NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
87.13 |
86.92 |
-0.21 |
-0.2% |
87.98 |
| High |
87.22 |
88.51 |
1.29 |
1.5% |
88.55 |
| Low |
85.95 |
86.87 |
0.92 |
1.1% |
86.34 |
| Close |
86.87 |
88.33 |
1.46 |
1.7% |
87.25 |
| Range |
1.27 |
1.64 |
0.37 |
29.1% |
2.21 |
| ATR |
1.59 |
1.60 |
0.00 |
0.2% |
0.00 |
| Volume |
48,917 |
72,585 |
23,668 |
48.4% |
136,469 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.82 |
92.22 |
89.23 |
|
| R3 |
91.18 |
90.58 |
88.78 |
|
| R2 |
89.54 |
89.54 |
88.63 |
|
| R1 |
88.94 |
88.94 |
88.48 |
89.24 |
| PP |
87.90 |
87.90 |
87.90 |
88.06 |
| S1 |
87.30 |
87.30 |
88.18 |
87.60 |
| S2 |
86.26 |
86.26 |
88.03 |
|
| S3 |
84.62 |
85.66 |
87.88 |
|
| S4 |
82.98 |
84.02 |
87.43 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.01 |
92.84 |
88.47 |
|
| R3 |
91.80 |
90.63 |
87.86 |
|
| R2 |
89.59 |
89.59 |
87.66 |
|
| R1 |
88.42 |
88.42 |
87.45 |
87.90 |
| PP |
87.38 |
87.38 |
87.38 |
87.12 |
| S1 |
86.21 |
86.21 |
87.05 |
85.69 |
| S2 |
85.17 |
85.17 |
86.84 |
|
| S3 |
82.96 |
84.00 |
86.64 |
|
| S4 |
80.75 |
81.79 |
86.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.51 |
85.95 |
2.56 |
2.9% |
1.44 |
1.6% |
93% |
True |
False |
51,281 |
| 10 |
88.55 |
83.33 |
5.22 |
5.9% |
1.44 |
1.6% |
96% |
False |
False |
34,669 |
| 20 |
88.55 |
80.12 |
8.43 |
9.5% |
1.48 |
1.7% |
97% |
False |
False |
23,559 |
| 40 |
88.55 |
78.62 |
9.93 |
11.2% |
1.58 |
1.8% |
98% |
False |
False |
15,960 |
| 60 |
88.55 |
72.04 |
16.51 |
18.7% |
1.68 |
1.9% |
99% |
False |
False |
12,563 |
| 80 |
88.55 |
72.04 |
16.51 |
18.7% |
1.50 |
1.7% |
99% |
False |
False |
9,912 |
| 100 |
88.55 |
72.04 |
16.51 |
18.7% |
1.38 |
1.6% |
99% |
False |
False |
8,415 |
| 120 |
88.55 |
72.04 |
16.51 |
18.7% |
1.30 |
1.5% |
99% |
False |
False |
7,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.48 |
|
2.618 |
92.80 |
|
1.618 |
91.16 |
|
1.000 |
90.15 |
|
0.618 |
89.52 |
|
HIGH |
88.51 |
|
0.618 |
87.88 |
|
0.500 |
87.69 |
|
0.382 |
87.50 |
|
LOW |
86.87 |
|
0.618 |
85.86 |
|
1.000 |
85.23 |
|
1.618 |
84.22 |
|
2.618 |
82.58 |
|
4.250 |
79.90 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.12 |
87.96 |
| PP |
87.90 |
87.60 |
| S1 |
87.69 |
87.23 |
|