NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
89.41 |
86.22 |
-3.19 |
-3.6% |
87.89 |
| High |
89.54 |
87.29 |
-2.25 |
-2.5% |
89.58 |
| Low |
87.07 |
85.25 |
-1.82 |
-2.1% |
86.59 |
| Close |
87.80 |
86.22 |
-1.58 |
-1.8% |
87.80 |
| Range |
2.47 |
2.04 |
-0.43 |
-17.4% |
2.99 |
| ATR |
1.56 |
1.63 |
0.07 |
4.6% |
0.00 |
| Volume |
31,295 |
33,443 |
2,148 |
6.9% |
218,713 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.37 |
91.34 |
87.34 |
|
| R3 |
90.33 |
89.30 |
86.78 |
|
| R2 |
88.29 |
88.29 |
86.59 |
|
| R1 |
87.26 |
87.26 |
86.41 |
87.24 |
| PP |
86.25 |
86.25 |
86.25 |
86.25 |
| S1 |
85.22 |
85.22 |
86.03 |
85.20 |
| S2 |
84.21 |
84.21 |
85.85 |
|
| S3 |
82.17 |
83.18 |
85.66 |
|
| S4 |
80.13 |
81.14 |
85.10 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.96 |
95.37 |
89.44 |
|
| R3 |
93.97 |
92.38 |
88.62 |
|
| R2 |
90.98 |
90.98 |
88.35 |
|
| R1 |
89.39 |
89.39 |
88.07 |
88.69 |
| PP |
87.99 |
87.99 |
87.99 |
87.64 |
| S1 |
86.40 |
86.40 |
87.53 |
85.70 |
| S2 |
85.00 |
85.00 |
87.25 |
|
| S3 |
82.01 |
83.41 |
86.98 |
|
| S4 |
79.02 |
80.42 |
86.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.58 |
85.25 |
4.33 |
5.0% |
1.65 |
1.9% |
22% |
False |
True |
39,704 |
| 10 |
89.58 |
85.25 |
4.33 |
5.0% |
1.41 |
1.6% |
22% |
False |
True |
33,971 |
| 20 |
89.58 |
80.45 |
9.13 |
10.6% |
1.47 |
1.7% |
63% |
False |
False |
21,795 |
| 40 |
89.58 |
78.88 |
10.70 |
12.4% |
1.55 |
1.8% |
69% |
False |
False |
15,187 |
| 60 |
89.58 |
72.43 |
17.15 |
19.9% |
1.65 |
1.9% |
80% |
False |
False |
11,954 |
| 80 |
89.58 |
72.43 |
17.15 |
19.9% |
1.50 |
1.7% |
80% |
False |
False |
9,632 |
| 100 |
89.58 |
72.43 |
17.15 |
19.9% |
1.41 |
1.6% |
80% |
False |
False |
8,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.96 |
|
2.618 |
92.63 |
|
1.618 |
90.59 |
|
1.000 |
89.33 |
|
0.618 |
88.55 |
|
HIGH |
87.29 |
|
0.618 |
86.51 |
|
0.500 |
86.27 |
|
0.382 |
86.03 |
|
LOW |
85.25 |
|
0.618 |
83.99 |
|
1.000 |
83.21 |
|
1.618 |
81.95 |
|
2.618 |
79.91 |
|
4.250 |
76.58 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.27 |
87.42 |
| PP |
86.25 |
87.02 |
| S1 |
86.24 |
86.62 |
|