NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
87.47 |
87.46 |
-0.01 |
0.0% |
87.89 |
| High |
87.98 |
88.05 |
0.07 |
0.1% |
89.58 |
| Low |
86.55 |
86.03 |
-0.52 |
-0.6% |
86.59 |
| Close |
87.51 |
87.63 |
0.12 |
0.1% |
87.80 |
| Range |
1.43 |
2.02 |
0.59 |
41.3% |
2.99 |
| ATR |
1.57 |
1.61 |
0.03 |
2.0% |
0.00 |
| Volume |
25,560 |
43,476 |
17,916 |
70.1% |
218,713 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.30 |
92.48 |
88.74 |
|
| R3 |
91.28 |
90.46 |
88.19 |
|
| R2 |
89.26 |
89.26 |
88.00 |
|
| R1 |
88.44 |
88.44 |
87.82 |
88.85 |
| PP |
87.24 |
87.24 |
87.24 |
87.44 |
| S1 |
86.42 |
86.42 |
87.44 |
86.83 |
| S2 |
85.22 |
85.22 |
87.26 |
|
| S3 |
83.20 |
84.40 |
87.07 |
|
| S4 |
81.18 |
82.38 |
86.52 |
|
|
| 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 |
89.54 |
85.25 |
4.29 |
4.9% |
1.78 |
2.0% |
55% |
False |
False |
31,271 |
| 10 |
89.58 |
85.25 |
4.33 |
4.9% |
1.54 |
1.8% |
55% |
False |
False |
36,837 |
| 20 |
89.58 |
81.32 |
8.26 |
9.4% |
1.44 |
1.6% |
76% |
False |
False |
25,268 |
| 40 |
89.58 |
78.88 |
10.70 |
12.2% |
1.55 |
1.8% |
82% |
False |
False |
16,806 |
| 60 |
89.58 |
72.43 |
17.15 |
19.6% |
1.67 |
1.9% |
89% |
False |
False |
13,247 |
| 80 |
89.58 |
72.43 |
17.15 |
19.6% |
1.49 |
1.7% |
89% |
False |
False |
10,711 |
| 100 |
89.58 |
72.43 |
17.15 |
19.6% |
1.44 |
1.6% |
89% |
False |
False |
9,137 |
| 120 |
89.58 |
72.43 |
17.15 |
19.6% |
1.36 |
1.6% |
89% |
False |
False |
8,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.64 |
|
2.618 |
93.34 |
|
1.618 |
91.32 |
|
1.000 |
90.07 |
|
0.618 |
89.30 |
|
HIGH |
88.05 |
|
0.618 |
87.28 |
|
0.500 |
87.04 |
|
0.382 |
86.80 |
|
LOW |
86.03 |
|
0.618 |
84.78 |
|
1.000 |
84.01 |
|
1.618 |
82.76 |
|
2.618 |
80.74 |
|
4.250 |
77.45 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.43 |
87.43 |
| PP |
87.24 |
87.24 |
| S1 |
87.04 |
87.04 |
|