NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.81 |
87.47 |
0.66 |
0.8% |
87.89 |
| High |
87.26 |
87.98 |
0.72 |
0.8% |
89.58 |
| Low |
86.34 |
86.55 |
0.21 |
0.2% |
86.59 |
| Close |
86.81 |
87.51 |
0.70 |
0.8% |
87.80 |
| Range |
0.92 |
1.43 |
0.51 |
55.4% |
2.99 |
| ATR |
1.58 |
1.57 |
-0.01 |
-0.7% |
0.00 |
| Volume |
22,584 |
25,560 |
2,976 |
13.2% |
218,713 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.64 |
91.00 |
88.30 |
|
| R3 |
90.21 |
89.57 |
87.90 |
|
| R2 |
88.78 |
88.78 |
87.77 |
|
| R1 |
88.14 |
88.14 |
87.64 |
88.46 |
| PP |
87.35 |
87.35 |
87.35 |
87.51 |
| S1 |
86.71 |
86.71 |
87.38 |
87.03 |
| S2 |
85.92 |
85.92 |
87.25 |
|
| S3 |
84.49 |
85.28 |
87.12 |
|
| S4 |
83.06 |
83.85 |
86.72 |
|
|
| 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 |
4.9% |
1.55 |
1.8% |
52% |
False |
False |
31,855 |
| 10 |
89.58 |
85.25 |
4.33 |
4.9% |
1.45 |
1.7% |
52% |
False |
False |
35,508 |
| 20 |
89.58 |
81.32 |
8.26 |
9.4% |
1.40 |
1.6% |
75% |
False |
False |
23,456 |
| 40 |
89.58 |
78.88 |
10.70 |
12.2% |
1.54 |
1.8% |
81% |
False |
False |
15,930 |
| 60 |
89.58 |
72.43 |
17.15 |
19.6% |
1.64 |
1.9% |
88% |
False |
False |
12,592 |
| 80 |
89.58 |
72.43 |
17.15 |
19.6% |
1.49 |
1.7% |
88% |
False |
False |
10,185 |
| 100 |
89.58 |
72.43 |
17.15 |
19.6% |
1.42 |
1.6% |
88% |
False |
False |
8,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.06 |
|
2.618 |
91.72 |
|
1.618 |
90.29 |
|
1.000 |
89.41 |
|
0.618 |
88.86 |
|
HIGH |
87.98 |
|
0.618 |
87.43 |
|
0.500 |
87.27 |
|
0.382 |
87.10 |
|
LOW |
86.55 |
|
0.618 |
85.67 |
|
1.000 |
85.12 |
|
1.618 |
84.24 |
|
2.618 |
82.81 |
|
4.250 |
80.47 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.43 |
87.21 |
| PP |
87.35 |
86.91 |
| S1 |
87.27 |
86.62 |
|