NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.13 |
84.32 |
-1.81 |
-2.1% |
85.92 |
| High |
86.63 |
85.87 |
-0.76 |
-0.9% |
87.09 |
| Low |
84.38 |
83.80 |
-0.58 |
-0.7% |
83.60 |
| Close |
85.00 |
85.67 |
0.67 |
0.8% |
87.04 |
| Range |
2.25 |
2.07 |
-0.18 |
-8.0% |
3.49 |
| ATR |
1.81 |
1.83 |
0.02 |
1.0% |
0.00 |
| Volume |
145,246 |
166,105 |
20,859 |
14.4% |
648,948 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.32 |
90.57 |
86.81 |
|
| R3 |
89.25 |
88.50 |
86.24 |
|
| R2 |
87.18 |
87.18 |
86.05 |
|
| R1 |
86.43 |
86.43 |
85.86 |
86.81 |
| PP |
85.11 |
85.11 |
85.11 |
85.30 |
| S1 |
84.36 |
84.36 |
85.48 |
84.74 |
| S2 |
83.04 |
83.04 |
85.29 |
|
| S3 |
80.97 |
82.29 |
85.10 |
|
| S4 |
78.90 |
80.22 |
84.53 |
|
|
| 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 |
83.80 |
3.75 |
4.4% |
2.03 |
2.4% |
50% |
False |
True |
145,920 |
| 10 |
88.42 |
83.60 |
4.82 |
5.6% |
1.87 |
2.2% |
43% |
False |
False |
131,646 |
| 20 |
88.42 |
83.04 |
5.38 |
6.3% |
1.73 |
2.0% |
49% |
False |
False |
103,932 |
| 40 |
88.42 |
79.70 |
8.72 |
10.2% |
1.69 |
2.0% |
68% |
False |
False |
64,070 |
| 60 |
88.42 |
71.64 |
16.78 |
19.6% |
1.89 |
2.2% |
84% |
False |
False |
46,488 |
| 80 |
88.42 |
71.64 |
16.78 |
19.6% |
1.84 |
2.1% |
84% |
False |
False |
36,566 |
| 100 |
88.42 |
71.64 |
16.78 |
19.6% |
1.78 |
2.1% |
84% |
False |
False |
29,945 |
| 120 |
88.42 |
71.64 |
16.78 |
19.6% |
1.75 |
2.0% |
84% |
False |
False |
25,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.67 |
|
2.618 |
91.29 |
|
1.618 |
89.22 |
|
1.000 |
87.94 |
|
0.618 |
87.15 |
|
HIGH |
85.87 |
|
0.618 |
85.08 |
|
0.500 |
84.84 |
|
0.382 |
84.59 |
|
LOW |
83.80 |
|
0.618 |
82.52 |
|
1.000 |
81.73 |
|
1.618 |
80.45 |
|
2.618 |
78.38 |
|
4.250 |
75.00 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.39 |
85.68 |
| PP |
85.11 |
85.67 |
| S1 |
84.84 |
85.67 |
|