NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.22 |
86.81 |
0.59 |
0.7% |
87.89 |
| High |
87.29 |
87.26 |
-0.03 |
0.0% |
89.58 |
| Low |
85.25 |
86.34 |
1.09 |
1.3% |
86.59 |
| Close |
86.22 |
86.81 |
0.59 |
0.7% |
87.80 |
| Range |
2.04 |
0.92 |
-1.12 |
-54.9% |
2.99 |
| ATR |
1.63 |
1.58 |
-0.04 |
-2.6% |
0.00 |
| Volume |
33,443 |
22,584 |
-10,859 |
-32.5% |
218,713 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.56 |
89.11 |
87.32 |
|
| R3 |
88.64 |
88.19 |
87.06 |
|
| R2 |
87.72 |
87.72 |
86.98 |
|
| R1 |
87.27 |
87.27 |
86.89 |
87.27 |
| PP |
86.80 |
86.80 |
86.80 |
86.81 |
| S1 |
86.35 |
86.35 |
86.73 |
86.35 |
| S2 |
85.88 |
85.88 |
86.64 |
|
| S3 |
84.96 |
85.43 |
86.56 |
|
| S4 |
84.04 |
84.51 |
86.30 |
|
|
| 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% |
1.58 |
1.8% |
36% |
False |
False |
36,668 |
| 10 |
89.58 |
85.25 |
4.33 |
5.0% |
1.41 |
1.6% |
36% |
False |
False |
35,072 |
| 20 |
89.58 |
81.32 |
8.26 |
9.5% |
1.38 |
1.6% |
66% |
False |
False |
22,482 |
| 40 |
89.58 |
78.88 |
10.70 |
12.3% |
1.55 |
1.8% |
74% |
False |
False |
15,549 |
| 60 |
89.58 |
72.43 |
17.15 |
19.8% |
1.63 |
1.9% |
84% |
False |
False |
12,272 |
| 80 |
89.58 |
72.43 |
17.15 |
19.8% |
1.50 |
1.7% |
84% |
False |
False |
9,895 |
| 100 |
89.58 |
72.43 |
17.15 |
19.8% |
1.41 |
1.6% |
84% |
False |
False |
8,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.17 |
|
2.618 |
89.67 |
|
1.618 |
88.75 |
|
1.000 |
88.18 |
|
0.618 |
87.83 |
|
HIGH |
87.26 |
|
0.618 |
86.91 |
|
0.500 |
86.80 |
|
0.382 |
86.69 |
|
LOW |
86.34 |
|
0.618 |
85.77 |
|
1.000 |
85.42 |
|
1.618 |
84.85 |
|
2.618 |
83.93 |
|
4.250 |
82.43 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.81 |
87.40 |
| PP |
86.80 |
87.20 |
| S1 |
86.80 |
87.01 |
|