
1.88 |
2.2% |
29% |
False |
False |
132,697 |
| 20 |
88.42 |
82.61 |
5.81 |
6.8% |
1.67 |
2.0% |
41% |
False |
False |
97,638 |
| 40 |
88.42 |
79.59 |
8.83 |
10.4% |
1.70 |
2.0% |
61% |
False |
False |
60,258 |
| 60 |
88.42 |
71.64 |
16.78 |
19.7% |
1.90 |
2.2% |
80% |
False |
False |
43,866 |
| 80 |
88.42 |
71.64 |
16.78 |
19.7% |
1.82 |
2.1% |
80% |
False |
False |
34,534 |
| 100 |
88.42 |
71.64 |
16.78 |
19.7% |
1.78 |
2.1% |
80% |
False |
False |
28,318 |
| 120 |
88.42 |
71.64 |
16.78 |
19.7% |
1.76 |
2.1% |
80% |
False |
False |
24,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.19 |
|
2.618 |
92.52 |
|
1.618 |
90.27 |
|
1.000 |
88.88 |
|
0.618 |
88.02 |
|
HIGH |
86.63 |
|
0.618 |
85.77 |
|
0.500 |
85.51 |
|
0.382 |
85.24 |
|
LOW |
84.38 |
|
0.618 |
82.99 |
|
1.000 |
82.13 |
|
1.618 |
80.74 |
|
2.618 |
78.49 |
|
4.250 |
74.82 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.51 |
85.97 |
| PP |
85.34 |
85.64 |
| S1 |
85.17 |
85.32 |
|